Papers
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Planned
research papers and reports
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1 |
Sources of Predictability of European Stock Markets for High-Technology Firms |
Dec. 2005 |
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2 |
Macroeconomic Shocks and Foreign
Assets of Banks |
Dec. 2005 |
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3 |
The Structural Drivers of Country and Industry Risk
|
Dec. 2005 |
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4 |
Bank Behavior across the Business Cycle
|
Dec. 2005 |
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5 |
The Stock market and investment
|
Dec. 2005 |
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6 |
Underpricing and Index Excess
Returns Dynamics |
Dec. 2005 |
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7 |
International wealth effects
|
Dec. 2005 |
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8 |
Determinants of systematic
and idiosyncratic banking risks in Europe |
July 2005 |
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9 |
The impact of financial market
shocks on real activity using orthogonal GARCH methods |
July 2005 |
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10 |
The effects of EU integration
on the market power and risk-taking of German banks
|
Oct. 2005 |
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11 |
The effects of EMU on the
cost of capital of European countries and sectors |
Nov. 2005 |
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12 |
Shocks and shock absorbers:
The international propagation of equity market shocks and the design
of appropriate policy responses |
Dec. 2005 |
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13 |
The effect of monetary unification
on Euro area member states government bond markets |
Dec. 2005 |
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14 |
Dynamic interdependencies
between Europe’s new stock markets |
Dec. 2005 |
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15 |
The role of stock market in
the relationships of real
economies among the European countries |
Dec. 2005 |
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16 |
The role of financial markets’
openness in the transmission of shocks in Europe |
Dec. 2005 |
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17 |
Transmission channels in international
banking: Bank-level evidence from Germany |
Dec. 2005 |
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18 |
Final report |
Dec. 2005 |
Project Summary
This research project aims at developing a solid understanding of the channels through which shocks are transmitted through and between various financial market segments in Europe. In particular, we will study the role played by the banking industry, the bond market, and the equity market for the transmission of shocks.
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