Showing 1 - 10 of 58
This paper investigates the time-varying correlation between the EU12-wide business cycle and the initial EU12 member-countries based on Scalar-BEKK and multivariate Riskmetrics model frameworks for the period 1980-2012. The paper provides evidence that changes in the business cycle...
Persistent link: https://www.econbiz.de/10012910120
Persistent link: https://www.econbiz.de/10014329312
Persistent link: https://www.econbiz.de/10013477819
Persistent link: https://www.econbiz.de/10013539492
Persistent link: https://www.econbiz.de/10013188248
Persistent link: https://www.econbiz.de/10013190833
Persistent link: https://www.econbiz.de/10012430366
Persistent link: https://www.econbiz.de/10012500069
Persistent link: https://www.econbiz.de/10012511874
Persistent link: https://www.econbiz.de/10012593065