Guidolin, Massimo; Hyde, Stuart - Federal Reserve Bank of St. Louis - 2007
Manchester Business School
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Manchester Business School
This version: January 2007
Abstract
We use multivariate …: Manchester Business School, MBS Crawford House, Booth Street East,
Manchester M13 9PL, United Kingdom. Tel.: +44 … higher, time-variation in such ties and business cycles conjure to make such correlations time-
varying. Our paper …