Auflistung nach Titel
Anzeige der Dokumente 562-581 von 1145
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MMB
The Macroeconomic Model Data Base (MMB) is an archive of macroeconomic models based on a common computational platform for systematic model comparison. The platform features more than 150 structural macroeconomic models ... -
MMS
A voluntary survey is conducted among European banks, including the major players on the money market. The survey has been conducted from 2001 until 2015. MMS statistics currently contain: Inter-bank transactions executed ... -
Momentum-managed equity factors
(2019-07-22)Managed portfolios that exploit positive first-order autocorrelation in monthly excess returns of equity factor portfolios produce large alphas and gains in Sharpe ratios. We document this finding for factor portfolios ... -
Monetary Policy and Risk Taking
(2016-05-19)We assess the effects of monetary policy on bank risk to verify the existence of a risk-taking channel — monetary expansions inducing banks to assume more risk. We first present VAR evidence confirming that this channel ... -
Monetary Policy and the Cost of Wage Rigidity: Evidence from the Stock Market
(2018-01-01)Using a unique confidential contract level dataset merged with firm-level asset price data, we find robust evidence that firms' stock market valuations and employment levels respond more to monetary policy announcements ... -
Monetary Policy Implementation in an Interbank Network: Effects on Systemic Risk
(2014-03-26)This paper makes a conceptual contribution to the effect of monetary policy on financial stability. We develop a microfounded network model with endogenous network formation to analyze the impact of central banks' monetary ... -
Moody's
Moody's Corporation, often referred to as Moody's, is an American business and financial services company. It is the holding company for Moody's Investors Service (MIS), an American credit rating agency, and Moody's Analytics ... -
Morningstar Inc.
Morningstar, Inc. operates as an investment information and services company providing data, research, and analysis of mutual funds, stocks, and variable annuities. The Company publishes a line of print, software, and ... -
Mortgage Supply and the US Housing Boom: The Role of the Community Reinvestment Act
(2019-10-30)This paper studies the role of the Community Reinvestment Act (CRA) in the US housing boom-bust cycle. I find that the enhancement in CRA enforcement in 1998 increased the growth rate of mortgage lending by CRA-regulated ... -
Mortgage Supply and the US Housing Boom: The Role of the Community Reinvestment Act
(2016-10-30)This paper studies the role of the Community Reinvestment Act (CRA) in the US housing boom-bust cycle. I find that the enhancement in CRA enforcement in 1998 increased the growth rate of mortgage lending by CRA-regulated ... -
Motivated Beliefs and the Elderly's Compliance with COVID-19 Measures
(2021-01-26)Although the elderly are more vulnerable to COVID-19, the empirical evidence suggests that they do not behave more cautiously in the pandemic than younger individuals. This theoretical model argues that some individuals ... -
MPHPT
The Ministry of Internal Affairs and Communications (???, S?mu-sh?, also MIC) is a cabinet-level ministry in the Government of Japan. Its English name was Ministry of Public Management, Home Affairs, Posts and Telecommunications ... -
MSCI ESG
MSCI ESG Ratings aim to measure a company’s resilience to long-term, financially relevant ESG risks. -
MSCI World
Der MSCI World Index umfasst die Aktien von über 1.650 Unternehmen mit hoher und mittlerer Marktkapitalisierung (Large und Mid Caps) aus 23 Industrieländern. Ähnlich zum Deutschen Aktienindex DAX werden die Aktien im MSCI ... -
MTS
MTS is one of Europe’s leading electronic fixed income trading markets, with over 500 unique counterparties and average daily volumes exceeding EUR 100 billion. -
MTS Group
The MTS Group is an internationally active branded goods manufacturer with around 700 employees at 9 locations worldwide -
Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds
(2018-11-01)Are yields of long-maturity bonds distorted by demand pressure of clientele investors, regulatory effects, or default, flight-to-safety or liquidity premiums? Using data on German nominal bonds between 2005 and 2015, we ... -
Multiplex interbank networks and systemic importance: An application to European data
(2015-05-01)Research on interbank networks and systemic importance is starting to recognise that the web of exposures linking banks balance sheets is more complex than the single-layer-of-exposure approach. We use data on exposures ... -
Mutual Excitation in Eurozone Sovereign CDS
(2014-05-01)We study self- and cross-excitation of shocks in the Eurozone sovereign CDS market. We adopt a multivariate setting with credit default intensities driven by mutually exciting jump processes, to capture the salient features ...