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1
Real-time weakness of the global economy: A first assessment of the coronavirus crisis
Leiva-Leon, Danilo
;
Pérez-Quirós, Gabriel
;
Rots, Eyno
-
2020
nonlinear
factor models designed to infer recessionary episodes of heterogeneous deepness, and fitted to the largest advanced …
Persistent link: https://www.econbiz.de/10012422043
Saved in:
2
Real‐time weakness of the global economy
Leiva‐Leon, Danilo
;
Pérez-Quirós, Gabriel
;
Rots, Eyno
-
2020
nonlinear
factor models designed to infer recessionary episodes of heterogeneous deepness, and fitted to the largest advanced …
Persistent link: https://www.econbiz.de/10012249766
Saved in:
3
Real-time weakness of the global economy : a first assessment of the coronavirus crisis
Leiva-Leon, Danilo
;
Pérez-Quirós, Gabriel
;
Rots, Eyno
-
2020
nonlinear
factor models designed to infer recessionary episodes of heterogeneous deepness, and fitted to the largest advanced …
Persistent link: https://www.econbiz.de/10012181293
Saved in:
4
Real-time weakness of the global economy: a first assessment of the coronavirus crisis
Leiva León, Danilo
;
Pérez Quirós, Gabriel
;
Rots, Eyno
-
2020
weakness of the global economy in real-time. It relies on
nonlinear
factor models designed to infer recessionary episodes of …
Persistent link: https://www.econbiz.de/10012523808
Saved in:
5
Financial market implications of monetary policy coincidences : evidence from the UK and Euro Area government-bond markets
Arestis, Philip
;
Phelps, Peter
- In:
Journal of international financial markets, …
49
(
2017
),
pp. 88-102
Persistent link: https://www.econbiz.de/10011892377
Saved in:
6
The VARying effect of foreign shocks in Central and Eastern Europe
Jiménez-Rodriguez, Rebeca
;
Morales-Zumaquero, Amalia
; …
-
2010
This paper investigates the impact of
international
shocks - interest rate, commodity price and industrial production …
Persistent link: https://www.econbiz.de/10010273871
Saved in:
7
The long memory of equity volatility and the macroeconomy:
International
evidence
Dräger, Lena
;
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
; …
-
2020
This paper examines long memory volatility in
international
stock markets. We show that long memory volatility is …
Persistent link: https://www.econbiz.de/10012213537
Saved in:
8
Underlying Trends and
International
Price Transmission of Agricultural Commodities
Ghoshray, Atanu
-
2011
This paper examines the extent to which increases in
international
food prices during the past few years have been … results. This study provides the numerical estimates on the empirical relationship between
international
prices and domestic …
Persistent link: https://www.econbiz.de/10010507309
Saved in:
9
The long memory of equity volatility:
International
evidence
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Sibbertsen, …
-
2017
This paper examines long memory volatility in
international
stock markets. We show that long memory volatility is …
Persistent link: https://www.econbiz.de/10011776719
Saved in:
10
The VARying effect of foreign shocks in Central and Eastern Europe
Jiménez-Rodríguez, Rebeca
;
Morales Zumaquero, Amalia
; …
-
2010
This paper investigates the impact of
international
shocks - interest rate, commodity price and industrial production …
Persistent link: https://www.econbiz.de/10003974654
Saved in:
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