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Asset price shocks, real expenditures, and financial structure : a multi-country analysis
Chirinko, Robert S. (contributor); Haan, Leo de (contributor) - 2008
countries, Japan, and the United States to shocks in housing and equity prices. The effects are assessed with a Structural …
Persistent link: https://www.econbiz.de/10003730274
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Estimation of the common and country-specific shock to stock prices
Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Journal of the Japanese and international economies : … 19 (2005) 3, pp. 322-337
Persistent link: https://www.econbiz.de/10003176640
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Asset price shocks, real expenditures, and financial structure : a multi-country analysis
Chirinko, Robert S.; Haan, Leo de; Sterken, Elmer - 2004
Persistent link: https://www.econbiz.de/10002848461
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Asset price shocks, real expenditures, and financial structure : a multi-country analysis
Chirinko, Robert S. (contributor); Haan, Leo de (contributor) - 2004
Persistent link: https://www.econbiz.de/10002598403
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
Persistent link: https://www.econbiz.de/10010410189
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
This paper features an analysis of volatility spillover effects from Australia's major trading partners, namely, China …, Japan, Korea and the United States, for a period running from 12th September 2002 to 9th September 2012. This captures the …
Persistent link: https://www.econbiz.de/10010391535
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Money, Stock Prices and Central Banks : A Cointegrated VAR Analysis
Wiedmann, Marcel - 2011
This contribution applies the cointegrated vector autoregressive (CVAR) model to analyze the long-run behavior and short-run dynamics of stock markets across five developed and three emerging economies. The main objective is to check whether liquidity conditions play an important role in stock...
Persistent link: https://www.econbiz.de/10014015328
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Money, stock prices and central banks : a cointegrated VAR analysis
Wiedmann, Marcel - 2011
Persistent link: https://www.econbiz.de/10009125795
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Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982-2002
Dungey, Mardi H.; Fry, Renée; Martin, Vance - In: Global finance journal 15 (2004) 1, pp. 81-102
Persistent link: https://www.econbiz.de/10002125860
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Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982 to 2002
Dungey, Mardi H.; Fry, Renee; Martin, Vance - 2003
Persistent link: https://www.econbiz.de/10001808712