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Zusammenfassung
Historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 8.5 million active economic indicators. It features 70 years of data, across 175 countries – the information and tools you need to interpret market trends, economic cycles, and the impact of world events. Unique content includes I/B/E/S Estimates aggregates, Worldscope Fundamentals Point in Time data, and Reuters Polls. Data spans bond indices, bonds, commodities, convertibles, credit default swaps, derivatives, economics, energy, equities, equity indices, ESG, estimates, exchange rates, fixed income, funds, fundamentals, interest rates, and investment trusts.
Forschungsbereich
Macro Finance
Transparency Lab
Financial Institutions
Systemic Risk Lab
Household Finance
Financial Markets
Corporate Finance
Macro and Finance
Law and Finance
Schlagworte
bank runs, risk taking, monetary policy, sovereign debt, sovereign default, financial distress, systemic risk, contagion, banking stability, tail risk, health shocks, health expenses, labor income risk, stochastic mortality risk, portfolio choice, cds, sovereign risk, jumps, feedback, hawkes processes, mutually exciting processes, impulse-response, life insurers, minimum return guarantees, low interest rates, risk assessment, solvency ii, fiscal policy, austerity, default premium, local projections, panel var, fiscal stress, basel iii, life insurance, interest rate guarantees, asset allocation, interconnectedness, product market competition, peers, lbos, restructuring, insurance activities, systemically important financial institutions, executive compensation, say on pay, germany, financial stability, insurance, interest rate risk, stress test, who alerts, investor sentiment, pharmaceutical industry, trading strategies, entrepreneurship, small business, personal finance, financial crisis, bank defaults, liquidity, asset pricing, general equilibrium, heterogeneous agents, interdependent preferences, global temperature, r&d, welfare costs, event study, monetary policy surprise, unconventional monetary policy, conventional monetary policy, insurance industry, financial institutions, network communities, financial crises, sovereign bonds, term structure of interest rates, segmentation, flight-to-safety, credit risk, quantitative easing, mundellian trilemma, comovements, sovereign credit risk, consumption, stock market wealth, dividends, excess sensitivity, self-control, household finance, retail investors, corporate social responsibility, esg rating agencies, sustainable investments, ambiguity, uncertainty, individual investor, risk-taking, trading behavior, monetary policy surprises, equity premium, fund flows, portfolio rebalanc- ing, price pressures, bubbles, option prices, sentiment, valuation ratios, volatility, firm networks, natural experiment, executives' compensation, interlocking directorates
JEL-Klassifizierung
E5, G2, C16, C61, G01, G21, D91, G11, I13, C13, G12, G22, G23, G17, E58, E62, E43, C32, G18, G28, D43, G24, G34, G32, D23, G30, J33, K22, G20, G14, I11, L26, D14, G33, C22, D51, D52, D53, E20, E21, F21, E30, Q00, E44, E52, G29, C51, G15, G50, G40, D12, M14, D10, D81, D90, G10, D57, L14
Working Paper Referenzen
Monetary Policy and Risk Taking
Bank Rescues and Bailout Expectations: The Erosion of Market Discipline During the Financial Crisis
Systemic Risk and Sovereign Debt in the Euro Area
Critical Illness Insurance in Life Cycle Portfolio Problems
Mutual Excitation in Eurozone Sovereign CDS
The Effects of a Low Interest Rate Environment on Life Insurers
Does Austerity Pay Off?
Optimal Asset Allocation for Interconnected Life Insurers in the Low Interest Rate Environment Under Solvency Regulation
The Influence of Leveraged Buyouts on Target Firms’ Competitors
Insurance Activities and Systemic Risk
Does Say on Pay Matter? Evidence from Germany
A Stochastic Forward-Looking Model to Assess the Profitability and Solvency of European Insurers
Globally Dangerous Diseases: Bad News for Main Street, Good News for Wall Street?
The Effect of Personal Financing Disruptions on Entrepreneurship
Liquidity Premia in CDS Markets
International Capital Markets with Time-Varying Preferences
Global Temperature, R&D Expenditure, and Growth
The Impact of Monetary Policy Interventions on the Insurance Industry
Financial Bridges and Network Communities
Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds
Does Monetary Policy Impact International Market Co-Movements?
Consuming Dividends
Inside the ESG Ratings: (Dis)agreement and Performance
Ambiguity and Investor Behavior
The FOMC Risk Shift
Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
The Value of Firm Networks: A Natural Experiment on Board Connections
Thema
Financial Markets
Systematic Risk
Corporate Governance
Publikationstyp
Research Data
Link zur Publikation
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Attribution-ShareAlike 4.0 International
Solange nicht anders angezeigt, wird die Lizenz wie folgt beschrieben: Attribution-ShareAlike 4.0 International