Degiannakis, Stavros; Duffy, David; Filis, George - In: Scottish Journal of Political Economy 61 (2014) 4, pp. 348-370
type="main" xml:id="sjpe12049-abs-0001" <title type="main">Abstract</title> <p>This article 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...</p>
