Similar Search Results

Modelling multivariate skewness in financial returns : a SGARCH approach

De Luca, Giovanni; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1113-1131

Persistent link: https://www.econbiz.de/10011419767

Exchange rates and the news : have we missed the business cycle relationship?

McIntyre, K. H. - In: International journal of economics and finance 7 (2015) 9, pp. 150-158

Persistent link: https://www.econbiz.de/10011347286

Precautionary corporate liquidity

Chen, Kaiji; Song, Zheng Michael; Wang, Yikai - 2015

Persistent link: https://www.econbiz.de/10011347543

Identification of social interaction effects in financial data

Jang, Tae-Seok - In: Computational economics 45 (2015) 2, pp. 207-238

Persistent link: https://www.econbiz.de/10011325722

Intraday liquidity dynamics and news releases around price jumps : evidence from the DJIA stocks

Boudt, Kris; Petitjean, Mikael - In: Journal of financial markets 17 (2014), pp. 121-149

Persistent link: https://www.econbiz.de/10010437262

Australian dollar carry trades : time varying probabilities and determinants

Kim, Suk-Joong - In: International review of financial analysis 40 (2015), pp. 64-75

Persistent link: https://www.econbiz.de/10011475609

Noisy news and exchange rates : a SVAR approach

Redl, Chris - In: Journal of international money and finance 58 (2015), pp. 150-171

Persistent link: https://www.econbiz.de/10011478251

Does news tone help forecast oil?

Lucey, Brian M.; Ren, Boru - In: Economic modelling 104 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013164212

Can GDP measurement be further improved? : data revision and reconciliation

Jacobs, Jan; Sarferaz, Samad; Sturm, Jan-Egbert; Van … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 423-431

Persistent link: https://www.econbiz.de/10012804131

Firm expectations and economic activity

Enders, Zeno; Hünnekes, Franziska; Müller, Gernot J. - 2021

We assess how firm expectations about future production impact current production and pricing decisions. Our analysis is based on a large survey of firms in the German manufacturing sector. To identify the causal effect of expectations, we rely on the timing of survey responses and match firms...

Persistent link: https://www.econbiz.de/10012705462