Narrow search
Showing 1 - 10 of 827
Cover Image
Disentangling euro area portfolios : new evidence on cross-border securities holdings
Rousová, Linda; Rodríguez Caloca, Antonio - 2018
This paper presents a detailed set of new, quantity-based indicators of financial integration in the euro area. The indicators are based on granular data from securities holdings statistics and help us disentangle the main drivers of the portfolio changes observed since the financial crisis....
Persistent link: https://www.econbiz.de/10011857118
Cover Image
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
Persistent link: https://www.econbiz.de/10003880587
Cover Image
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...
Persistent link: https://www.econbiz.de/10003889148
Cover Image
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2009
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...
Persistent link: https://www.econbiz.de/10003898817
Cover Image
Testing for convergence in stock markets : a non-linear factor approach
Caporale, Guglielmo Maria; Erdogan, Burcu; Kuzin, Vladimir - 2010
Persistent link: https://www.econbiz.de/10008908037
Cover Image
Testing for Convergence in Stock Markets : A Non-Linear Factor Approach
Caporale, Guglielmo Maria - 2009
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...
Persistent link: https://www.econbiz.de/10013155201
Cover Image
Testing for Convergence in Stock Markets : A Non-Linear Factor Approach
Caporale, Guglielmo Maria - 2013
This paper applies the Phillips and Sul (2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US over the period 1973-2008. We carry out the...
Persistent link: https://www.econbiz.de/10013095490
Cover Image
Modelling European business cycles (EBC model) : a macroeconometric model of the Netherlands
Logeay, Camille; Proaño Acosta, Christian; Stephan, Sabine - 2005 - Version April 2005
Persistent link: https://www.econbiz.de/10008822327
Cover Image
International spillovers and feedback : modelling in a disequilibrium framework
Winker, Peter - 2000
German unifikation hit the West German economy in a prosperous and appeared as a huge demand shock at least for the first few quarters. This combination resulted in a major increase of imports from the main trading partners of West Germany, which may have helped to cushion recessionary trends...
Persistent link: https://www.econbiz.de/10013428333
Cover Image
'Mode-Locking' and International Business Cycle Transmission
Selover, David D.; Jensen, Roderick V. - 1998
This study investigates the formation of world business cycles. There is a contradiction in the world business cycle … literature: business cycles in many countries have a tendency to synchronize with one another in what appears to be a world … "drive" business cycles in another country. So how is the world business cycle formed? This study suggests that the world …
Persistent link: https://www.econbiz.de/10014047993