Anzeige der Dokumente 1-20 von 23

    • Administrative data 

      Unbekannter Autor
      Data from a large German bank
    • BaFin 

      Unbekannter Autor
      Die Bundesanstalt für Finanzdienstleistungsaufsicht (kurz: BaFin) ist eine rechtsfähige deutsche Anstalt des öffentlichen Rechts des Bundes mit Sitz in Frankfurt am Main und Bonn.
    • Banking Union and the Governance of Credit Institutions - A Legal Perspective 

      Binder, Jens-Hinrich (2015-04-08)
      The creation of the Banking Union is likely to come with substantial implications for the governance of Eurozone banks. The European Central Bank, in its capacity as supervisory authority for systemically important banks, ...
    • 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; ...
    • Bundesbank 

      Unbekannter Autor
      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 ...
    • Coordination of Circuit Breakers? Volume Migration and Volatility Spillover in Fragmented Markets 

      Clapham, Benjamin; Gomber, Peter; Panz, Sven (2017-01-27)
      We study circuit breakers in a fragmented, multi-market environment and investigate whether a coordination of circuit breakers is necessary to ensure their effectiveness. In doing so, we analyze 2,337 volatility interruptions ...
    • 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 ...
    • DGEI 

      Unbekannter Autor
      Thomson Reuters Datastream Global Equity Indices (DGEI)
    • Does Monetary Policy Impact International Market Co-Movements? 

      Caporin, Massimiliano; Pelizzon, Loriana; Plazzi, Alberto (2020-05-11)
      We show that FED policy announcements lead to a significant increase in international comovements in the cross-section of equity and in particular sovereign CDS markets. The relaxation of unconventionary monetary policies ...
    • Fidessa 

      Unbekannter Autor
      Fidessa group Holdings Ltd formerly Fidessa Group Plc, is a British-headquartered company which provides software and services, such as trading and investment management systems, analytics and market data, to buy side and ...
    • Finanzagentur GmbH 

      Unbekannter Autor
      Debt management from a single source: We ensure that the Federal Government, as the benchmark issuer in the eurozone, has at its disposal the most cost-efficient and low-risk financing as possible. We were established ...
    • FRED 

      Unbekannter Autor
      Federal Reserve Economic Data (FRED) is a database maintained by the Research division of the Federal Reserve Bank of St. Louisthat has more than 500,000 economic time series from 87 sources. The data can be viewed in ...
    • Lighting up the Dark: Liquidity in the German Corporate Bond Market 

      Gündüz, Yalin; Ottonello, Giorgio; Pelizzon, Loriana; Schneider, Michael; Subrahmanyam, Marti G. (2018-09-17)
      "We study the impact of transparency on liquidity in OTC markets. We do so by providing an analysis of liquidity in a corporate bond market without trade transparency (Germany), and comparing our findings to a market with ...
    • Machine Learning Sentiment Analysis, Covid-19 News and Stock Market Reactions 

      Costola, Michele; Nofer, Michael; Hinz, Oliver; Pelizzon, Loriana (2020-09-15)
      The possibility to investigate the impact of news on stock prices has observed a strong evolution thanks to the recent use of natural language processing (NLP) in finance and economics. In this paper, we investigate COVID-19 ...
    • Managing Excess Volatility: Design and Effectiveness of Circuit Breakers 

      Clapham, Benjamin; Gomber, Peter; Haferkorn, Martin; Panz, Sven (2017-02-02)
      We investigate different designs of circuit breakers implemented on European trading venues and examine their effectiveness to manage excess volatility and to preserve liquidity. Specifically, we empirically analyze ...
    • Markit 

      Unbekannter Autor
      Markit Ltd. was a British financial information and services company with over 4,000 employees, founded in 2003 as an independent source of credit derivative pricing. The company provides independent data, trade processing ...
    • Measuring Sovereign Contagion in Europe 

      Caporin, Massimiliano; Pelizzon, Loriana; Ravazzolo, Francesco; Rigobon, Roberto (2015-04-01)
      This paper analyzes sovereign risk shift-contagion, i.e. positive and significant changes in the propagation mechanisms, using bond yield spreads for the major eurozone countries. By emphasizing the use of two econometric ...
    • Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds 

      Driessen, Joost; Nijman, Theodore E.; Simon, Zorka (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 ...
    • Survey_CNHP_2020 

      Unbekannter Autor
      Overall, we have collected 203,886 online articles that were published on three platforms between January 23, 2020 and June 22, 2020. Reuters.com and nytimes.com are the websites of the respective international news companies ...
    • Thomson Reuters 

      Unbekannter Autor
      Thomson Reuters Corporation is a Canadian multinational media conglomerate.