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Macroeconomic adjustment in the euro area periphery was more recessionary than pre-crisis imbalances would have …
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econometrically estimated in continuous time with Euro/Dollar data and examined for the possible presence of chaotic motion. Our …
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bond markets and improved economic sentiment, as reflected in higher equity prices. In contrast, passive euro liquidity …
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This paper analyses persistence and non-linearities in quarterly and monthly US Treasury 10-year bond yields over the period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions respectively. The results for both quarterly and...
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