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Granular Origin of Comovement in Fluctuations
Chakrabati, Anindya S.; Tomar, Shekhar - 2021
We study the origin of comovement in economic fluctuations across regions in India through a unique administrative dataset on plant-level sales. Regional sales exhibit a high level of comovement that can be traced to a small number of large plants located in different regions, indicating a...
Persistent link: https://www.econbiz.de/10013212540
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Housing price cycle interdependencies and comovement : a Markov-Switching approach
Cohen, Jeffrey; Coughlin, Cletus Charles; Soques, Daniel - In: Journal of real estate research : JRER ; a publication … 46 (2024) 2, pp. 159-188
Persistent link: https://www.econbiz.de/10014582197
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Business cycle synchronization of the euro area with the new and negotiating member countries
Savva, Christos S.; Neanidis, Kyriakos C.; Osborn, Denise R. - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 288-306
Persistent link: https://www.econbiz.de/10008702340
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Time-varying stock return correlation, news shocks, and business cycles
Metiu, Norbert; Prieto, Esteban - 2023 - November 25, 2022
innovation to stock return correlation in a vector autoregression are nearly identical to those of a news shock about future … productivity. Thus, market-wide changes in return correlation contain information about changes in future technological …
Persistent link: https://www.econbiz.de/10014227600
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Investigating the drivers of international comovement in real financial asset returns
McKinnon, Kate - 2019
Persistent link: https://www.econbiz.de/10012224630
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Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish; Pathak, Rajesh; Tiwari, Aviral Kumar; … - In: Applied economics 49 (2017) 31/33, pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
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Dynamic spillover effects of macroeconomic risks on foreign exchange markets in emerging countries
Güngör, Arifenur; Güngör, Mahmut Sami - In: The empirical economics letters : a monthly … 19 (2020) 7, pp. 683-692
Persistent link: https://www.econbiz.de/10012596724
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Essays in international macroeconomics
Scholl, Almuth - 2006
Persistent link: https://www.econbiz.de/10003315521
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Discussion of "Microeconomic uncertainty, international trade, and aggregate fluctuations"
Lustig, Hanno - In: Journal of monetary economics 69 (2015), pp. 39-41
Persistent link: https://www.econbiz.de/10011326721
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International business cycles and remittance flows
Cooray, Arusha; Mallick, Debdulal - In: The B.E. journal of macroeconomics 13 (2013) 1, pp. 515-547
Persistent link: https://www.econbiz.de/10010228635