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Modelling volatility during the current financial crisis: an empirical analysis of the US and the UK stock markets
Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International Journal of Trade and Global Markets 5 (2012) 3/4, pp. 171-194
The overarching aim of the present paper is to investigate the pattern of returns and volatility in the US and the UK …
Persistent link: https://www.econbiz.de/10010670368
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THE U.S., ECONOMY: RECESSION AHEAD? Contra: Economy Rebounding
Fosler, Gail - In: CESifo Forum 2 (2001) 1, pp. 29-30
Persistent link: https://www.econbiz.de/10005013138
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THE U.S., ECONOMY: RECESSION AHEAD? Pro: Weakness Will Persist
Dudley, William - In: CESifo Forum 2 (2001) 1, pp. 28-28
Persistent link: https://www.econbiz.de/10005013174
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The Outlook for the U.S. Economy: Soft or Hard Landing?
Bosworth, Barry - In: CESifo Forum 2 (2001) 1, pp. 14-20
Persistent link: https://www.econbiz.de/10005013183
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Volatility transmission and herding contagion during the global financial crisis
Abbes, Mouna Boujelbène - In: International Journal of Managerial and Financial Accounting 5 (2013) 2, pp. 138-161
the volatility of US stock market during the subprime crisis is significantly transmitted to Asian and European financial … markets. Moreover, UK and Swiss financial markets present an important role in emitting volatility to Asian markets. In …. All residuals showed enhanced volatility during the financial crisis period of mid 2007-2008. Moreover, the cross …
Persistent link: https://www.econbiz.de/10010754852
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Spillover effects between US and major European stock markets
Al-Zeaud, Hussein Ali - In: American Journal of Finance and Accounting 3 (2014) 2/3/4, pp. 172-184
market to New York, Pairs and Frankfurt stock markets. Within the European stock markets, there are unidirectional volatility … spillover effects from Frankfurt to Paris and from Paris to London. Volatility increases induced by bad news are transmitted … more strongly than volatility declines. …
Persistent link: https://www.econbiz.de/10010816696
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A statistical approach to identifying current leading indicators of the US recovery
Kelliher, Kieran - In: International Journal of Public Policy 9 (2013) 1/2, pp. 86-107
This paper employs a statistical approach to identify which sectors of the US economy are currently the most suitable indicators for monitoring the recovery. A comprehensive list of potential leading indicators is constructed through the application of economic theory. By applying a detailed...
Persistent link: https://www.econbiz.de/10010670221
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American Economic Growth in the Information Age
Jorgenson, Dale W. - In: CESifo Forum 2 (2001) 3, pp. 14-22
Persistent link: https://www.econbiz.de/10004998590
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Non-linear Modelling of the Australian Business Cycle using a Leading Indicator
Shami, Roland G.; Forbes, Catherine S. - Department of Econometrics and Business Statistics, … - 2002
This paper develops a new non-linear model to analyse the business cycle by exploiting the relationship between the asymmetrical behaviour of the cycle and leading indicators. The model proposed is an innovations form of the structural model underlying simple exponential smoothing that is...
Persistent link: https://www.econbiz.de/10005149035
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The National Bank of Belgium, Research Department’s new business survey indicator
Greef, I. De; Nieuwenhuyze, C. Van - In: Economic Review (2009) II, pp. 31-51
correlation between the indicator and GDP growth, to reduce the undesirable short-term volatility and to maintain its early …
Persistent link: https://www.econbiz.de/10009367058