Publications of the Research Unit Pensions and Sustainable Financial Markets

In this paper we employ a time series econometric framework to explore the structural determinants of the spread between the euro overnight rate and the ECB's policy rate (EONIA spread) aiming to explain the…

The focus of this paper is the evaluation of a very popular method for potential output estimation and medium-term forecasting— the production function approach—in terms of predictive performance. For this…

This study provides empirical evidence verifying the theory of price discovery for Eastern European enterprises based on their cross-listing on Western European exchanges. Despite the fact that the crosslisting…

• Experts Support EEC Climate Targets
• Important Technology Impulses from Engineering, Electronics and Chemicals
• People with an Immigration Background are Paid Less than Native Germans
• Incorporating Exchange Traded…

This work provides a descriptive overview of Russian markets for financial derivatives. Available figures for the exchange-traded and over-the-counter-traded derivatives in Russia show that the Russian…

The paper examines the degree of financial integration in five central and eastern European economies on the basis of saving-investment correlations. A comparison with eleven member states of the European…

The communication policy of the European Central Bank attracts a lot of attention from financial markets. This paper analyses the informational content of the monthly introductory statements of the ECB president…