Direkt zum Inhalt

Thema Finanzmärkte

clear
0 Filter gewählt
close
Gehe zur Seite
remove add
2066 Ergebnisse, ab 1391
  • Diskussionspapiere 975 / 2010

    Long Memory and Volatility Dynamics in the US Dollar Exchange Rate

    This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and forecasting given their importance for FOREX dealers. Compared with previous studies using a standard fractional ...

    2010| Guglielmo Maria Caporale, Luis A. Gil-Alana
  • DIW Wochenbericht 37 / 2010

    Staatliche Banken können schwache Bankenregulierung kompensieren

    Staatliche Banken können eine wichtige Rolle bei der Sicherung der Funktionsfähigkeit von Finanzsystemen und für die gesamtwirtschaftliche Entwicklung spielen. Dies gilt offenbar vor allem dann, wenn die Bankenregulierung schwach ist und Banken nicht ausreichend überwacht werden. Die vorliegende Studie des DIW Berlin zeigt, dass staatliche Banken zu einem höheren Wirtschaftswachstum beitragen können. ...

    2010| Anja Shortland
  • DIW Wochenbericht 21 / 2010

    Finanzmarkttransaktionssteuer: ein zweischneidiges Schwert, aber ein wichtiges Signal: Kommentar

    2010| Alexander S. Kritikos, Christian Dreger
  • Economics of Security Working Paper Series 31 / 2010

    Terrorism and Capital Markets: The Effects of the Istanbul Bombings

    Beyond the loss of life and personal injuries that the victims of terrorist actions suffer and the atmosphere of fear terrorists seek to create with their premeditated use of brutal violence, terror also has real economic and political costs that go beyond the immediate costs and damages of a terrorist attack. Terrorist actions can have a multitude of economic consequences that may adversely affect ...

    2010| Nikos Christofis, Christos Kollias, Stephanos Papadamou, Apostolos Stagiannis
  • Diskussionspapiere 1009 / 2010

    EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?

    We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our aim is to assess whether "old" and "new" EU countries are rated differently and to determine whether "new" ones are assigned lower ratings, ceteris paribus, than "old" ones. We find that country-specific factors (in the form of heterogeneous intercepts) are a crucial determinant of ...

    2010| Guglielmo Maria Caporale, Roman Matousek, Chris Stewart
  • DIW Wochenbericht 22 / 2010

    Zugang zu Kreditinformationen fördert Markteintritte europäischer Banken

    Banken sind bei der Kreditvergabe auf verlässliche Informationen über die Bonität und Risikostruktur potentieller Kreditnehmer angewiesen. Diese Informationen werden in der Regel von nationalen Kreditauskunfteien gesammelt. Insbesondere beim Eintritt in einen ausländischen Markt sind eher national aufgestellte Banken mehr denn je auf die Informationen der Auskunfteien angewiesen. Die DIW-Studie untersucht, ...

    2010| Nicola Jentzsch, Caterina Giannetti, Giancarlo Spagnolo
  • Externe Monographien

    The Future of Retail Banking in Europe: Competition and Regulatory Challenges ; Papers Presented at a High-Level Conference, 10 June 2009

    Brussels: European Credit Institute, 2010, 48 S.
    (Research Report / European Credit Research Institute ; 12)
    | Nicola Jentzsch, Christian Wey (Eds.)
  • Diskussionspapiere 996 / 2010

    How Much Fiscal Backing Must the ECB Have? The Euro Area Is Not the Philippines

    The ECB has accepted increasing amounts of rubbish collateral since the crisis started leading to exposure to serious private sector credit risk (i.e. default risk) on its collateralised lending and reverse operations ("repo"). This has led some commentators to argue that the ECB needs "fiscal back-up" to cover any potential losses to be able to continue pursuing price stability. This Brief argues ...

    2010| Ansgar Belke
  • Diskussionspapiere 976 / 2010

    Structuring International Financial Support for Climate Change Mitigation in Developing Countries

    In the Copenhagen Accord of December 2009, developed countries agreed to provide start-up finance for adaptation in developing countries and expressed the ambition to scale this up to $100 billion per year by 2020. The financial mechanisms to deliver this support have to be tailored to country and sector specific needs so as to enable domestic policy processes and self sustaining business models, and ...

    2010| Karsten Neuhoff, Sam Fankhauser, Emmanuel Guerin, Jean Charles Hourcade, Helen Jackson, Ranjita Rajan, John Ward
  • Diskussionspapiere 981 / 2010

    Fractional Cointegration in US Term Spreads

    This note examines the stochastic properties of US term spreads with parametric and semi-parametric fractional integration techniques. Since the observed data (rather than the estimated residuals from a cointegrating regression) are used for the analysis, standard methods can be applied. The results indicate that US Treasury maturity rates are I(1) in most cases, although the order of integration decreases ...

    2010| Guglielmo Maria Caporale, Luis A. Gil-Alana
2066 Ergebnisse, ab 1391
keyboard_arrow_up