Narrow search
Showing 1 - 10 of 11,010
Cover Image
Trading frictions and consumption-output comovement
Zhao, Yan; Guo, Shen; Liu, Xingfei - In: Journal of macroeconomics 42 (2014), pp. 229-240
Persistent link: https://www.econbiz.de/10011286616
Cover Image
Export pricing and the cross-country correlation of stock prices
Tervala, Juha - In: Review of financial economics : RFE 20 (2011) 2, pp. 74-83
Persistent link: https://www.econbiz.de/10009271748
Cover Image
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan; Ma, Jun; Risse, Marian; Wohar, Mark E. - In: Journal of macroeconomics 57 (2018), pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Cover Image
Investigating the drivers of international comovement in real financial asset returns
McKinnon, Kate - 2019
Persistent link: https://www.econbiz.de/10012224630
Cover Image
Foreign dependence of individual stock prices : the role of aggregate product market developments
Abraham, Filip; Leliaert, Hilde; Heremans, Dirk - 1990
Persistent link: https://www.econbiz.de/10000133014
Cover Image
Asymmetric international transmission in the conditional mean and volatility to the Japanese market from the US : EGARCH versus SV models
Shimada, Junji; Tsukuda, Yoshihiko; Miyakoshi, Tatsuyoshi - In: The Singapore economic review : journal of the Economic … 54 (2009) 1, pp. 123-134
Persistent link: https://www.econbiz.de/10003851285
Cover Image
Booms and Busts an Aktivamärkten - Implikationen für die Zinspolitik
Battenfeld, Dirk; Berger, Wolfram - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 55 (2007) 5, pp. 379-384
Persistent link: https://www.econbiz.de/10003463697
Cover Image
Reaction of European bank stock prices to events of the Asian and Russian financial crises
Crouzille, Céline; Lepetit, Lætitia; Tarazi, Amine - In: Revue d'économie politique 116 (2006) 4, pp. 457-469
Persistent link: https://www.econbiz.de/10003376946
Cover Image
Identifying asymmetric comovements of international stock market returns
Li, Fuchun - 2010
Based on a new approach for measuring the comovements between stock market returns, we provide a nonparametric test for asymmetric comovements in the sense that stock market downturns will lead to stronger comovements than market upturns. The test is used to detect whether asymmetric comovements...
Persistent link: https://www.econbiz.de/10003996877