Narrow search
Showing 1 - 10 of 18,814
Cover Image
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Cover Image
National and supranational business cycles (1960 - 2000) : a multivariate description of central G7 and EURO15 NIPA aggregates
Süssmuth, Bernd - 2002
This paper applies volatility measures and VAR spectral analytic techniques to give a thorough description of the salient business cycle characteristics of central NIPA aggregates for the G7. Furthermore, their role in contributing to the supranational G7 and EURO15 cyclic dynamics is...
Persistent link: https://www.econbiz.de/10011408998
Cover Image
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.; Fakih, Ali; Ghosh, Sajal; Kanjilal, … - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
Cover Image
The recent effects of exchange rate on international trade
Choi, Myoung Shik - In: Prague economic papers : a bimonthly journal of … 26 (2017) 6, pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
Cover Image
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna; Wróblewska, Justyna - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Cover Image
Economic policy uncertainty in G7 countries : evidence of long-range dependence and cointegration
Yaya, OlaOluwa S.; Abu, Nurudeen; Ogundunmade, Tayo P. - In: Economic change & restructuring 54 (2021) 2, pp. 541-556
Persistent link: https://www.econbiz.de/10012543593
Cover Image
On interest rate dynamics and change in persistence
Scheithauer, Jan - 2008
Persistent link: https://www.econbiz.de/10003796790
Cover Image
A multiplicative error model with heterogeneous components for forecasting realized volatility
Han, Heejoon; Park, Myung D.; Zhang, Shen - In: Journal of forecasting 34 (2015) 3, pp. 209-219
Persistent link: https://www.econbiz.de/10011305259
Cover Image
Measuring time-varying financial market integration : an unobserved components approach
Berger, Tino; Pozzi, Lorenzo - In: Journal of banking & finance 37 (2013) 2, pp. 463-473
Persistent link: https://www.econbiz.de/10009705640
Cover Image
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael - 2004
Persistent link: https://www.econbiz.de/10002392690