Similar Search Results

How did the financial crisis alter the correlations of U.S. yield spreads?

Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - 2013

Persistent link: https://www.econbiz.de/10009704261

Codependence and cointegration

Trenkler, Carsten; Weber, Enzo - 2009

Persistent link: https://www.econbiz.de/10003908288

Testing for codependence of non-stationary variables

Trenkler, Carsten; Weber, Enzo - 2010

Persistent link: https://www.econbiz.de/10008697059

Identifying time variability in stock and interest rate dependence

Stein, Michael; Islami, Mevlud; Lindemann, Jens - 2012

The correlation between stock markets and interest rates has been discussed in numerous studies in the past, with … which allow for time-variability and regime changes in correlation. All estimated models allowing for timevarying … correlation complement each other in identifying time-varying patterns found in the (co-)movement between the variables …

Persistent link: https://www.econbiz.de/10009625556

Interest rates and output in the long-run

Aksoy, Yunus (contributor); … - 2004 - [Elektronische Ressource]

In this paper we argue that both statistics and economic theory-based evidence largely indicate the absence of long run relationships between the real output and the most relevant monetary indicator for the U.K. and the U.S short term interest rates. These findings are not only a full sample...

Persistent link: https://www.econbiz.de/10002190275

Interest rates and output in the long-run

Aksoy, Yunus (contributor); … - 2005

In this paper we argue that both statistics and economic theory-based evidence largely indicate the absence of long run relationships between the real output and the most relevant monetary indicator for the U.K. and the U.S, short term interest rates. These findings are not only a full sample...