Narrow search
Showing 1 - 10 of 24,170
Cover Image
The German business cycle and the global double dip
Süssmuth, Bernd - In: Determinants of growth and business cycles : theory, …, (pp. 135-153). 2003
Persistent link: https://www.econbiz.de/10002011834
Cover Image
What has caused global business cycle decoupling : smaller shocks or reduced sensitivity?
Berger, Tino; Richter, Julia - 2017
According to a growing body of empirical literature, global shocks have become less important for business cycles in industrialized countries and emerging market economies since the mid-1980s. In this paper, we analyze the question of what might have caused a decoupling from the global business...
Persistent link: https://www.econbiz.de/10011584095
Cover Image
Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - 2019
We analyze cyclical co-movement in credit, house prices, equity prices, and long-term interest rates across 17 advanced economies. Using a time-varying multi-level dynamic factor model and more than 130 years of data, we analyze the dynamics of co-movement at different levels of aggregation and...
Persistent link: https://www.econbiz.de/10011987786
Cover Image
Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - In: Journal of international money and finance 131 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014248868
Cover Image
Fundamentals, derivatives market information and oil price volatility
Robe, Michel A.; Wallen, Jonathan - In: The journal of futures markets 36 (2016) 4, pp. 317-344
Persistent link: https://www.econbiz.de/10011568424
Cover Image
How important are global factors for understanding the dynamics of international capital flows?
Eller, Markus; Huber, Florian; Schuberth, Helene - 2018
We propose a dynamic factor model with time-varying parameters and stochastic volatility to analyze the relationship … country-specific capital flow volatility and that the impact of these variables has become even more important since the 2008 …
Persistent link: https://www.econbiz.de/10011929696
Cover Image
How important are global factors for understanding the dynamics of international capital flows?
Eller, Markus; Huber, Florian; Schuberth, Helene - In: Journal of international money and finance 109 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012403958
Cover Image
Krieg, Kooperation, Kursverlauf : die internationale politische Ökonomie von Finanzmärkten
Schneider, Gerald; Bechtel, Michael; Fahrholz, Christian - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003767804
Cover Image
Volatility integration of crude oil, gold, and interest rates on the exchange rate : DCC GARCH and BEKK GARCH applications
Rastogi, Shailesh; Kanoujiya, Jagjeevan; Doifode, Adesh - In: Cogent business & management 11 (2024) 1, pp. 1-17
conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily … theories of market connectivity. The results are as expected (from the previous literature) for conditional volatility, whereas … findings regarding volatility spillover effects (VSE) and are surprising. The findings of the study imply the separation of …
Persistent link: https://www.econbiz.de/10014543455
Cover Image
The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768