Showing 1 - 9 of 9
In this paper, we perform a robust analysis of the determinants of US swap spreads using a wide range of theoretically … the swap spread differ between different horizons. The sensitivity of the parameters to all possible model specifications … has been investigated. Among other things, we find that Treasury- and stock market volatility as well as the activity of …
Persistent link: https://www.econbiz.de/10003721205
Persistent link: https://www.econbiz.de/10001422112
Persistent link: https://www.econbiz.de/10000994454
Persistent link: https://www.econbiz.de/10002740761
Danish business cycles from 1974 to 2000 are studied. The HP-filter and the Baxter-king filter are applied and several empirical regularities are identified: Consumption tends to lead the business cycle while investment, especially construction, follows with a lag. Export does not covariate...
Persistent link: https://www.econbiz.de/10002773560
Persistent link: https://www.econbiz.de/10002389236
Persistent link: https://www.econbiz.de/10013447249
Danish business cycles from 1974 to 2000 are studied. The HP-filter and the Baxter-king filter are applied and several empirical regularities are identified: Consumption tends to lead the business cycle while investment, especially construction, follows with a lag. Export does not covariate...
Persistent link: https://www.econbiz.de/10010321181