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Sources of volatility during four oil price crashes
Baffes, John; Kshirsagar, Varun - 2015
Persistent link: https://www.econbiz.de/10011372674
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Forecasting volatility in commodity markets
Kroner, Kenneth F.; Kneafsey, Devin P.; Claessens, Stijn - 1993
Persistent link: https://www.econbiz.de/10000143388
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A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing - 2019
The co-dependence between assets tends to increase when the market declines. This paper develops a correlation measure focusing on market declines using the expected shortfall (ES), referred to as the ES-implied correlation, to improve the existing value at risk (VaR)-implied correlation....
Persistent link: https://www.econbiz.de/10012004764
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Oil price risks and pump price adjustments
Kojima, Masami - 2012
Persistent link: https://www.econbiz.de/10009631536
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The East Asian crisis : investigating causes and policy responses
McKibbin, Warwick J.; Martin, Will - 1999
Persistent link: https://www.econbiz.de/10001419637
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Structural change and cross-country growth empirics
Eberhardt, Markus; Teal, Francis J. - 2013
Persistent link: https://www.econbiz.de/10009690755
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Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert; Milivojevic, Lazar - 2020
model and estimation strategy that decompose ex ante real interest rates into a permanent and transitory component even with … short samples and high volatility. This is done with an unobserved component local level stochastic volatility model, which …
Persistent link: https://www.econbiz.de/10012434499
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Does exchange rate volatility hinder export growth? : Additional evidence
Qian, Ying - 1992
Persistent link: https://www.econbiz.de/10000839720
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Potential GDP growth in Venezuela . a structural time series approach
Cuevas, Mario A. - 2002
Persistent link: https://www.econbiz.de/10001670035
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Impact of oil price fluctuations on financial markets since 2014
Nguyen, Ha; Nguyen, Huong; Pham, Anh - 2017
Persistent link: https://www.econbiz.de/10011622623