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Pairwise tests of purchasing power parity

Pesaran, M. Hashem; Smith, Ron; Yamagata, Takashi; … - In: Econometric reviews 28 (2009) 6, pp. 495-521

Persistent link: https://www.econbiz.de/10003881179

Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash

Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416

Persistent link: https://www.econbiz.de/10008825760

Do natural disasters increase the likelihood that a government is replaced?

Chang, Chun Ping; Berdiev, Aziz N. - In: Applied economics 47 (2015) 16/18, pp. 1788-1808

Persistent link: https://www.econbiz.de/10010511960

Exploring the dynamics of the shadow economy across US states

Berdiev, Aziz N.; Pasquesi-Hill, Cullen; Saunoris, James W. - In: Applied economics 47 (2015) 55/57, pp. 6136-6147

Persistent link: https://www.econbiz.de/10011381258

China's emergence in the world economy and business cycles in Latin America

Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - In: The GVAR handbook : structure and applications of a …, (pp. 195-211). 2013

Persistent link: https://www.econbiz.de/10009729985

Introduction: an overview of the GVAR approach and the handbook

Di Mauro, Filippo; Pesaran, M. Hashem - In: The GVAR handbook : structure and applications of a …, (pp. 1-11). 2013

Persistent link: https://www.econbiz.de/10009730075

The Dynamics of Emerging Market Equity Flows

Bekaert, Geert - 1999

We study the interrelationship between capital flows, returns, dividend yields and world interest rates in 20 emerging …

Persistent link: https://www.econbiz.de/10012471570

COVID-19 Time-varying Reproduction Numbers Worldwide : An Empirical Analysis of Mandatory and Voluntary Social Distancing

Chudik, Alexander; Pesaran, M. Hashem; Rebucci, Alessandro - National Bureau of Economic Research - 2021

This paper estimates time-varying COVID-19 reproduction numbers worldwide solely based on the number of reported infected cases, allowing for under-reporting. Estimation is based on a moment condition that can be derived from an agent-based stochastic network model of COVID-19 transmission. The...

Persistent link: https://www.econbiz.de/10012510508

Energy exports, globalization and economic growth : the case of South Caucasus

Chang, Chun Ping; Berdiev, Aziz N.; Lee, Chien-chiang - In: Economic modelling 33 (2013), pp. 333-346

Persistent link: https://www.econbiz.de/10010192937

Good Carry, Bad Carry

Bekaert, Geert - 2019

We distinguish between "good" and "bad" carry trades constructed from G-10 currencies. The good trades exhibit higher Sharpe ratios and sometimes positive return skewness, in contrast to the bad trades that have both substantially lower Sharpe ratios and highly negative return skewness....

Persistent link: https://www.econbiz.de/10012479376