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Short patches of outliers, ARCH and volatility modelling

Franses, Philip Hans; Dijk, Dick van; Lucas, André - 1998

Persistent link: https://www.econbiz.de/10000986130

Hinloopen, Jeroen; Marrewijk, Charles van - 2004

We analyze the distribution of economic activity across space for different types of activity and different levels of aggregation. Not only is this distribution highly uneven (independently of the type of activity and level of aggregation), it is also remarkably regular regarding its size...

Persistent link: https://www.econbiz.de/10011335206

Untangling real gravity

Klaassen, Franc; Teulings, Rutger - 2017

all variables proposed by theory, despite a broad set of fixed effects (FE). We find that both REERs are important and … multilateral resistances. Untangling normalization helps to get a better view of what is still unexplained by theory. …

Persistent link: https://www.econbiz.de/10011791519

Global credit risk : world, country and industry factors

Schwaab, Bernd; Koopman, Siem Jan; Lucas, André - 2015

area sovereign debt crises. We find that macro and default-specific world factors are a primary source of default …

Persistent link: https://www.econbiz.de/10010484886

Cross-border mergers and acquisitions : on revealed comparative advantage and merger waves

Brakman, Steven; Garretsen, Harry; Marrewijk, Charles van - 2008 - This version: January 2008

By combining two large data sets (on international trade flows and cross-border mergers and acquisitions - M&As), we test two implications of Neary’s (2003, 2007) general oligopolistic equilibrium (GOLE) model (incorporating strategic interaction between firms in a general equilibrium...

Persistent link: https://www.econbiz.de/10011374427