Title:Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance Author(s):ARGENTESI, Elena; LUETKEPOHL, Helmut; MOTTA, MassimoDate:2010Citation:
- German Economic Review, 2010, 11, 3, 381-396
Type:ArticleAbstract:This paper deals with the determinants of agents' acquisition of information. Our econometric evidence shows that the general index of Italian share-prices and the series of Italy's financial newspaper sales are cointegrated, ...
Title:Monetary policy in Germany : a cointegration analysis on the relevance of interest rate rules Author(s):ELEFTHERIOU, MariaDate:2009Citation:
- Economic modelling, 2009, Vol. 26, No. 5, pp. 946-960
Type:ArticleAbstract:The paper attempts to identify an empirical relationship that characterizes the way the Bundesbank adjusted its short-term rate with respect to various objectives. By building on a careful exploration of the properties of ...