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Connectedness in vector equilibrium problems involving cones with possibly empty interior
Sach, P. H. - In: Operations research letters 44 (2016) 2, pp. 177-179
Persistent link: https://www.econbiz.de/10011457269
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Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon; Hernandez, Jose Arreola; Sadorsky, Perry A. - In: Energy economics 99 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
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Measuring real-financial connectedness in the US economy
Uluceviz, Erhan; Yılmaz, Kamil - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013188338
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The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains
Zhang, Yue-jun; Yan, Xing-Xing - In: International review of economics & finance : IREF 69 (2020), pp. 750-768
Persistent link: https://www.econbiz.de/10012487449
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Mapping out network connections between residential property markets
Milunovich, George - In: Economics letters 189 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012227971
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Mixed-frequency macro-financial spillovers
Cotter, John; Hallam, Mark; Yılmaz, Kamil - 2017
We develop a new methodology to analyse spillovers between the real and financial sides of the economy that employs a mixed-frequency modelling approach. This enables high-frequency financial and low-frequency macroeconomic data series to be employed directly, avoiding the data aggregation and...
Persistent link: https://www.econbiz.de/10011609954
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Did spillovers from Europe indeed contribute to the 2010 U.S. flash crash?
Jansen, David-Jan - 2019
Persistent link: https://www.econbiz.de/10011962948
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Economic policy uncertainty in the US and China and their impact on the global markets
Zhang, Dayong; Lei, Lei; Ji, Qiang; Kutan, Ali Mustafa - In: Economic modelling 79 (2019), pp. 47-56
Persistent link: https://www.econbiz.de/10012199018
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Polarized politics of pandemic response and the Covid-19 connectedness across the U.S. states
Akovalı, Umut; Yılmaz, Kamil - 2020
, leading to different growth trajectories of Covid-19 cases and their connectedness across the U.S. states. Our regression … response to the pandemic. Moving to the analysis of spillovers/connectedness of Covid-19 cases across the states, we apply the … Diebold-Yilmaz connectedness methodology to the growth rates of Covid-19 cases. Using the total directional connectedness …
Persistent link: https://www.econbiz.de/10012318134
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Measuring real-financial connectedness in the U.S. economy
Uluceviz, Erhan; Yılmaz, Kamil - 2018
We analyze connectedness between the real and financial sectors of the U.S. economy. Using the weekly ADS index of the … distress and/or business cycle turning points the direction of connectedness runs from the real sector to financial markets … might not be the best representative of the real activity to be used in the connectedness analysis. As an alternative, we …
Persistent link: https://www.econbiz.de/10011899766