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US manufacturing and vertical/horizontal intra-industry trade: examining the smooth adjustment hypothesis
White, Roger; Chen, Cheng - In: International Journal of Economics and Business Research 4 (2012) 1/2, pp. 1-20
hypothesis (SAH). To our knowledge, this is the first examination of the SAH for the USA. The results of our empirical analysis …
Persistent link: https://www.econbiz.de/10011130182
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The Dynamics of Gasoline Prices: Evidence from Daily French Micro Data
Gautier, Erwan; Saout, Ronan Le - HAL - 2012
Using millions of individual gasoline prices collected at a daily frequency, we examine the speed at which market refined oil prices are transmitted to consumer liquid fuel prices. We find that on average gasoline prices are modified once a week and the distribution of price changes displays a...
Persistent link: https://www.econbiz.de/10010821338
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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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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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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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Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation
Flamini, Alessandro; Ascari, Guido; Rossi, Lorenza - Dipartimento di Scienze Economiche e Aziendali, … - 2012
Since the '80s the volatility of output growth and inflation experienced by several industrialized countries has … volatility of inflation and output growth. …
Persistent link: https://www.econbiz.de/10010592911
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Price Stickiness Asymmetry, Persistence and Volatility in a New Keynesian Model
Flamini, Alessandro - Department of Economics, University of Sheffield - 2011
reduces the volatility of inflation, the interest rate and the output-gap. Thus two economies with the same average degree of …
Persistent link: https://www.econbiz.de/10009019982
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Industrial Transformation, Heterogeneity in Price Stickiness, and the Great Moderation
Flamini, Alessandro; Ascari, Guido; Rossi, Lorenza - Centre pour la Recherche Économique et ses … - 2012
Since the ’80s the volatility of output growth and inflation experienced by several industrialized countries has … volatility of inflation and output growth. …
Persistent link: https://www.econbiz.de/10011031880
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Speed of Adjustment to Selected Labour Market and Tax Reforms
Mourougane, Annabelle; Vogel, Lukas - Economics Department, Organisation de Coopération et … - 2008
This paper examines the nature and the length of economic adjustments to selected structural reforms, drawing on a variety of approaches: descriptive analysis and simulations using Dynamic General Equilibrium and macro-economic neo-Keynesian models. The descriptive analysis suggests that the...
Persistent link: https://www.econbiz.de/10005046200
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Editor’s Overview
Sharpe, Andrew - In: International Productivity Monitor 10 (2005) Spring, pp. 1-2
This tenth issue of the International Productivity Monitor produced by the Centre for the Study of Living Standards contains six articles. Topics covered are: the puzzling recent behaviour of labour productivity in Canada; an international perspective on Canada's productivity performance since the...
Persistent link: https://www.econbiz.de/10005518979