IDEAS home Printed from https://ideas.repec.org/a/clr/wugarc/y2020v46i4p487.html
   My bibliography  Save this article

Der österreichische Sozialstaat in der Covid-19-Krise

Author

Listed:
  • Kai Biehl
  • Franziska Disslbacher
  • Michael Ertl
  • Georg Feigl
  • Julia Hofmann
  • Markus Marterbauer
  • Patrick Mokre
  • Reinhold Russinger
  • Matthias Schnetzer
  • Jana Schultheiss
  • Tobias Schweitzer
  • Thomas Zotter
  • Josef Zuckerstätter

Abstract

No abstract is available for this item.

Suggested Citation

  • Kai Biehl & Franziska Disslbacher & Michael Ertl & Georg Feigl & Julia Hofmann & Markus Marterbauer & Patrick Mokre & Reinhold Russinger & Matthias Schnetzer & Jana Schultheiss & Tobias Schweitzer & T, 2020. "Der österreichische Sozialstaat in der Covid-19-Krise," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 46(4), pages 487-500.
    • Handle: RePEc:clr:wugarc:y:2020v:46i:4p:487
    as

    Download full text from publisher

    File URL: https://emedien.arbeiterkammer.at/viewer/pdf/AC08890876_2020_4/wug_2020_46_4_0487.pdf
    File Function: PDF-file of article
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Jianping Li & Yanzhen Yao & Yibing Chen & Cheng Few Lee, 2020. "Option Price and Stock Market Momentum in China," World Scientific Book Chapters, in: Cheng Few Lee & John C Lee (ed.), HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING, chapter 103, pages 3619-3647, World Scientific Publishing Co. Pte. Ltd..
    2. Yuming Li & Jing Yang, 2020. "Momentum Strategies with Home Price Indices and Stocks," International Real Estate Review, Global Social Science Institute, vol. 23(2), pages 861-892.
    3. Schoukens, Paul & Weber, Enzo, 2020. "Unemployment insurance for the self-employed: a way forward post-corona," IAB-Discussion Paper 202032, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    4. Georg Feigl & Markus Marterbauer & Jana Schultheiss & Tobias Schweitzer & Dominik Bernhofer & Wolfgang. Panhölzl & Miron Passweg & Sybille Pirklbauer & Kurt Schalek & Philipp Schnell, 2020. "Zu spät, zu wenig, nicht ausreichend fokussiert. Budgetpolitik in der Corona-Krise," Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft 205, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik.
    5. Georg Feigl & Markus Marterbauer & Jana Schultheiss & Tobias Schweitzer & Felix Zangerl & Romana Brait & Sybille Pirklbauer & Philipp Schnell & Simon Theurl & Thomas Zotter, 2020. "Budget 2020: Schritte zur Überwindung der Corona Krise," Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft 200, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik.
    6. Huang, Dashan & Li, Jiangyuan & Wang, Liyao & Zhou, Guofu, 2020. "Time series momentum: Is it there?," Journal of Financial Economics, Elsevier, vol. 135(3), pages 774-794.
    7. Antoine Falck & Adam Rej & David Thesmar, 2020. "Is Factor Momentum More than Stock Momentum?," Papers 2009.04824, arXiv.org.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Mamdouh Medhat & Maik Schmeling, 2022. "Short-term Momentum," The Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1480-1526.
    2. Sihvonen, Markus, 2021. "Yield curve momentum," Research Discussion Papers 15/2021, Bank of Finland.
    3. Tobias Wiest, 2023. "Momentum: what do we know 30 years after Jegadeesh and Titman’s seminal paper?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(1), pages 95-114, March.
    4. Zakamulin, Valeriy & Giner, Javier, 2022. "Time series momentum in the US stock market: Empirical evidence and theoretical analysis," International Review of Financial Analysis, Elsevier, vol. 82(C).
    5. Liu, Zhenya & Lu, Shanglin & Wang, Shixuan, 2021. "Asymmetry, tail risk and time series momentum," International Review of Financial Analysis, Elsevier, vol. 78(C).
    6. Marius Ötting & Christian Deutscher & Carl Singleton & Luca De Angelis, 2022. "Gambling on Momentum," Economics Discussion Papers em-dp2022-10, Department of Economics, University of Reading.
      • Marius Otting & Christian Deutscher & Carl Singleton & Luca De Angelis, 2022. "Gambling on Momentum," Papers 2211.06052, arXiv.org.
    7. Sommerfeldt, Nelson & Pearce, Joshua M., 2023. "Can grid-tied solar photovoltaics lead to residential heating electrification? A techno-economic case study in the midwestern U.S," Applied Energy, Elsevier, vol. 336(C).
    8. Goulding, Christian L. & Harvey, Campbell R. & Mazzoleni, Michele G., 2023. "Momentum turning points," Journal of Financial Economics, Elsevier, vol. 149(3), pages 378-406.
    9. Andrew Detzel & Hong Liu & Jack Strauss & Guofu Zhou & Yingzi Zhu, 2021. "Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals," Financial Management, Financial Management Association International, vol. 50(1), pages 107-137, March.
    10. Zhang, Wei & Wang, Pengfei & Li, Yi, 2021. "Bond intraday momentum," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    11. Simarjeet Singh & Nidhi Walia & Sivagandhi Saravanan & Preeti Jain & Avtar Singh & Jinesh jain, 2021. "Mapping the scientific research on alternative momentum investing: a bibliometric analysis," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, vol. 38(4), pages 619-636, April.
    12. Zhang, Shaojun, 2022. "Dissecting currency momentum," Journal of Financial Economics, Elsevier, vol. 144(1), pages 154-173.
    13. Minyou Fan & Youwei Li & Ming Liao & Jiadong Liu, 2022. "A reexamination of factor momentum: How strong is it?," The Financial Review, Eastern Finance Association, vol. 57(3), pages 585-615, August.
    14. Feng, Guanhao & He, Jingyu, 2022. "Factor investing: A Bayesian hierarchical approach," Journal of Econometrics, Elsevier, vol. 230(1), pages 183-200.
    15. Blanco, Ivan & De Jesus, Miguel & Remesal, Alvaro, 2023. "Overlapping momentum portfolios," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 1-22.
    16. Li, Zeming & Sakkas, Athanasios & Urquhart, Andrew, 2022. "Intraday time series momentum: Global evidence and links to market characteristics," Journal of Financial Markets, Elsevier, vol. 57(C).
    17. Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2021. "Investor heterogeneity and momentum-based trading strategies in China," International Review of Financial Analysis, Elsevier, vol. 74(C).
    18. Yufeng Han & Lingfei Kong, 2022. "A trend factor in commodity futures markets: Any economic gains from using information over investment horizons?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(5), pages 803-822, May.
    19. Gartner, Hermann & Hutter, Christian & Weber, Enzo, 2021. "Große Rezession und Corona-Krise: Wie der Arbeitsmarkt zwei sehr unterschiedliche Krisen bewältigt (Great Recession and Corona crisis: How the labour market copes with two different crises)," IAB-Kurzbericht 202127, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    20. Quanbiao Shang & Teresa Serra & Philip Garcia, 2023. "Ride the trend: Is there spread momentum profit in the US commodity markets?," Journal of Agricultural Economics, Wiley Blackwell, vol. 74(1), pages 24-47, February.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:clr:wugarc:y:2020v:46i:4p:487. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Michael Birkner (email available below). General contact details of provider: https://edirc.repec.org/data/awakwat.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.