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Comments on "Obstfeld and Rogoff's international macro puzzles : a quantitative assessment" by J. Eaton, S. Kortum and B. Neiman
Corsetti, Giancarlo - In: Journal of economic dynamics & control 72 (2016), pp. 24-28
Persistent link: https://www.econbiz.de/10011716799
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Obstfeld and Rogoff's international macro puzzles : a quantitative assessment
Eaton, Jonathan; Kortum, Samuel; Neiman, Brent - In: Journal of economic dynamics & control 72 (2016), pp. 5-23
Persistent link: https://www.econbiz.de/10011708793
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Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy; Long, Huaigang; Zaremba, Adam; Umar, Zaghum - In: Journal of economic dynamics & control 148 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
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Interest rate changes and the cross-section of global equity returns
Zaremba, Adam; Cakici, Nusret; Bianchi, Robert; Long, … - In: Journal of economic dynamics & control 147 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
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Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret; Fieberg, Christian; Metko, Daniel; … - In: Journal of economic dynamics & control 155 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014479641