Auflistung nach JEL-Klassifizierung "E44"

Anzeige der Dokumente 21-38 von 38

    • OptionMetrics 

      Unbekannter Autor
      OptionMetrics is the financial industry's premier provider of quality historical option price data, tools, and analytics. Currently, over 300 institutional subscribers and universities rely on our products as their main ...

    • Predictability and the Cross-Section of Expected Returns: A Challenge for Asset Pricing Models 

      Schlag, Christian; Semenischev, Michael; Thimme, Julian (2021-01-22)
      "Many modern macro finance models imply that excess returns on arbitrary assets are predictable via the price-dividend ratio and the variance risk premium of the aggregate stock market. We propose a simple empirical test ...

    • Regulatory Influence on Market Conditions in the Banking Union 

      Tröger, Tobias H. (2015-06-02)
      This paper looks into the specific influence that the European banking union will have on (future) bank client relationships. It shows that the intended regulatory influence on market conditions in principle serves as a ...

    • RPNA 

      Unbekannter Autor
      RavenPack News Analytics (RPNA) provides real-time structured sentiment, relevance and novelty data for entities and events detected in the unstructured text published by reputable content sources. Publishers include Dow ...

    • S&P500 

      Unbekannter Autor
      The Standard and Poor's 500, or simply the S&P 500, is a free-float weighted measurement stock market index of 500 of the largest companies listed on stock exchanges in the United States.

    • SNL 

      Unbekannter Autor
      SNL Financial is the premier provider of breaking news, financial data and expert analysis on business sectors critical to the global economy: Banking, Insurance, Financial Services, Real Estate, Energy, Media & Communications ...

    • Statistics Canada 

      Unbekannter Autor
      Statistics Canada is the national statistical office. The agency ensures Canadians have the key information on Canada's economy, society and environment that they require to function effectively as citizens and decision makers.

    • The Anatomy of the Euro Area Interest Rate Swap Market 

      Fontana, Silvia Dalla; Holz auf der Heide, Marco; Pelizzon, Loriana; Scheicher, Martin (2019-06-01)
      "Using a novel regulatory dataset of fully identified derivatives transactions, this paper provides the first comprehensive analysis of the structure of the euro area interest rate swap (IRS) market after the start of the ...

    • The FOMC Risk Shift 

      Kroencke, Tim-Alexander; Schmeling, Maik; Schrimpf, Andreas (2021-01-27)
      We identify a component of monetary policy news that is extracted from high-frequency changes in risky asset prices. These surprises, which we call “risk shifts”, are uncorrelated, and therefore complementary, to risk-free ...

    • The Impact of Monetary Policy Interventions on the Insurance Industry 

      Pelizzon, Loriana; Sottocornola, Matteo (2018-03-01)
      This paper investigates the effect of the conventional and unconventional (e.g. Quantitative Easing - QE) monetary policy intervention on the insurance industry. We first analyze the impact on the stock performances of 166 ...

    • The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 

      Buss, Adrian; Dumas, Bernard; Uppal, Raman; Vilkov, Grigory (2016-01-25)
      In a production economy with trade in financial markets motivated by the desire to share labor-income risk and to speculate, we show that speculation increases volatility of asset returns and investment growth, increases ...

    • TickData 

      Unbekannter Autor
      For over 30 years, the world’s largest investment banks, asset managers, proprietary traders and universities have relied upon our historical intraday stock, futures, options and forex data to back-test trading strategies, ...

    • Too Interconnected to Fail: A Survey of the Interbank Networks Literature 

      Hüser, Anne-Caroline (2015-10-01)
      The banking system is highly interconnected and these connections can be conveniently represented as an interbank network. This survey presents a systematic overview of the recent advances in the theoretical literature on ...

    • Trimtabs 

      Unbekannter Autor
      Trimtabs conduct their own survey to obtain fund flows and returns for approximately 15% of the market.

    • TRTH 

      Unbekannter Autor
      Tick History is a historical market data service, offering global intra-day Time and Sales, Quotes, and Market Depth content dating back to January 1996 for an extensive range of equities, indices, foreign exchange, money, ...

    • VIX 

      Unbekannter Autor
      VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It is calculated ...

    • WP302_FOMCdata_1 

      Unbekannter Autor
      We collect commentary from market participants (e.g., traders, analysts, economists) on the outcome of the meeting shortly after an FOMC announcement.

    • WP302_FOMCdata_2 

      Unbekannter Autor
      We collect intraday data on days with scheduled (# 112) and unscheduled (# 2) FOMC announcements between 2006 and 2019, for which detailed data on prices (and fund flows) are available.9 We then measure the change of the ...