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Is there a common European business cycle? : new insights from a frequency domain analysis
Breitung, Jörg; Candelon, Bertrand - In: Vierteljahrshefte zur Wirtschaftsforschung 70 (2001) 4, pp. 331-338
clearly rejected for U.K. data whereas some weak evidence for a joint cyclical pattern is found for France, The Netherlands … einige schwache Anzeichen für ein gemeinsames Konjunkturmuster für Frankreich, die Niederlande, Österreich und Deutschland …
Persistent link: https://www.econbiz.de/10010493797
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Convergence in European GDP series : a multivariate common converging trend-cycle decomposition
Luginbuhl, Rob; Koopman, Siem Jan - In: Journal of applied econometrics 19 (2004) 5, pp. 611-636
Persistent link: https://www.econbiz.de/10002342792
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The common converging trend-cycle model : estimation, modeling and an application to European convergence
Luginbuhl, Rob; Koopman, Siem Jan - In: Monographs of official statistics : papers and …, (pp. 264-291). 2004
Persistent link: https://www.econbiz.de/10003398184
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Convergence in European GDP series : a multivariate common converging trend-cycle decomposition
Luginbuhl, Rob; Koopman, Siem Jan - 2003
Persistent link: https://www.econbiz.de/10001791917
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Visualising and forecasting Covid-19
Ritschl, Albrecht - In: Covid economics : vetted and real-time papers (2020) 5, pp. 79-105
Persistent link: https://www.econbiz.de/10012210845
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Long term dependence in stock returns
Jacobsen, Ben - In: Journal of empirical finance 3 (1996) 4, pp. 393-417
Persistent link: https://www.econbiz.de/10001215361
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Excess stock returns and news : evidence from European markets
Malliaropulos, Dimitrios - In: European financial management : the journal of the … 4 (1998) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10001244084
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New panel unit root tests of PPP
Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
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Excess Stock Returns and News : Evidence from European Markets
Malliaropulos, Dimitris - 2022
This paper aims at decomposing the forecast error variance of excess returns in five major European stock markets into the variance of news about future excess returns, dividends and real interest rates. Special emphasis is given on the issue of stationarity and structural breaks in the...
Persistent link: https://www.econbiz.de/10014236921
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Are international stock returns predictable? : An examination of linear and non-linear pridictability using generalized spectral tests
McPherson, Matthew Q.; Palardy, Joseph - In: Journal of international financial markets, … 17 (2007) 5, pp. 452-464
Persistent link: https://www.econbiz.de/10003609496