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Real exchange rate and economic growth in China : a cointegrated VAR approach

Tang, Bo - In: China economic review : an international journal 34 (2015), pp. 274-292

Persistent link: https://www.econbiz.de/10011459787

Asymmetric unemployment-output tradeoff in the Eurozone

Tang, Bo; Bethencourt, Carlos - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 3, pp. 461-481

Persistent link: https://www.econbiz.de/10011756729

Pricing Shocks to Conditional Market Beta

Maurer, Thomas Andreas - 2016

We estimate monthly conditional market beta of 10 momentum and 25 size and book-to-market portfolios between 1946 and 2016 using a multivariate GARCH model. In the ICAPM conditional market beta are important determinants of expected returns and covariances of assets. Thus, shocks to conditional...

Persistent link: https://www.econbiz.de/10012978183

The sustainability of European external debt : what have we learned?

Cuestas, Juan Carlos; Gil-Alaña, Luis A.; Regis, Paulo … - In: Review of international economics 23 (2015) 3, pp. 445-468

Persistent link: https://www.econbiz.de/10011378214

The impact of supply shocks on unemployment in Spain

Cuestas, Juan Carlos - In: Economics and Business Letters : EBL 5 (2016) 4, pp. 107-112

Persistent link: https://www.econbiz.de/10011715907

The EU real exchange rates: asymmetries and crises

Cuestas, Juan Carlos - 2020

Persistent link: https://www.econbiz.de/10012317337

Is real GDP per capita a stationary process? : Smooth transitions, nonlinear trends and unit root testing

Cuestas, Juan Carlos; Garratt, Dean - In: Empirical economics : a journal of the Institute for … 41 (2011) 3, pp. 555-563

Persistent link: https://www.econbiz.de/10009381380

Is there an asymmetric behaviour in African inflation? : a non-linear approach

Mourelle, Estefania; Cuestas, Juan Carlos; Gil-Alaña, … - In: The South African journal of economics 79 (2011) 1, pp. 68-90

Persistent link: https://www.econbiz.de/10009157552

Further evidence from the real interest rate parity hypothesis in Central and East European countries : unit roots and nonlinearities

Cuestas, Juan Carlos; Harrison, Barry - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 22-39

Persistent link: https://www.econbiz.de/10009238985

Do foreign exchange forecasters believe in Uncovered Interest Parity?

Cuestas, Juan Carlos; Filipozzi, Fabio; Stæhr, Karsten - In: Economics letters 133 (2015), pp. 92-95

Persistent link: https://www.econbiz.de/10011432013