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Detecting shift-contagion in currency and bond markets
Gravelle, Toni; Kichian, Maral; Morley, James C. - In: Journal of international economics 68 (2006) 2, pp. 409-423
Persistent link: https://www.econbiz.de/10003300543
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Preference shocks, international frictions, and international business cycles
Hirata, Hideaki - In: Journal of Asian economics 34 (2014), pp. 92-104
Persistent link: https://www.econbiz.de/10010511611
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Monetary policy and the relative price of durable goods
Cantelmo, Alessandro; Melina, Giovanni - 2015
In a VAR model of the US, the response of the relative price of durables to a monetary contraction is either flat or mildly positive. It significantly falls only if narrowly defined as the ratio between new house and nondurables prices. These findings survive three identification strategies and...
Persistent link: https://www.econbiz.de/10010515460
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A wavelet-based approach to filter out symmetric macroeconomic shocks
Marsalek, Roman; Pomenkova, Jitka; Kapounek, Svatopluk - In: Computational economics 44 (2014) 4, pp. 477-488
Persistent link: https://www.econbiz.de/10010489866
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Foreign shocks on Chilean financial markets : spillovers and comovements between bond and equity markets
Morales, Marco; Moreno, Carola; Vio, Camilo - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 35-50
Persistent link: https://www.econbiz.de/10010485823
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The business cycle, macroeconomic shocks and the cross section : the growth of UK quoted companies
Higson, C. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001628522
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Detecting shift contagion in currency and bond markets
Gravelle, Toni; Kichian, Maral; Morley, James C. - In: Financial market structure and dynamics : proceedings …, (pp. 85-89). 2002
Persistent link: https://www.econbiz.de/10001787204
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Shift contagion in asset markets
Gravelle, Toni; Kichian, Maral; Morley, James C. - 2003
Persistent link: https://www.econbiz.de/10001738816
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Common shocks, common dynamics and the international business cycle
Centoni, Marco; Cubadda, Cianluca; Hecq, Alain W. J. - 2003
Persistent link: https://www.econbiz.de/10001794070
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Comovement across BRICS and the US stock markets : a multitime scale wavelet analysis
Batondo, Musumba; Uwilingiye, Josine - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-21
. The current study examines the co-movement of stock markets in BRICS (Brazil, Russia, India, China and South Africa … these data to determine the multihorizon nature of comovement (pure contagion or interdependence) and the dynamics of market … short- and long-term integration strengthened and deepened comovement among equity markets. From the portfolio …
Persistent link: https://www.econbiz.de/10013252768