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An Empirical Study On The Long-Term Behavior Of The German Stock Market

Author

Listed:
  • ANCA IOANA IACOB (TROTO)

    (UNIVERSITY OF CRAIOVA, DOCTORAL SCHOOL OF ECONOMIC SCIENCES, CRAIOVA, ROMANIA)

  • MIRCEA LAURENTIU SIMION

    (UNIVERSITY OF CRAIOVA, DOCTORAL SCHOOL OF ECONOMIC SCIENCES, CRAIOVA, ROMANIA)

Abstract

The major objective of this research article is to examine the long time behavior of the developed stock market in Germany. The empirical framework includes statistical tools and econometric techniques while considering the selected time period from January 2007 to November 2022. The empirical results provides additional evidence to the literature regarding the long-term behavior of the stock market in Germany including considering the impact of extreme events such as the global financial crisis and the COVID-19 pandemic.

Suggested Citation

  • Anca Ioana Iacob (Troto) & Mircea Laurentiu Simion, 2022. "An Empirical Study On The Long-Term Behavior Of The German Stock Market," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 6, pages 70-76, December.
    • Handle: RePEc:cbu:jrnlec:y:2022:v:6:p:70-76
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    References listed on IDEAS

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    4. Christoph Wegener & Tobias Basse, 2019. "The Stability of Factor Sensitivities of German Stock Market Sector Indices: Empirical Evidence and Some Thoughts about Practical Implications," JRFM, MDPI, vol. 12(3), pages 1-10, August.
    5. Mohamed Beraich & Karim Amzile & Jaouad Laamire & Omar Zirari & Mohamed Amine Fadali, 2022. "Volatility Spillover Effects of the US, European and Chinese Financial Markets in the Context of the Russia–Ukraine Conflict," IJFS, MDPI, vol. 10(4), pages 1-18, October.
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