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Spillover and quantile linkage between oil price shocks and stock returns : new evidence from G7 countries
Jiang, Yonghong; Tian, Gengyu; Mo, Bin - In: Financial innovation : FIN 6 (2020) 42, pp. 1-26
The link between crude oil price and stock returns of the Group of Seven (G7) countries (Canada, France, Germany, Italy …
Persistent link: https://www.econbiz.de/10012418406
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999-2000?
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
This paper analyzes the factors underlying the weakness of the euro. For this purpose, the framework advocated by Clarida and Gali (1994) is used. Within this model, three structural shocks drive the dynamics of the endogenous variables: aggregate supply shocks, aggregate spending shocks, and...
Persistent link: https://www.econbiz.de/10011473872
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Sources of euro real exchange rate fluctuations : what is behind the euro weakness in 1999 - 2000
Döpke, Jörg; Gottschalk, Jan; Kamps, Christophe - 2001
Persistent link: https://www.econbiz.de/10001584428
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A reappraisal of the border effect on relative price volatility
Cheung, Yin-Wong (contributor); Lai, Kon-sun (contributor) - 2006
effect estimation. Moreover, using a direct decomposition method, two conditions governing the strength of the border effect …
Persistent link: https://www.econbiz.de/10003300940
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A reappraisal of the border effect on relative price volatility
Cheung, Yin-Wong; Lai, Kon-sun - In: International economic journal 20 (2006) 4, pp. 495-513
Persistent link: https://www.econbiz.de/10003407480
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Testing for financial spillovers in calm and turbulent periods
Aliyu, Shehu U. R.; Abdulsalam, Nafiu B.; Bawa, Sani - In: West African journal of monetary and economic integration 18 (2018) 2, pp. 1-27
-space parameterization of Markov Regime Switching Model with skew-normal distribution and the Markov Chain Monte Carlo (MCMC) estimation …
Persistent link: https://www.econbiz.de/10013348418
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Dual listed stocks and asymmetric volatility spillover : the case of UK, Germany and France
Asimakopoulos, Ioannis - 1997
Persistent link: https://www.econbiz.de/10000979098
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Volatility spillovers across equity markets : European evidence
Kanas, Angelos - In: Applied financial economics 8 (1998) 3, pp. 245-256
Persistent link: https://www.econbiz.de/10001244168
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Non-market interaction in primary equity markets : evidence from France and Germany
Stolpe, Michael - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002059028
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Non-market interaction in primary equity markets : evidence from France and Germany
Stolpe, Michael - 2004
Persistent link: https://www.econbiz.de/10002092797