In diesem Projekt wird die Performance der "Currency Harvest"-Strategie der Deutschen Bank analysiert. Bei dieser Anlagestrategie wird das so genannte "Forward Premium Puzzle" ausgenutzt. Konkret werden dabei…
In 2005, the President of the Bank of Italy blocked the cross-border acquisition of two Italian banks for "prudential reasons and formal errors". Following these events, the EU Commission brought actions…
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…
