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Investigating the drivers of international comovement in real financial asset returns

McKinnon, Kate - 2019

Persistent link: https://www.econbiz.de/10012224630

Taking the temperature : forecasting GDP growth for mainland China

Curran, Declan (contributor); Funke, Michael (contributor) - 2006

Persistent link: https://www.econbiz.de/10003327722

Taking the Temperature - Forecasting GDP Growth for Mainland China

Curran, Declan - 2007

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/10012729576

Dynamic comovement among banks, systemic risk, and the macroeconomy

Kapinos, Pavel; Kishor, N. Kundan; Ma, Jun - In: Journal of banking & finance 138 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013461953

Quantiles of the realized stock-bond correlation and links to the macroeconomy

Aslanidis, Nektarios; Christiansen, Charlotte - In: Journal of empirical finance 28 (2014), pp. 321-331

Persistent link: https://www.econbiz.de/10011285626

European business cycles and stock return predictability

Zhu, Yanjian; Zhu, Xiaoneng - In: Finance research letters 11 (2014) 4, pp. 446-453

Persistent link: https://www.econbiz.de/10011300431

Dynamic interactions among macroeconomic variables and stock indexes in Taiwan, Hong Kong, and China

Lai, Syouching; Cheng, Teng Yuan; Li, Hung-Chih; Chien, … - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 213-235

Persistent link: https://www.econbiz.de/10010258905

Contribution to portfolio tracking error volatility with geometric illustration

Zhang, Jubao; Ma, Juan - In: Applied economics letters 31 (2024) 20, pp. 2176-2181

Persistent link: https://www.econbiz.de/10015095156

Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models

Zhou, Xiaocong; Nakajima, Jouchi; West, Mike - In: International journal of forecasting 30 (2014) 4, pp. 963-980

Persistent link: https://www.econbiz.de/10010517774

Correlation matrix of equi-correlated normal population : fluctuation of the largest eigenvalue, scaling of the bulk eigenvalues, and stock market

Akama, Yohji - In: International journal of theoretical and applied … 26 (2023) 2/3, pp. 1-27

Persistent link: https://www.econbiz.de/10014365670

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