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nonlinear factor models designed to infer recessionary episodes of heterogeneous deepness, and fitted to the largest advanced …
Persistent link: https://www.econbiz.de/10012422043
nonlinear factor models designed to infer recessionary episodes of heterogeneous deepness, and fitted to the largest advanced …
Persistent link: https://www.econbiz.de/10012249766
nonlinear factor models designed to infer recessionary episodes of heterogeneous deepness, and fitted to the largest advanced …
Persistent link: https://www.econbiz.de/10012181293
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
Persistent link: https://www.econbiz.de/10011892377
This paper investigates the impact of international shocks - interest rate, commodity price and industrial production …
Persistent link: https://www.econbiz.de/10010273871
This paper examines long memory volatility in international stock markets. We show that long memory volatility is …
Persistent link: https://www.econbiz.de/10012213537
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
This paper examines long memory volatility in international stock markets. We show that long memory volatility is …
Persistent link: https://www.econbiz.de/10011776719
This paper investigates the impact of international shocks - interest rate, commodity price and industrial production …
Persistent link: https://www.econbiz.de/10003974654