Now showing items 1-10 of 15
Whatever it Takes: The Real Effects of Unconventional Monetary Policy
Launched in Summer 2012, the European Central Bank (ECB)’s Outright Monetary Transactions (OMT) program indirectly recapitalized European banks through its positive impact on periphery sovereign bonds. However, the stability ...
Stock Price Crashes: Role of Slow-Moving Capital
We study the role of various trader types in providing liquidity in spot and futures markets based on complete order-book and transactions data as well as cross-market trader identifiers from the National Stock Exchange ...
Liquidity provision: Normal times vs Crashes
We study the role of various trader types in providing liquidity in spot and futures markets based on data from the National Stock Exchange of India for a single large stock. During normal times, short-term traders who ...
We document a sizable OTC discount in the interdealer market for German sovereign bonds where exchange and over-the-counter trading coexist: the vast majority of OTC prices are favorable with respect to exchange quotes. ...
An Extensible Model for Historical Financial Data with an Application to German Company and Stock Market Data
Broad, long-term financial and economic datasets are a scarce resource, in particular in the European context. In this paper, we present an approach for an extensible, i.e. adaptable to future changes in technologies and ...
Bloomberg offers a wide range of data on the world's leading public and private companies. Bloomberg database components includes: Stock price data, CDS and bond data, calculated ratios, financial accounts information; ...
AMADEUS contains comprehensive information on around 21 million companies across Europe. Goethe University has full version license which covers about 24 millions firms. You can use it to research individual companies, ...
The Handbuch der deutschen Aktiengesellschaften (HbAG, at times also spelled Handbuch der deutschen Aktien-Gesellschaften) was a comprehensive reference work on stock corporations in Germany from 1896 onward, including ...
Die Bundesanstalt für Finanzdienstleistungsaufsicht (kurz: BaFin) ist eine rechtsfähige deutsche Anstalt des öffentlichen Rechts des Bundes mit Sitz in Frankfurt am Main und Bonn.
National Stock Exchange of India Limited (NSE) is the leading stock exchange of India, located in Mumbai, Maharashtra.