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Oil prices and US stock prices
Christofi, Andreas C.; Christofi, Petros C.; Agacer, Gilda - In: The international journal of finance 26 (2014) 3, pp. 333-343
Persistent link: https://www.econbiz.de/10011378795
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Impact of exchange rate fluctuations on US stock market returns
Bhargava, Vivek; Konku, Daniel - In: Managerial finance 49 (2023) 10, pp. 1535-1557
Persistent link: https://www.econbiz.de/10014428700
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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - In: International journal of economics and finance 6 (2014) 7, pp. 53-70
Persistent link: https://www.econbiz.de/10010384712
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US monetary policy and spillovers to select EMEs : an episodic analysis
Sahoo, Satyananda; Shankar, Shiv; Anthony, Jessica M. - In: Research in finance 36 (2020), pp. 67-97
Persistent link: https://www.econbiz.de/10012583839
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Quantifying the announcement effects in the U.S. lumber futures market
Ismailova, Zarina; Etienne, Xiaoli Liao; Shakya, Shishir; … - In: Journal of forest economics : JFE 35 (2020) 4, pp. 375-395
Persistent link: https://www.econbiz.de/10012630842
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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
concentrate on modeling the conditional mean. However, financial time series exhibit certain stylized features such as volatility … to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices …. A generalized autoregressive conditional heteroscedasticity (GARCH) model is applied to the data of four large US banks …
Persistent link: https://www.econbiz.de/10010209431
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Improving volatility forecasts with GED-GARCH model: evidence from U.S. stock market
Giacalone, Massimiliano; Mattera, Raffaele; Cozzucoli, … - In: The empirical economics letters : a monthly … 18 (2019) 7, pp. 785-791
Persistent link: https://www.econbiz.de/10012315480
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Price Transmission Asymmetries and Nonlinearities in the International Coffee Supply Chain
Lee, Jun; Gomez, Miguel I. - 2011
We examine two distinct and important dimensions (e.g. symmetry vs. asymmetry and linearity vs. nonlinearity) of price transmission from international to retail coffee prices in France, Germany and the United States. We show that ignoring these two features of the price transmission process may...
Persistent link: https://www.econbiz.de/10009444363
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Competiveness of Latin American Exports in the U.S. Banana Market
Muhammad, Andrew; Fonsah, Esendugue Greg; Zahniser, Steven - Southern Agricultural Economics Association - SAEA - 2011
U.S. banana demand differentiated by country of origin is estimated using the generalized dynamic Rotterdam model. Results indicate that dynamic factors play a significant role in determining the allocation of U.S. banana expenditures across exporting sources. Of particular interest is...
Persistent link: https://www.econbiz.de/10008922589
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Competition between the U.S. and West Africa in International Cotton Trade: A Focus on Import Demand in China
Muhammad, Andrew; McPhail, Lihong Lu; Kiawu, James - Agricultural and Applied Economics Association - AAEA - 2011
We estimate the demand for imported cotton in China and assess the competitiveness of cotton-exporting countries. Given the assertion that African cotton producers are ill affected by U.S. cotton subsidies, our focus is the price competition between the C4 countries (Benin, Burkina Faso, Chad...
Persistent link: https://www.econbiz.de/10009002477