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Money-output Granger causality revisited : an empirical analysis of EU countries
Hayo, Bernd - 1998
Persistent link: https://www.econbiz.de/10001350272
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Determinants of European stock market integration
Büttner, David; Hayo, Bernd - In: Economic systems 35 (2011) 4, pp. 574-585
Persistent link: https://www.econbiz.de/10009426323
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Money-Output Causality Revisited : An Empirical Analysis of EU Countries
Hayo, Bernd - 2001
In this paper, the evidence collected in the large literature on testing for Granger-causality from money to output is re-visited. Using a broad data base of 14 EU-countries plus Canada, the U.S. and Japan, and quarterly data from the mid-60s to the mid-90s, a number of hypotheses from this...
Persistent link: https://www.econbiz.de/10014216265
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Money-Output Causality Revisited : An Empirical Analysis of EU Countries
Hayo, Bernd - 1998
In this paper, the evidence collected in the large literature on testing for Granger-causality from money to output is re-visited. Using a broad data base of 14 EU-countries plus Canada, the US and Japan, and quarterly data from the mid 60s to the mid 90s, a number of hypotheses from this...
Persistent link: https://www.econbiz.de/10014216717
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EMU-related news and financial markets in the Czech Republic, Hungary, and Poland
Büttner, David; Hayo, Bernd - 2008
We analyse the impact of news on five financial markets in the Czech Republic, Hungary and Poland using a newly … strongest impact on financial markets in Hungary, while political news has the largest influence in both Hungary and Poland …. -- Financial markets ; Czech Republic ; Hungary ; Poland ; political news ; macroeconomic shocks ; European Monetary Union …
Persistent link: https://www.econbiz.de/10003865756
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The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland
Büttner, David; Hayo, Bernd; Neuenkirch, Matthias - 2009
, Hungary, and Poland (CEEC-3) from 1999 to 2006. Using a GARCH model, we examine the impact on daily returns of three … confirms our main results. -- Financial Markets ; Czech Republic ; Hungary ; Poland ; Macroeconomic News ; European Monetary …
Persistent link: https://www.econbiz.de/10003849424
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EMU-related news and financial markets in the Czech Republic, Hungary and Poland
Büttner, David; Hayo, Bernd - In: Applied economics 44 (2012) 31/33, pp. 4037-4053
Persistent link: https://www.econbiz.de/10009712621
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The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland
Büttner, David; Hayo, Bernd; Neuenkirch, Matthias - In: Empirica : journal of european economics 39 (2012) 1, pp. 19-44
Persistent link: https://www.econbiz.de/10009544355
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News and correlations of CEEC-3 financial markets
Büttner, David; Hayo, Bernd - In: Economic modelling 27 (2010) 5, pp. 915-922
Persistent link: https://www.econbiz.de/10008824941
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News and correlations of CEEC-3 financial markets
Büttner, David; Hayo, Bernd - 2009
, the highest correlations exist between Hungary and Poland in foreign exchange and stock markets. Short-term money markets … suggests adominance of country- or market-specific circumstances. -- Financial markets ; Czech Republic ; Hungary ; Poland …
Persistent link: https://www.econbiz.de/10003908157