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Volatility and shocks spillover before and after EMU in European stock markets

Billio, Monica; Pelizzon, Loriana - In: Journal of multinational financial management 13 (2003) 4/5, pp. 323-340

Persistent link: https://www.econbiz.de/10001782062

Dating EU15 monthly business cycle jointly using GDP and IPI

Billio, Monica; Caporin, Massimiliano; Cazzavillan, Guido - In: Journal of business cycle measurement and analysis : a … 3 (2007) 3, pp. 333-366

Persistent link: https://www.econbiz.de/10003741520

A turning-point chronology for the Eurozone

Anas, Jacques; Billio, Monica; Ferrara, Laurent; Lo … - In: Growth and cycle in the Euro-zone, (pp. 261-274). 2006

Persistent link: https://www.econbiz.de/10003412217

Dating EU15 monthly business cycle jointly using GDP and IPI

Billio, Monica; Caporin, Massimiliano; Cazzavillan, Guido - 2007

This paper aims at the production of a chronology for the EU15 business cycle by comparing parametric and non-parametric procedures on monthly and quarterly data as well in a combined approach. The main innovation is the joint use of the monthly series for the EU15 Gross Domestic Product (GDP)...