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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 (2013/14) 2/4, pp. 172-184
Persistent link: https://www.econbiz.de/10010403630
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Fed and ECB : which is informative in determining the DCC between bitcoin and energy commodities?
Derbali, Abdelkader; Jamel, Lamia; Ltaifa, Monia Ben; … - In: Journal of capital markets studies 4 (2020) 1, pp. 77-102
) meeting dates and production announcements for the dynamic conditional correlation (DCC) between Bitcoin and energy … of DCC as introduced by Engle (2002) during the period from August 11, 2015 to March 31, 2018. Findings The authors … incorporated in variance. These results confirmed the financialization of Bitcoin and commodity energy markets. Finally, the DCC …
Persistent link: https://www.econbiz.de/10012395339
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On the time-varying nature of the debt-growth nexus : evidence from the euro area
Gómez Puig, Marta; Sosvilla-Rivero, Simón - In: Applied economics letters 25 (2018) 9, pp. 597-600
Persistent link: https://www.econbiz.de/10011855059
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Tail risk emanating from troubled European banking sectors
Javed, Farrukh; Sabzevari, Hassan; Virk, Nader Shahzad - In: Finance research letters 43 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10014632302
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Symmetry and separability in two-country cointegrated VAR models : representation and testing
Krolzig, Hans-Martin; Heinlein, Reinhold - 2013
Introducing the approach by Masanao Aoki (1981) to time series econometrics, we show that the dynamics of symmetric linear possibly cointegrated two-country VAR models can be separated into two autonomous subsystems: the country averages and country differences, where the latter includes the...
Persistent link: https://www.econbiz.de/10010228330
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Purchasing power parity between the UK and Germany : the euro era
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - In: Open economies review 25 (2014) 4, pp. 677-699
Persistent link: https://www.econbiz.de/10010411925
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Forecasting aggregates and disaggregates with common features
Espasa Terrades, Antoni; Mayo-Burgos, Iván - In: International journal of forecasting 29 (2013) 4, pp. 718-732
Persistent link: https://www.econbiz.de/10010221293
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Eurozone debt crisis and bond yields convergence : evidence from the new EU countries
Kukuritakēs, Minōas - In: Economic change and restructuring : empirical and … 50 (2017) 3, pp. 239-258
Persistent link: https://www.econbiz.de/10011778409
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Mind the gap : the difference between U.S. and European loan rates
Berg, Tobias; Saunders, Anthony; Steffen, Sascha; … - 2016
We analyze differences in the pricing of syndicated loans between U.S. and European loans. For credit lines, U.S. borrowers pay significantly higher spreads, but also lower fees, resulting in similar total costs of borrowing in both markets. For term loans, U.S. firms pay significantly higher...
Persistent link: https://www.econbiz.de/10011436380
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Integrating thermal and hydro electricity markets : economic and environmental costs of not harmonizing pricing rules
Billette de Villemeur, Étienne; Pineau, Pierre-Olivier - In: The energy journal 37 (2016) 1, pp. 77-100
Persistent link: https://www.econbiz.de/10011437672