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Schmeling, Maik Schrimpf, Andreas Sørensen, Carsten Joensen, Juanna Schrøter Christiansen, Charlotte Møller, Stig Vinther Kallestrup-Lamb, Malene Larsen, Linda Sandris Bechmann, Ken L. Imbierowicz, Björn Kragh, Jonas Balter, Anne G. Nielsson, Ulf Florentsen, Bjarne Buchholst, Birgitte Vølund Santa-Clara, Pedro Munk, Claus Sejer Nielsen, Rikke Raahauge, Peter Hougaard Jensen, Svend Erik Andersen, Torben M. Cairns, Andrew Blake, David Møller Christensen, Anders Hansen, Niels Lynggård Nørholm, Henrik Lioui, Abraham Rapach, David E. Wohar, Mark E. All co-authors capital exchange estimation schätzung denmark market dänemark lending banks forecasters predictability higher rates danish global ratio financial stock sharing growth expected consumption returns stocks erm using effects year information kapitaleinkommen wechselkurs disclosure expectations convergence variables results households individual model mortgages time requirements hold requirement large prognoseverfahren markets economic end effect likely shadow increase data required mutual funds decisions investors period asset based common decrease differences use forecasts börsenkurs zielzone cycle risk varying evidence economy integration study world investments role dividend professional strong trends rate target changes young change risiko altersvorsorge wirtschaftswachstum aktienmarkt dividende zeitreihenanalyse wechselkurspolitik pension influences long run order policy countries rating stochastic determinants implied zone crises deviations investigate bankspecific regulatory leverage empirically set detailed
Composed exchange rates risk sharing capital ratio exchange rate capital income dividend predictability eu staaten eu countries forecasting model consumption risk end year hold stocks shadow exchange lending decisions target zone banks capital share price time varying capital market global economic economic growth financial investments stock market economists likely likely hold higher bank bank lending required capital retirement provision internationaler finanzmarkt international financial market time series analysis exchange rate policy europäisches währungssystem european monetary system integration consumption long run professional forecasters higher order convergence erm common stochastic stochastic trends determinants implied erm exchange io mortgages dividends smoothed financial market economics education market participation investment fund behavioural finance privater konsum private consumption consumer behaviour interest rate private altersvorsorge private retirement provision pension fund financial investment expectation formation varying capital capital requirements requirements disclosure disclosure rules rules effects effects capitalization capitalization lending market integration effects marriage divorce financial background risk danish banks market expectations business cycle rates target bank capital asset risk data set saving life life cycle
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Jesper Rangvid Prof. B: 1970 Kopenhagen Biblio: Copenhagen Business School, Department of Finance, Frederiksberg, Denmark ; PeRCent
Affiliations Handelshøjskolen i København
Q110812719
Publishing years Series Working paper (5) CREATES research paper (5) Working paper / Institut for Finansiering, Handelshøjskolen i København (2) Deutsche Bundesbank Discussion Paper (1) Discussion paper (1) Danmarks Nationalbank working papers (1) CREATES Research Paper (1) ZEW - Centre for European Economic Research Discussion Paper (1) ZEW discussion papers (1) EFA 2006 Zurich Meetings Paper (1) Economics working paper (1) Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business (1) PhD series / Copenhagen Business School (1) 
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