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Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence

Mo, Guoli; Zhang, Weiguo; Tan, Chunzhi; Liu, Xing - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013413442

International evidence on the democrat premium and the presidentail cycle effect

Bohl, Martin T.; Gottschalk, Katrin - In: The North American journal of economics and finance : a … 17 (2006) 2, pp. 107-120

Persistent link: https://www.econbiz.de/10003334313

The structure of equity markets across countries : scarcity and stock valuations

Braun, Matías - In: Finance research letters 11 (2014) 4, pp. 385-397

Persistent link: https://www.econbiz.de/10011300437

Insured uncovered interest parity

Tse, Yiuman; Wald, John K. - In: Finance research letters 10 (2013) 4, pp. 175-183

Persistent link: https://www.econbiz.de/10010252345

The U.S. oil supply revolution and the global economy

Mohaddes, Kamiar; Raissi, Mehdi - 2015

This paper investigates the global macroeconomic consequences of falling oil prices due to the oil revolution in the United States, using a Global VAR model estimated for 38 countries/regions over the period 1979Q2 to 2011Q2. Set-identification of the U.S. oil supply shock is achieved through...