Linkages between banks and insurance companies are important when forecasting the fragility of the banking and insurance sectors. We propose a novel empirical framework that allows us to estimate unobserved linkages in panel data sets that contains observed regressors. We find that taking unobserved common factors into account reduces the root mean square forecasts error of firm specific forecasts...
Kerstin Bernoth, Andreas Pick
Rethymno, Griechenland,
27.05.2010
- 29.05.2010| 14th Annual International Conference on Macroeconomic Analysis and International Finance
A strong private equity market is a cornerstone for commercialization and innovation in modern economies. However, substantial differences exist in the relative amounts raised and invested in private equity across European countries. We investigate the macro-determinants of private equity investment in Europe, focusing on the comparison between CEE and Western European countries. Our estimations...
Kerstin Bernoth, Roberta Colavecchio, Magdolna Sass
Berlin,
26.04.2010
| Financial Systems, Efficiency and Stimulation of Sustainable Growth (FINESS): Advisory and Steering Committee Meeting
Kerstin Bernoth
Berlin,
11.03.2010
| Medien - Mittler zwischen den Völkern: ein Programm der Robert Bosch Stiftung in Zusammenarbeit mit der Berliner Journalisten-Schule
Kerstin Bernoth, Casper G. de Vries, Jürgen von Hagen
Limassol, Zypern,
29.10.2009
- 31.10.2009| 3rd International Conference on Computational and Financial Econometrics (CFE'09)
Kerstin Bernoth, Casper G. de Vries, Jürgen von Hagen
Barcelona, Spanien,
23.08.2009
- 27.08.2009| 64th European Meeting of the Econometric Society ESEM