Auflistung nach Autor "Riedel, Max"

Anzeige der Dokumente 1-6 von 6

    • A Quasi Real-Time Leading Indicator for the EU Industrial Production 

      Donadelli, Michael; Paradiso, Antonio; Riedel, Max (2016-01-04)
      We build a quasi real-time leading indicator (LI) for the EU industrial production (IP). Differently from previous studies, the technique developed in this paper gives rise to an ex-ante LI that is immune to “overlapping ...

    • Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case 

      Billio, Monica; Costola, Michele; Pelizzon, Loriana; Riedel, Max (2020-03-01)
      We investigate the relation between buildings’ energy efficiency and the probability of mortgage default. To this end, we construct a novel panel dataset by combining Dutch loan-level mortgage information with provisional ...

    • Collateral Eligibility of Corporate Debt in the Eurosystem 

      Pelizzon, Loriana; Riedel, Max; Simon, Zorka; Subrahmanyam, Marti G. (2020-04-01)
      We study how the Eurosystem Collateral Framework for corporate bonds helps the European Central Bank (ECB) fulfill its policy mandate. Using the ECBs eligibility list, we identify the first inclusion date of both bonds and ...

    • Globally Dangerous Diseases: Bad News for Main Street, Good News for Wall Street? 

      Donadelli, Michael; Kizys, Renatas; Riedel, Max (2016-12-12)
      This paper examines whether investor mood, driven by World Health Organization (WHO) alerts and media news on globally dangerous diseases, is priced in pharmaceutical companies' stocks in the United States. We concentrate ...

    • Temperature Shocks and Welfare Costs 

      Donadelli, Michael; Jüppner, Marcus; Riedel, Max; Schlag, Christian (2018-01-22)
      This paper examines the welfare implications of rising temperatures. Using a standard VAR, we empirically show that a temperature shock has a sizable, negative and statistically significant impact on TFP, output, and labor ...

    • Which Market Integration Measure? 

      Billio, Monica; Donadelli, Michael; Paradiso, Antonio; Riedel, Max (2017-08-04)
      This paper compares the dynamics of the financial integration process as described by different empirical approaches. To this end, a wide range of measures accounting for several dimensions of integration is employed. In ...