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Reconciling low cross-country consumption correlations with international risk sharing
Pakko, Michael Robert - 1994
Persistent link: https://www.econbiz.de/10000896968
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Correlations in price changes and volatility across international stock markets
Hamao, Yasushi; Masulis, Ronald W.; Ng, Victor - 1989
Persistent link: https://www.econbiz.de/10000133035
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Are correlations constant over time? : application of the CC-TRIGt-test to return series from different asset classes
Fischer, Matthias (contributor) - 2007
A new test for constant correlation is proposed. Based on the bivariate Student-t distribution, this test is derived as Lagrange multiplier (LM) test. Whereas most of the traditional tests (e.g. Jennrich, 1970, Tang, 1995 and Goetzmann, Li & Rouwenhorst, 2005) specify the unknown correlations as...
Persistent link: https://www.econbiz.de/10003633489
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Common patterns in commonality in returns, liquidity, and turnover around the world
Karolyi, G. Andrew (contributor); Lee, Kuan-hui (contributor) - 2007
Persistent link: https://www.econbiz.de/10003639312
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Locus of control and well-being at work : how generalizable are Western findings?
Spector, Paul E.; Cooper, Cary; Sanchez, Juan I.; … - 2008
Persistent link: https://www.econbiz.de/10003728866
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Imports-exports correlation : a new puzzle?
Bebczuk, Ricardo (contributor) - 2008
Persistent link: https://www.econbiz.de/10003645929
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The effect of reporting errors on the cross-country relationship between inequality and crime
Gibson, John K.; Kim, Bonggeun - In: Journal of development economics 87 (2008) 2, pp. 247-254
Persistent link: https://www.econbiz.de/10003769342
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Short-term predictability of crude oil markets : a detrended fluctuation analysis approach
Alvarez-Ramirez, Jose; Alvarez, Jesus; Rodríguez … - In: Energy economics 30 (2008) 5, pp. 2645-2656
Persistent link: https://www.econbiz.de/10003774159
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Financial development and intersectional allocation : a new approach
Fisman, Raymond; Love, Inessa - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2785-2808
Persistent link: https://www.econbiz.de/10002503616
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Democracy and development : the devil in the details
Persson, Torsten (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003320337