Publikationen des Forschungsbereichs Altersvorsorge und nachhaltige Finanzmärkte

  1. ZEW Discussion Paper Nr. 03-36 // 2003

    The Connection of Stock Markets Between Germany and the USA

    This paper uses an empirical connection between real stock market indices of Germany and the USA for forecasting corresponding returns. We are starting from the random walk as the traditional forecasting model…

  2. ZEW Discussion Paper Nr. 03-76 // 2003

    Option-Style Multi-Factor Comparable Company Valuation for Practical Use

    Classical single-factor comparable company valuation (CCV) like e.g. valuation using the price-earnings ratio is associated with several shortcomings. The two most important are the non-applicability of…

  3. ZEW Discussion Paper Nr. 03-66 // 2003

    How Do Banks Determine Capital? – Empirical Evidence for Germany

    This paper examines how capital is determined by German banks. We analyse whether the determinants found in the previous empirical literature hold for the special German banking sector with its three…

  4. ZEW Discussion Paper Nr. 03-65 // 2003

    Unabhängigkeit und Verantwortlichkeit der Europäischen Zentralbank

    Dieser Artikel gibt einen Literaturüberblick über die Kon- zepte von Unabhängigkeit und Verantwortlichkeit einer Zentralbank, wie sie aus ökonomischer Sicht wahrgenommen werden. Unabhängigkeit wird in dieser…

  5. ZEW Discussion Paper Nr. 03-62 // 2003

    Incentive Problems in Banking Supervision – The European Case

    This paper discusses the incentive conflicts that arise in banking supervision in the EU in a principal-agent framework, where the regulator is the agent and the taxpayers is the principal. The regulatory…

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