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Aggregate consumption and the stock market : should we worry about non-linear wealth effects?
Alessandri, Piergiorgio (contributor) - 2004
Persistent link: https://www.econbiz.de/10002437480
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Causal relations among stock returns and macroeconomic variables in a small, open economy
Gjerde, Øystein; Sættem, Frode - In: Journal of international financial markets, … 9 (1999) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001402118
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Essays in empirical macroeconomics
Shin, Joong Suk - 2000
Persistent link: https://www.econbiz.de/10001608968
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Do asset prices in transition countries contain information about future economic activity?
Christoffersen, Peter F.; Sløk, Torsten - 2000
Persistent link: https://www.econbiz.de/10001539137
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Do Asset Prices in Transition Countries Contain Information About Future Economic Activity?
Sløk, Torsten - 2000
, Poland, Russia, Slovakia, and Slovenia for the period 1994-1999 it is shown that historical values for interest rates …
Persistent link: https://www.econbiz.de/10014399894
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Essays in empirical work in emerging markets
Godoy, Sergio - 2004
Persistent link: https://www.econbiz.de/10003549452
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Asymmetry in volatility : a comparison of developed and transition stock markets
Wdowinski, Piotr; Malecka, Marta - 2010
ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to econometric model building in the field of financial time series with time-varying variance. The main idea of the models was to describe the most typical features of capital markets...
Persistent link: https://www.econbiz.de/10003942099
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Modeling financial market volatility in transition markets : a multivariate case
Oikonomikou, Leoni Eleni - 2016 - Revised version including comments: February 2015
This paper presents evidence of linkages across equity markets in the following transition economies: Russia, Ukraine … modernized belonging to countries well developed to attract capital (in this case, Russia, Poland and Czech Republic), and …
Persistent link: https://www.econbiz.de/10011454085
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Capitalism and (versus?) democracy : stock markets and democratization in transition
Hartwell, Christopher A. - In: Applied economics letters 21 (2014) 13/15, pp. 979-983
Persistent link: https://www.econbiz.de/10010418285