Auflistung nach JEL-Klassifizierung "G12"
Anzeige der Dokumente 1-20 von 142
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A Tale of One Exchange and Two Order Books: Effects of Fragmentation in the Absence of Competition
(2018-10-01)Exchanges nowadays routinely operate multiple, almost identically structured limit order markets for the same security. We study the effects of such fragmentation on market performance using a dynamic model where agents ... -
Amit Goyal
We use the price-dividend ratio of the aggregate stock market provided on Amit Goyal’s webpage. -
Anchoring in Experimental Asset Markets
(2015-02-10)We investigate the relationship between anchoring and the emergence of bubbles in experimental asset markets. We show that setting a visual anchor at the fundamental value (FV) in the first period only is sufficient to ... -
Argentum
Argentum was created in 2001 with the aim of delivering competitive returns and creating a more well-functioning capital market for unlisted companies. Our core expertise is evaluating and selecting private equity funds ... -
Asset Prices in General Equilibrium with Recursive Utility and Illiquidity Induced by Transactions Costs
(2015-02-01)In this paper, we study the effect of proportional transaction costs on consumption-portfolio decisions and asset prices in a dynamic general equilibrium economy with a financial market that has a single-period bond and ... -
Asset Pricing in OLG Economies With Borrowing Constraints and Idiosyncratic Income Risk
(2018-09-17)This paper analyzes how the combination of borrowing constraints and idiosyncratic risk affects the equity premium in an overlapping generations economy. I find that introducing a zero-borrowing constraint in an economy ... -
Asset Pricing Under Uncertainty About Shock Propagation
(2014-03-25)We analyze the equilibrium in a two-tree (sector) economy with two regimes. The output of each tree is driven by a jump-diffusion process, and a downward jump in one sector of the economy can (but need not) trigger a shift ... -
BEA
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. -
BEA NIPA
BEA's national economic accounts provide a comprehensive picture of the U.S. economy and feature many macroeconomic statistics. -
BEDOFIH
The BEDOFIH database includes trades and orders with the highest frequency. BEDOFIH covers the most important European stock markets. -
Bloomberg
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; ... -
BLS
The Bureau of Labor Statistics measures labor market activity, working conditions, price changes, and productivity in the U.S. economy to support public and private decision making. -
Broennoeysundregistrene
The Brønnøysund Register Center develops and operates digital services that streamline, coordinate and simplify the dialogue with the public sector for individuals and companies. We operate many of the country's most ... -
Bundesbank
The monetary, financial and foreign trade statistics compiled within the framework of the Bundesbank's statutory mandate as well as the comprehensive indicator sets and seasonally adjusted economic data comprise a broad ... -
Capital IQ
Capital IQ is the research division of Standard and Poor’s. It provides detailed research and analysis of the stock market to a variety of investing stakeholders. The web portal for Capital IQ’s products offers many powerful ... -
CBOE
Cboe Global Markets, Inc. (Cboe) is one of the world's largest exchange holding companies, offering cutting-edge trading and investment solutions to investors -
CCKP
The Climate Change Knowledge Portal (CCKP) provides global data on historical and future climate, vulnerabilities, and impacts. Explore them via Country, Region, and Watershed views. Access synthesized Country Profiles to ... -
CCM
The CRSP/Compustat Merged Database provides CRSP and Compustat subscribers the ability to access CRSP’s stock data and Compustat’s Xpressfeed fundamental data within a single linked database. The CRSPLink® maps complex ... -
Central Bank-Driven Mispricing
(2018-10-01)We show that bond purchases undertaken in the context of quantitative easing efforts by the European Central Bank created a large mispricing between the market for German and Italian government bonds and their respective ... -
CieslakSchrimpf_2019
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 ...