Similar Search Results

Decomposing the co-movement of the business cycle : a time-frequency analysis of growth cycles in the euro area

Crowley, Patrick M.; Lee, Jim - 2005

Persistent link: https://www.econbiz.de/10003147443

Decomposing the co-movement of the business cycle : a time-frequency analysis of growth cycles in the euro area

Crowley, Patrick M. (contributor); Lee, Jim (contributor) - 2005

Persistent link: https://www.econbiz.de/10003198071

Decomposing the Co-Movement of the Business Cycle : A Time-Frequency Analysis of Growth Cycles in the Euro Area

Crowley, Patrick M. - 2006

decomposition (MRD) with the use of maximal overlap discrete wavelet transforms (MODWT). Static wavelet variance and correlation … analysis is performed, and phasing is studied using co-correlation with the euro area by scale. Lastly dynamic conditional … correlation GARCH models are used to obtain dynamic correlation estimates by scale against the EU to evaluate synchronicity of …

Persistent link: https://www.econbiz.de/10012734874

Macroeconomic conditions and the puzzles of credit spreads and capital structure

Chen, Hui - 2010

Persistent link: https://www.econbiz.de/10003989743

Macroeconomic conditions and the puzzles of credit spreads and capital structure

Chen, Hui - In: The journal of finance : the journal of the American … 65 (2010) 6, pp. 2171-2212

Persistent link: https://www.econbiz.de/10008778261

Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure

Chen, Hui - 2009

I build a dynamic capital structure model that demonstrates how business-cycle variations in expected growth rates, economic uncertainty, and risk premia influence firms' financing and default policies. Countercyclical fluctuations in risk prices, default probabilities, and default losses arise...

Persistent link: https://www.econbiz.de/10013155971