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Average idiosyncratic volatility in G7 countries

Guo, Hui; Savickas, Robert - In: The review of financial studies 21 (2008) 3, pp. 1259-1296

Persistent link: https://www.econbiz.de/10003742243

Co-movements of sector index returns in the world's major stock markets in bull and bear markets : portfolio diversification implications

Meriç, İlhan; Ratner, Mitchell; Meriç, Gülser - In: International review of financial analysis 17 (2008) 1, pp. 156-177

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Public sector employment in ten western countries

Derlien, Hans-Ulrich (ed.) - 2008

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International evidence on sticky consumption growth

Carroll, Chris (contributor); Slacalek, Jirka (contributor); … - 2008

We estimate the degree of "stickiness" in aggregate consumption growth (sometimes interpreted as reflecting consumption habits) for thirteen advanced economies. We find that, after controlling for measurement error, consumption growth has a high degree of autocorrelation, with a stickiness...