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Volatility spillovers and dynamic correlation in European bond markets
Skintzi, Vasiliki D.; Refenes, Apostolos-Paul - In: Journal of international financial markets, … 16 (2006) 1, pp. 23-40
Persistent link: https://www.econbiz.de/10003285772
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Seasonal unit root tests fro trending and breaking series with application to industrial production
Westerlund, Joakim (contributor) - 2009
Persistent link: https://www.econbiz.de/10003876008
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Detecting contagion in a multivariate time series system : an application to sovereign bond markets in Europe
Blatt, Dominik; Candelon, Bertrand; Manner, Hans - In: Journal of banking & finance 59 (2015), pp. 1-13
Persistent link: https://www.econbiz.de/10011544252
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On inter-arrival times of bond market extreme events : an application to seven European markets
Siakoulis, Vasileios G.; Venetis, Ioannis A. - In: Journal of economics and finance 39 (2015) 4, pp. 717-741
Persistent link: https://www.econbiz.de/10011471449
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Credit risk-free sovereign bonds under Solvency II : a cointegration analysis with consistently estimated structural breaks
Ludwig, Alexander - In: Applied financial economics 24 (2014) 10/12, pp. 811-823
Persistent link: https://www.econbiz.de/10010402551
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Forecasting inflation with gradual regiem shifts and exogenous information
González, Andrés; Hubrich, Kirstin; Teräsvirta, Timo - 2009
Persistent link: https://www.econbiz.de/10003849428
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Breaks in the Phillips curve : evidence from panel data
Smith, Simon C.; Timmermann, Allan; Wright, Jonathan H. - 2023 - Draft: March 25, 2023
Persistent link: https://www.econbiz.de/10014284088
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From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
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Measuring macroeconomic convergence and divergence within EMU using long memory
Dräger, Lena; Kolaiti, Theoplasti; Sibbertsen, Philipp - In: Empirical economics : a quarterly journal of the … 65 (2023) 5, pp. 2333-2356
Persistent link: https://www.econbiz.de/10014388932
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Measuring macroeconomic convergence and divergence within EMU using long memory
Dräger, Lena; Kolaiti, Theoplasti; Sibbertsen, Philipp - 2020
This paper measures the convergence or divergence of EMU inflation rates and industrial production by testing for the … higher degree of persistence than allowed for in the standard cointegration framework. We investigate both inflation and … can be found as well. In addition, higher inflation persistence can be found for periphery than for core countries. …
Persistent link: https://www.econbiz.de/10012252805