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Real-time macroeconomic data and ex ante predictability of stock returns. (2006). Pierdzioch, Christian ; Hartmann, Daniel ; Döpke, Jörg ; Dopke, Jorg.
In: Discussion Paper Series 1: Economic Studies.
RePEc:zbw:bubdp1:4247.

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Cited: 5

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Cites: 7

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Cocites: 49

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Coauthors: 0

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Citations received by this document

  1. Dissecting long-run and short-run causalities between monetary policy and stock prices. (2018). Belke, Ansgar ; Wiedmann, Marcel.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:15:y:2018:i:4:d:10.1007_s10368-018-0413-y.

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  2. .

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  3. Monetary Policy, Stock Prices and Central Banks - Cross-Country Comparisons of Cointegrated VAR Models. (2013). Belke, Ansgar ; Wiedmann, Marcel .
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:435.

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  4. Money, Stock Prices and Central Banks – Cross-Country Comparisons of Cointegrated VAR Models. (2013). Belke, Ansgar ; Wiedmann, Marcel .
    In: ROME Working Papers.
    RePEc:rmn:wpaper:201308.

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  5. Understanding asset prices: an overview. (2007). Bank for International Settlements, .
    In: BIS Papers.
    RePEc:bis:bisbps:34.

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References

References cited by this document

  1. 16 2005 Consumption, wealth and business cycles: B. Hamburg, why is Germany different? M. Hoffmann, J. Keller

  2. 23 2005 The cross-sectional dynamics of German J. Döpke, M. Funke business cycles: a birds eye view S. Holly, S. Weber

  3. 27 2005 In search of distress risk J. Y. Campbell, J. Hilscher, J. Szilagyi

  4. 3 2005 Financial intermediaries, markets, F. Fecht, K. Huang, and growth A. Martin

  5. 37 2005 European inflation expectations dynamics J. Döpke, J. Dovern U. Fritsche, J. Slacalek

  6. 40 2005 Awreckers theory of financial distress Ulf von Kalckreuth

  7. 9 2005 Accounting for distress in bank mergers M. Koetter, J. Bos, F. Heid C. Kool, J. Kolari, D. Porath

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  1. Interrelations between consumption and wealth in Poland. (2010). Zachłod-Jelec, Magdalena ; Zachod-Jelec, Magdalena .
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  2. Analyse der Ãœbertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany. (2010). Eickmeier, Sandra.
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  3. Cashflow news, the value premium and an asset pricing view on European stock market integration. (2010). Nitschka, Thomas.
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  4. International Evidence for Return Predictability and the Implications for Long-Run Covariation of the G7 Stock Markets. (2010). Nitschka, Thomas.
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  5. Analyse der Ãœbertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra.
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  6. Analyse der Ãœbertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR. (2009). Eickmeier, Sandra.
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  7. Einfluss von Preisschocks auf die Preisentwicklung in Deutschland: Forschungsvorhaben des Bundesministeriums für Wirtschaft und Technologie. Projekt-Nr. I D 4-020815-16/07. Endbericht - Oktober 2008. (2008). Frondel, Manuel ; Belke, Ansgar ; Zimmermann, Tobias ; Vance, Colin ; Schmidt, Torsten.
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  8. Consumption, wealth and business cycles in Germany. (2008). Hoffmann, Mathias ; Hamburg, Britta ; Keller, Joachim .
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    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4247.

    Full description at Econpapers || Download paper

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