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that also incorporates possible cointegration between the futures and spot markets. The evidence supports both hypotheses …
Persistent link: https://www.econbiz.de/10009448857
There are a number of econometrics tools to deal with the different type of situations in which cointegration can …
Persistent link: https://www.econbiz.de/10011500010
saving rate at the top, i.e. the ratio of the saving rate of rich individuals to the aggregate saving rate. The cointegration …
Persistent link: https://www.econbiz.de/10013333564
after the German reunification, cointegration is found between both variables suggesting a slightly positive relationship. …
Persistent link: https://www.econbiz.de/10010460495
This paper examines the farm-retail price transmission mechanism in the Greek milk market by using monthly data for the period from January 1998 to June 2014. Through this period, the dairy industry underwent significant changes, resulting in increasing concentration in the market for fresh...
Persistent link: https://www.econbiz.de/10011725321
time series data for the period 1980-2009. Cointegration and error correction techniques are used for this analysis and …
Persistent link: https://www.econbiz.de/10010283044
Persistent link: https://www.econbiz.de/10009301172
Persistent link: https://www.econbiz.de/10009248399
Has the "Swiss interest rate anomaly" persisted after the financial crisis? Regarding the hypothesis that the Swiss interest rate anomaly results from systemic risk anticipation, we discuss whether Switzerland remains an interest rate island in the wake of the financial crisis. We find evidence...
Persistent link: https://www.econbiz.de/10011392550
Persistent link: https://www.econbiz.de/10011337846