Zobrazeno 1 - 10
of 60
pro vyhledávání: '"Sebastian Stöckl"'
Publikováno v:
Swiss Journal of Economics and Statistics, Vol 159, Iss 1, Pp 1-18 (2023)
Abstract We analyze drivers of the EUR/CHF exchange rate in different regimes between 2000 and 2020. Structural breaks between these subperiods are estimated in an integrated way together with the drivers that are relevant during these subperiods. Ov
Externí odkaz:
https://doaj.org/article/16ea5dedb7d44492b59f1dcac4e888d8
Autor:
Lars Kaiser, Sebastian Stöckl
Publikováno v:
Review of Financial Economics. 39:455-481
In this paper we investigate the predictive power of cross-sectional volatility, skewness and kurtosis for future stock returns. Adding to the work of Maio (2015), who finds cross-sectional volatility to forecast a decline in the equity premium with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6349aa6b41fc72782c2a8bce3cfbda1
https://doi.org/10.1002/rfe.1121
https://doi.org/10.1002/rfe.1121
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c269643402a9e45403b68036c32df407
https://doi.org/10.2139/ssrn.4256692
https://doi.org/10.2139/ssrn.4256692
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::928b7ee420d0e272dd5e2a25fb81be4d
https://doi.org/10.2139/ssrn.4015047
https://doi.org/10.2139/ssrn.4015047
Publikováno v:
Applied Economics. 51:4539-4550
Conventional wisdom in Germany claims pork hocks with sauerkraut and beer. But is it really that simple? In an unbalanced cross-country panel covering 169 nations and time-series records of up to 5...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::64b5eb8a5f152180f61204bfb7b4c696
https://doi.org/10.1080/00036846.2019.1593938
https://doi.org/10.1080/00036846.2019.1593938
Autor:
Sebastian Stöckl, Martin Rode
Publikováno v:
Dadun. Depósito Académico Digital de la Universidad de Navarra
Consejo Superior de Investigaciones Científicas (CSIC)
Consejo Superior de Investigaciones Científicas (CSIC)
Following financial research on the importance of public policy for asset prices, we hypothesize that the success of populist movements impacts risk assessments in financial markets. Building a novel dataset, findings show for a sample of Western dem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52d4d04c03f18229490af1957e36ded5
https://hdl.handle.net/10171/63350
https://hdl.handle.net/10171/63350
Publikováno v:
Finance Research Letters. 45:102122
After the 2020 U.S. presidential election, counting votes and calling states took more time than usual, particularly in battleground states. In the days following the election, winning probabilities changed frequently as new results were tabulated. B
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2ee81b4e672791a8edb29dcfa6df7ffc
https://doi.org/10.1016/j.frl.2021.102122
https://doi.org/10.1016/j.frl.2021.102122
Publikováno v:
The Journal of Risk Finance. 18:214-231
Purpose The purpose of this paper is to create a universal (asset-class-independent) portfolio risk index for a global private investor. Design/methodology/approach The authors first discuss existing risk measures and desirable properties of a risk i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6a9b8af001de05cb040e8c37418bcf98
https://doi.org/10.1108/jrf-09-2016-0118
https://doi.org/10.1108/jrf-09-2016-0118
Publikováno v:
Business & Information Systems Engineering. 58:381-396
Managerial flexibilities have to be taken into account in ex-ante decision-making on IT investment projects (ITIPs). In many papers of the IS literature, standard financial option pricing models are used to value such managerial flexibilities. Based
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa1934952e547e6ec0737944ec4b8986
https://doi.org/10.1007/s12599-016-0423-7
https://doi.org/10.1007/s12599-016-0423-7
Publikováno v:
Journal of International Money and Finance. 108:102152
This paper introduces a novel measure of global macro-financial uncertainty and examines the state-dependent transmission of uncertainty to economic activity. We show that global uncertainty shocks have adverse and nonlinear macroeconomic effects, wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::55dee4fdc4b33b96708ade1811bf3cc3
https://doi.org/10.1016/j.jimonfin.2020.102152
https://doi.org/10.1016/j.jimonfin.2020.102152