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Persistent link: https://www.econbiz.de/10011581967
generation) free trade agreement the EU has ever negotiated. It is a "mixed" agreement with EU and member countries competences …. Most elements of the agreement for which the EU has "exclusive competence", including the chapter on tariffs and non … prototype model and can easily be applied to other foreign trade agreements the EU is planning. A comparison shows that TTIP …
Persistent link: https://www.econbiz.de/10011631052
This paper analyses the impact of the Covid-19 pandemic on the degree of persistence of European stock markets. Specifically, it uses fractional integration methods to estimate persistence at the daily, weekly and monthly frequencies in the case of ten major European stock market indices; the...
Persistent link: https://www.econbiz.de/10013322780
This paper analyses the long-memory properties of US and European stock indices, as well as their linkages, using fractional integration and fractional cointegration techniques. These methods are more general and have higher power than the standard ones usually employed in the literature. The...
Persistent link: https://www.econbiz.de/10013013497
This paper analyses the long-memory properties of US and European stock indices, as well as their linkages, using fractional integration and fractional cointegration techniques. These methods are more general and have higher power than the standard ones usually employed in the literature. The...
Persistent link: https://www.econbiz.de/10013014905
Overall, the ECB managed monetary policy quite satisfactorily in the first phase of EMU. Nevertheless, this paper asks whether monetary policy could not have been improved. In the last three years, Euroland was confronted with the first external shock. Oil prices increased considerably, leading...
Persistent link: https://www.econbiz.de/10014070224
Overall, the ECB managed monetary policy quite satisfactorily in the first phase of EMU. Nevertheless, this paper asks whether monetary policy could not have been improved. In the last three years, Euroland was confronted with the first external shock. Oil prices increased considerably, leading...
Persistent link: https://www.econbiz.de/10014070251
A new macroeconomic evaluation of EU enlargement is undertaken with a world macroeconomic model taking into account all … gain around ten times more from enlargement than the EU. Hungary and Poland can increase their real GDP by around 8 to 9 … percent over a ten year period, the Czech Republic gains a little bit less (5 to 6 percent). The EU on average would gain …
Persistent link: https://www.econbiz.de/10014070793
This paper uses fractional integration techniques to examine the stochastic behaviour of high and low stock prices in Europe and then to test for the possible existence of long-run linkages between them by looking at the range, i.e., the difference between the two logged series. Specifically,...
Persistent link: https://www.econbiz.de/10012866394
Persistent link: https://www.econbiz.de/10012822129