Narrow search
Showing 1 - 10 of 119
Cover Image
Foreign direct investment as a determinant of cross-country stock market comovement
Anagnostopoulos, Alexios; Atesagaoglu, Orhan Erem; … - 2019 - This draft: July 22, 2019
Persistent link: https://www.econbiz.de/10012203966
Cover Image
The Granular Trade and Production Activities (GRANTPA) database
Bradley, Sebastien; Mendoza, Javier Flórez; Larch, Mario; … - 2024
Eurostat's Comext and Prodcom databases. A gravity application delivers a large set of product-level 'home bias' estimates …
Persistent link: https://www.econbiz.de/10014541847
Cover Image
Global oil market and the US stock returns
Ahmad, Maryam; Manera, Matteo; Sadeghzadeh, Mehdi - 2015
This paper provides an analysis of the link between the oil market and the U.S. stock market returns at the aggregate as well as industry levels. We empirically model oil price changes as driven by speculative demand shocks along with consumption demand and supply shocks in the oil market. We...
Persistent link: https://www.econbiz.de/10011391816
Cover Image
Does risk aversion drive financial crises? : Testing the predictive power of empirical indicators
Coudert, Virginie (contributor); Gex, Mathieu (contributor) - 2007
Persistent link: https://www.econbiz.de/10003407716
Cover Image
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
Cover Image
COVID-induced economic uncertainty
Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Terry, … - 2020
Persistent link: https://www.econbiz.de/10012204869
Cover Image
Turbulence in the financial markets : cross-country differences in market volatility in response to COVID-19 pandemic policies
Bickley, Steve J.; Brumpton, Martin; Chan, Ho Fai; … - 2020
The current coronavirus pandemic has had far-reaching global effects on the health and wellbeing of individuals across each and every continent of the world. The economic and financial market response has been equally disastrous and turbulent with high levels of volatility observed across...
Persistent link: https://www.econbiz.de/10012256711
Cover Image
International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo (contributor);  … - 2005
rational explanation of the strong home bias observed in US investors' asset allocation, based on regime switching, skew and …
Persistent link: https://www.econbiz.de/10002977388
Cover Image
Practicing the impossible : metal price forecasting
Humphreys, David - 1988
Persistent link: https://www.econbiz.de/10000126763
Cover Image
Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea (contributor);  … - 2008
this paper, we propose to forecast exchange rates with a large Bayesian VAR (BVAR), using a panel of 33 exchange rates vis … produces systematically better forecasts than a random walk for most of the countries, and at any forecast horizon, including …
Persistent link: https://www.econbiz.de/10003765975