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Global and regional co-movement of the MENA stock markets

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Persistent link: https://www.econbiz.de/10009725127

Capital market integration in the Middle East and North Africa

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An unobserved component model of asset pricing across financial markets

Cowan, Adrian M.; Joutz, Frederick L. - In: International review of financial analysis 15 (2006) 1, pp. 86-107

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Model-based business cycle and financial cycle decomposition for Europe and the U.S.

Koopman, Siem Jan; Lit, Rutger; Lucas, André - 2016

We develop a multivariate unobserved components model to extract business cycle and financial cycle indicators from a panel of economic and financial time series of four large developed economies. Our model is flexible and allows for the inclusion of cycle components in different selections of...

Persistent link: https://www.econbiz.de/10011520505