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Predicting excess returns in financial markets
Canova, Fabio; Marrinan, Jane Ellen - 1993
Persistent link: https://www.econbiz.de/10000865568
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Predicting excess returns in financial markets
Canova, Fabio - In: European economic review : EER 39 (1995) 1, pp. 35-69
Persistent link: https://www.econbiz.de/10001176488
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Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio - In: Journal of economic dynamics & control 20 (1996) 4, pp. 709-750
Persistent link: https://www.econbiz.de/10001194699
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Profits, risk, and uncertainty in foreign exchange markets
Canova, Fabio - In: Journal of monetary economics 32 (1993) 2, pp. 259-286
Persistent link: https://www.econbiz.de/10001157063
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Determinación del tipo de cambio en modelos con agentes maximizadores racionales
Canova, Fabio - In: Información comercial española / Cuadernos económicos (1993), pp. 145-172
Persistent link: https://www.econbiz.de/10001163504
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Sources and propagation of international output cycles : common shocks of transmission?
Canova, Fabio; Marrinan, Jane Ellen - In: Journal of international economics 46 (1998) 1, pp. 133-166
Persistent link: https://www.econbiz.de/10001395871
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Reconciling the term structure of interest rates with the consumption-based ICAP model
Canova, Fabio; Marrinan, Jane - In: Journal of economic dynamics & control 20 (1996) 4, pp. 709
Persistent link: https://www.econbiz.de/10006794570
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Sources and propagation of international output cycles: Common shocks or transmission?
Canova, Fabio; Marrinan, Jane - In: Journal of international economics 46 (1998) 1, pp. 133-166
Persistent link: https://www.econbiz.de/10007692730
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Profits, risk, and uncertainty in foreign exchange markets
Canova, Fabio; Marrinan, Jane - In: Journal of monetary economics 32 (1993) 2, pp. 259-286
Persistent link: https://www.econbiz.de/10007715130
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Sources and Propagation of International Cycles : Common Shocks or Transmission?
Marrinan, Jane; Canova, Fabio - 2014
This paper studies the generation and transmission of international cycles in a multi-country model with production and consumption interdependencies. Two sources of disturbance are considered, and three channels of propagation are compared. In the short run the contemporaneous correlation of...
Persistent link: https://www.econbiz.de/10014089398