Anzeige der Dokumente 1-20 von 38

    • Amit Goyal 

      Unbekannter Autor
      We use the price-dividend ratio of the aggregate stock market provided on Amit Goyal’s webpage. 
    • Banks’ financial distress, lending supply and consumption expenditure 

      Damar, H. Evren; Gropp, Reint E.; Mordel, Adi (2014-02-01)
      We employ a unique identification strategy linking survey data on household consumption expenditure to bank-level data to estimate the effects of bank financial distress on consumer credit and consumption expenditures. We ...
    • BEA 

      Unbekannter Autor
      The Bureau of Economic Analysis produces economic accounts statistics that enable government and business decision-makers, researchers, and the American public to follow and understand the performance of the Nation's economy.
    • Bloomberg 

      Unbekannter Autor
      Bloomberg offers a wide range of data on the world's leading public and private companies. Bloomberg database components includes: Stock price data, CDS and bond data, calculated ratios, financial accounts information; ...
    • CA-TADS 

      Unbekannter Autor
    • CBOE 

      Unbekannter Autor
      Cboe Global Markets, Inc. (Cboe) is one of the world's largest exchange holding companies, offering cutting-edge trading and investment solutions to investors
    • CFM Survey 

      Unbekannter Autor
      The CFM surveys informs the public about the views held by prominent economists based in Europe on important macroeconomic and public policy questions. Some surveys focus specifically on the UK economy (as the CFM is a UK ...
    • CieslakSchrimpf_2019 

      Unbekannter Autor
      We compile a novel database of time-stamped monetary policy events by the four main central banks—the Federal Reserve (Fed), the European Central Bank (ECB), the Bank of England (BOE) and the Bank of Japan (BOJ)—spanning ...
    • CMA 

      Unbekannter Autor
      Credit Market Analysis (CMA) is a data and information company specializing in OTC derivatives markets. In July 2012, the company became part of the S&P Capital IQ division of McGraw-Hill
    • Compustat 

      Unbekannter Autor
      Compustat (from Standard & Poor's) provides annual and quarterly income statements, balance sheets, statements and supplemental data on North American public companies.
    • CRSP 

      Unbekannter Autor
      Our portfolio of stock, indexes, mutual fund, treasury, and REIT market databases is relied on by academicians whose research and publications must withstand rigorous analysis for accuracy. Quantitative analysts in the ...
    • Datastream 

      Unbekannter Autor
      Historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 70 years of data, across 175 countries ...
    • EMIR 

      Unbekannter Autor
    • GorodnichenkoWeber_2015 

      Unbekannter Autor
      Research that was conducted with restricted access to the Bureau of Labor Statistics (BLS) data.
    • Hao Zhou Webpage 

      Unbekannter Autor
      The variance risk premium taken from Hao Zhou’s homepage.
    • Horizontal Industry Relationships and Return Predictability 

      Schlag, Christian; Zeng, Kailin (2019-08-09)
      It has been documented that vertical customer-supplier links between industries are the basis for strong cross-sectional stock return predictability (Menzly and Ozbas (2010)). We show that robust predictability also arises ...
    • Implied Volatility Duration: A Measure for the Timing of Uncertainty Resolution 

      Schlag, Christian; Thimme, Julian; Weber, Rüdiger (2020-01-27)
      We introduce Implied Volatility Duration (IVD) as a new measure for the timing of uncertainty resolution, with a high IVD corresponding to late resolution. Portfolio sorts on a large cross-section of stocks indicate that ...
    • Interbank Funding as Insurance Mechanism for (Persistent) Liquidity Shocks 

      Bluhm, Marcel (2015-11-01)
      The interbank market is important for the efficient functioning of the financial system, transmission of monetary policy and therefore ultimately the real economy. In particular, it facilitates banks' liquidity management. ...
    • Kenneth French 

      Unbekannter Autor
      The Fama-French Portfolios are constructed from the intersections of two portfolios formed on size, as measured by market equity (ME), and three portfolios using the ratio of book equity to market equity (BE/ME) as a proxy ...
    • Kibot 

      Unbekannter Autor
      We provide instant access to over 58 years of daily data, over 22 years of top-quality, minute-by-minute intraday data and over 11 years of tick-by-tick (including bid/ask) historical market data for Stocks, ETFs, Futures ...