Papers


 

Planned research papers and reports

 

1

Sources of Predictability of European Stock Markets for High-Technology Firms

2

Macroeconomic Shocks and Foreign Assets of Banks

3

Structural versus Temporary Drivers of Country and Industry Risk

4

Bank Behavior across the Business Cycle

5

The Stock market and investment

6

Underpricing and Index Excess Returns

7

International wealth effects

 

8

Determinants of systematic and idiosyncratic banking risk in Europe

 

9

The Inter-relationship between European Equity Markets and real activity in the Presence of Structural Change (part1)

The Inter-relationship between Eastern European Economic Activity, Equity Markets and the Euro Area (part2)

  

part1      part2

10

The Disciplining Effect of Charter Value on Risk-Taking: Evidence for the EU

11

Separating the Effect of Economic and Financial Integration on International Stock Returns

12

Shocks and shock absorbers: The international propagation of equity market shocks and the design of appropriate policy responses

  

part1      part2

13

Real Interest Rates in an Integrating Europe

14

Investing in European Stock Markets for High-Technology Firms

15

On the role of stock market for real economic activity : Evidence for Europe

16

The role of financial markets’ openness in the transmission of shocks in Europe

17

Heterogeneity in Lending and Sectoral Growth: Evidence from German Bank-Level Data

18

Final report

May 2006