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  • yes (43)

Year of publication

  • 2020 (4)
  • 2019 (28)

Document Type

  • Master's Thesis (24)
  • Bachelor Thesis (19)

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  • English (30)
  • German (13)

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  • yes (43)

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  • BRICS (1)
  • Business Model Canvas (1)
  • Case Studies (1)
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  • Common Risk Factors (1)
  • Digitalisierung (1)
  • Emerging Markets (1)
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Institute

  • International Finance M.Sc. (15)
  • Business Administration B.A. (10)
  • FB I - Wirtschaftswissenschaften (8)
  • International Business Management (IBMAN) B.A. (6)
  • FACT (Finanzierung, Rechnungswesen und Steuern) M.A. (2)
  • International Business Administration Exchange (IBAEx) B.A. (2)

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Measuring Bitcoin Market Risk (2018)
Halder, Juan Nicolás
The digital currency Bitcoin offers investors high returns and a low correlation with other asset classes. However, Bit- coin's unusually high volatility raises doubt about its eligibility for investors. The objective of this thesis is to ascertain, if the market risk of Bitcoin can be adequately forecasted with the prevalent risk measures Value-at-Risk and Expected Shortfall. To this end, an empirical analysis is performed, which applies commonly used techniques of risk modeling on seven years of Bitcoin return data. Forecasts for VaR and ES are backtested and the results compared with those of other asset classes. The empirical results show, that although Bitcoin's fore- casts perform significantly worse than those of other asset classes, risk models with conditional volatility are able to estimate re- liable VaR and ES for Bitcoin. Other findings incluce the inef- fectiveness of historical simulation models and the importance of the assumed distribution of returns.
The Relevance of Fundamental Analysis in the German Equity Market (2018)
Witte, Yannik
FDI impact on economic growth in Balkan countries. What challenges should be overcome? (2018)
Titka, Kostandin
This thesis undertakes an investigation on the potential impact of FDI on Balkan countries economic growth after the 90‘. The main purpose is to analyze whether inward FDI had been a determinant of growth for this region leading to the FDI-led growth hypothesis. The empirical procedure relies on a multivariate VAR approach and Granger causality test to check for a possible causal relationship. The main finding suggests evidence of a weak causality running from economic growth to FDI. Furthermore, possible reasons are analyzed why the FDI-led growth hypothesis was not possible to be supported. Lastly, potential policy recommendations are proposed in order to assist the countries in tackling various challenges and benefiting more from FDI inflows in the future.
Dynamic Factor Rotation and Timing Schemes (2018)
Wolter, Annika
Analysis of risk management processes of German real estate crowdfunding platforms with regard to consumer protection (2018)
Frick, Deborah
Stock returns and macroeconomic factors in the German capital market (2018)
Lyulekina, Anastasia
The area of scientific research around the relationship between stocks and macroeconomic activity has been of great interest for scholars, especially after the introduction of the Arbitrage Pricing Theory. Such macro variables as industrial production and long-term interest rates, are expected to influence the stock price through the firms’ expected cash flows and the discount rate (Rapach, et al., 2005: 137). Following this body of research, this master thesis examines the relationship between stock returns and six macro variables in the German stock market. The applied methodology ranges from standard OLS regressions with different leads of macro variables to more advanced time-series techniques. Overall, the explanatory power of OLS regressions is quite low meaning that only a small fraction of stock returns is explained by the selected macro factors, even if some of them are statistically significant. The findings from Granger causality and Johansen cointegration tests are more conclusive but should be taken with caution
CAPM extensions in the German stock market (2018)
Nguyen, Thuy Duong
This paper prices risk factors in the Capital Asset Pricing Model (CAPM) to explain portfolio returns of the German stock market. Using a two-part regression procedure, we show that beta exhibits slight significance in capturing the variations of asset returns. When higher co-moments and Fama French factors are added to the model, we find a moderate improvement in the significance levels of all risk factors and in the overall explanatory power of the model. Moreover, following the conditional beta method employed in Pettengill et al. (1995), we show that risk factors perform fairly well in crosssection settings, especially in the down-market condition. Our chosen long time horizon shows that the composite model with all factors included performs better in post-recession periods.
Monetary Policy and Bank Risk (2018)
Römer, Alisa
The evolving role of corporate credit ratings in Europe after the financial crisis (2018)
Chammem, Azza
Is Art an attractive Asset Class for Investors: An Investigation into Art Price Sources and its Value - What factors influence the pricing and valuation of art as an asset? (2019)
Raab, Thomas
Portfoliodiversifikation in Krisenzeiten – Eine Analyse der Korrelationseffekte in der jüngsten Finanzkrise (2018)
Kost, Laura Marie
Der Einfluss von Währungsregulierungen auf das Treasury Management multinationaler Unternehmen: Eine Untersuchung am Beispiel des Chinesischen Renminbi (2018)
Sittnick, Sara
Impact Investing Reporting und Investment Standards zur Unterstützung verlässlicher Investmententscheidungen (2019)
Drechsel, Camilla
Accounting Mismatches in der bilanziellen Abbildung von Sicherungsbeziehungen nach IFRS (2019)
Amelina, Olga
EUROPÄISCHE FINANZTRANSAKTIONSSTEUER – EIN ALLHEILMITTEL? WELCHE CHANCEN UND RISIKEN BIRGT DIE GEPLANTE FINANZTRANSAKTIONSSTEUER? (2019)
Bauer, Timo-Maurice
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