Publications of the Research Unit Pensions and Sustainable Financial Markets

  1. Contributions to Edited Volumes and Conference Proceedings // 2002

    Erstellung von Prognosemodellen

  2. Contributions to Edited Volumes and Conference Proceedings // 2002

    Statistische Eigenschaften von Finanzmarkt-Zeitreihen

  3. ZEW Discussion Paper No. 02-59 // 2002

    Backwardation and Normal Backwardation in Energy Futures Markets.

    We show that, since the inception of energy futures markets, prices have on average exhibited backwardation. Normal backwardation has also been the norm, but, because of the low power of the standard tests, most…

  4. ZEW Discussion Paper No. 02-36 // 2002

    Relative Specialisation of EU Regions: An Econometric Analysis of Sectoral Gross Fixed Capital Formation

    This paper analyses the level of relative specialisation in terms of gross fixed capital formation in EU regions for the period between 1985 and 1994. Controlling for heteroscedasticity and potential endogeneity…

  5. ZEW Discussion Paper No. 02-27 // 2002

    The Benefits of Creating an Integrated EU Market for Investment Funds

    The fast growing EU market for investment funds is still characterised by a continuing relevance of national borders. This papers assesses this market’s degree of integration, the potential benefits from more…

  6. ZEW Discussion Paper No. 02-26 // 2002

    Integration Benefits on EU Retail Credit Markets – Evidence from Interest Rate Pass-through

    Lending and borrowing interest rates are often slow to adjust to changing capital market conditions. This paper argues that national differences of the pass-through speed in the EU can be regarded as a…

  7. ZEW Discussion Paper No. 02-24 // 2002

    Integration of the European Market for E-Finance – Evidence from Online Brokerage

    The internet revolution is said to foster integration of the market for financial services, since consumers are able to shop around at all companies worldwide and firms can easily offer their services on the…

Further Publications

ZEW Financial Market Survey

German Real Estate Finance Index (DIFI Report)