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Return and volatility spillovers: evidence from Indian exchange rates
Kumar, Manish - In: International Journal of Economics and Business Research 3 (2011) 4, pp. 371-387
This study examines the nature of interdependence, and return and volatility spillovers, for three Indian exchange rates: US dollar (USD), Euro and British Pound. We use the spillover index methodology of Diebold and Yilmaz (2009) to analyse precisely and independently the returns and volatility...
Persistent link: https://www.econbiz.de/10009352440
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An Evaluation of the Forecasting Performance of Three Econometric Models for the Eurozone and the USA
Krainz, David Mortimer - Österreichisches Institut für Wirtschaftsforschung (WIFO) - 2011
This paper compares the forecasting performance of three different econometric models for the Eurozone and the USA: a …
Persistent link: https://www.econbiz.de/10009275699
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The European debt crisis and the US economy
Sheehan, Patrick - In: International Journal of Economics and Accounting 4 (2013) 3, pp. 235-248
stemmed from the fiscal solvency of Greece and other Eurozone nations. As a result, many economists are uncertain about the … future of the Eurozone and the contagion effect it could have on many developed and developing economies. Being strongly … correlated with Europe, the USA is one of the vulnerable economies that could be affected by the overbearing financial problems …
Persistent link: https://www.econbiz.de/10010686184
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Determinants of euro-dollar exchange rate: an empirical analysis
Bhargava, Vivek; Konku, Daniel; Bhargava, Dheeraj - In: Afro-Asian Journal of Finance and Accounting 3 (2012) 2, pp. 121-135
. Initial results show that relative changes in consumer confidence in the USA and the Eurozone (CCI), relative consumer price …
Persistent link: https://www.econbiz.de/10010669819
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The sovereign debt crisis - a transdisciplinary approach
Pilkington, Marc - In: International Journal of Pluralism and Economics Education 2 (2011) 4, pp. 369-397
We have chosen to adopt an interdisciplinary approach to debt, leading to a transdisciplinary analysis of sovereign debt. Disciplinary fields as varied as logic, accounting, finance, psychology, geopolitics, economics, statistics, ethics, rhetoric and political discourse analysis are mobilised...
Persistent link: https://www.econbiz.de/10010669854
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The economic diplomacy of sovereign debt crises: Latin America and the euro-zone compared
Bayne, Nicholas - In: International Journal of Diplomacy and Economy 1 (2012) 1, pp. 4-18
This article compares today's euro-zone debt crisis, in terms of economic diplomacy, with the earlier crisis in Latin … total failure to reconcile tensions in the euro-zone crisis. Growing imbalances between debtors and creditors led to serious … loss of confidence. Early mistakes over Greece fed contagion throughout the euro-zone. No institution acted as neutral …
Persistent link: https://www.econbiz.de/10010670162
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Taking the Temperature - Forecasting GDP Growth for Mainland China
Curran, Declan; Funke, Michael - Institut für Makroökonomie und Wirtschaftspolitik, … - 2006
We present a new composite leading indicator of economic activity in mainland China, estimated using a dynamic factor model. Our leading indicator is constructed from three series: exports, a real estate climate index, and the Shanghai Stock Exchange index. These series are found to share a...
Persistent link: https://www.econbiz.de/10005823523
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Taking the temperature – forecasting GDP growth for mainland China
Curran, Declan; Funke, Michael - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2006
We present a new composite leading indicator of economic activity in mainland China, es-timated using a dynamic factor model. Our leading indicator is constructed from three se-ries: exports, a real estate climate index, and the Shanghai Stock Exchange index. These series are found to share a...
Persistent link: https://www.econbiz.de/10005419594
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Globalisation effect measure via hierarchical dynamic factor modelling
Reklaite, Agne - Instytut Badañ Gospodarczych (IBG) - 2015
In this paper the issue of globalisation and deteriorating precision of domestically oriented frameworks is addressed. A hypothesis that the effect of international trends on the growth of economy is increasing over time is formed. In order to validate this a method of composing foreign series...
Persistent link: https://www.econbiz.de/10011249472
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Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area
Azevedo, Joao Valle e; Koopman, Siem Jan; Rua, Antonio - Tinbergen Instituut - 2003
This paper proposes a new model-based method to obtain a coincident indicator for the business cycle. A dynamic factor model with trend components and a common cycle component is considered which can be estimated using standard maximum likelihood methods. The multivariate unobserved components...
Persistent link: https://www.econbiz.de/10011257132