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The yield curve and the prediction on the business cycle: a VAR analysis for the European Union

Cinquegrana, Giuseppe; Sarno, Domenico - Volkswirtschaftliche Fakultät, … - 2010

The literature on the yield curve deals with the capacity to predict the future inflation and the future real growth from the term structure of the interest rates. The aim of the paper is to verify this predictive power of the yield curve for the European Union at 16 countries in the 1995-2008...

Persistent link: https://www.econbiz.de/10008550561

Introduction to Risk Parity and Budgeting

Roncalli, Thierry - Volkswirtschaftliche Fakultät, … - 2013

Although portfolio management didn’t change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a...

Persistent link: https://www.econbiz.de/10011259736

Predictable markets? A news-driven model of the stock market

Gusev, Maxim; Kroujiline, Dimitri; Govorkov, Boris; … - Volkswirtschaftliche Fakultät, … - 2014

We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market dynamics which we study both empirically and...

Persistent link: https://www.econbiz.de/10011108097

The dynamics of the housing market prices and the business cycle: a VAR analysis for the european monetary union.

Cinquegrana, Giuseppe - Volkswirtschaftliche Fakultät, … - 2011

reflect the different information which have been imbedded in the housing market in the long-time. The high volatility of the …

Persistent link: https://www.econbiz.de/10011259684

Endogenous Growth, Monetary Shocks and Nominal Rigidities

Annicchiarico, Barbara; Pelloni, Alessandra; Lorenza, Rossi - Volkswirtschaftliche Fakultät, … - 2010

: (i) monetary volatility negatively affects long-run growth; (ii)the relation between nominal volatility and growth … increases the negative effect of nominal volatility on mean growth. …

Persistent link: https://www.econbiz.de/10008685157

Economic Factors Influencing Corporate Capital Structure in Three Asian Countries: Evidence from Japan, Malaysia and Pakistan

Mahmud, Muhammad; Herani, Gobind M.; Rajar, A.W.; … - Volkswirtschaftliche Fakultät, … - 2009

This study is an attempt to determine the factors that influence a firm’s choice of capital structure in three Asian countries: Japan, Malaysia and Pakistan. The specific objective is to investigate if country’s economic factors play a significant role in determining capital structure...

Persistent link: https://www.econbiz.de/10004961530

An attempt to quantify the economic system motion under the investment process incidence

Albu, Lucian-Liviu; Georgescu, George - Volkswirtschaftliche Fakultät, … - 1983

In this paper we proposed a model deriving from physics laws, which are associated to the investments impact upon the economic system potential. Defining several physics fundamental dimensions and starting from a series of assumptions, we tried to find their possible economic meaning and...

Persistent link: https://www.econbiz.de/10005619794

Wealth, incomes and debt: the blocked channels

De Koning, Kees - Volkswirtschaftliche Fakultät, … - 2015

Economic growth data does not show how such growth was achieved. Was it based on income growth and consumption spending levels or was it based on borrowings to extend the income levels? The question is vital for deciding which economic tools work best for correcting imbalances. The main...

Persistent link: https://www.econbiz.de/10011251886

Terms of Trade Volatility and Economic Growth in Sub-Saharan Africa

Awel, Ahmed Mohammed - Volkswirtschaftliche Fakultät, … - 2012

This paper investigated the effect of terms of trade growth and its volatility on economic growth in Sub-Saharan Africa … effect on economic growth. Furthermore, the result proved that volatility of net barter terms of trade and income terms of … volatility measures. …

Persistent link: https://www.econbiz.de/10011107298

Effects of terms of trade and its volatility on economic growth in India

Jawaid, Syed Tehseen; Raza, Syed Ali - Volkswirtschaftliche Fakultät, … - 2012

This study investigates the effect of terms of trade and its volatility on economic growth in India by using the annual … between terms of trade and economic growth. On the other hand, volatility of terms of trade has negative and significant … exports to minimize the volatility in terms of trade to ensure economic growth in the country. …

Persistent link: https://www.econbiz.de/10011111036