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Do survey indicators let us see the business cycle? : a frequency decomposition

Dresse, Luc; Van Nieuwenhuyze, Christophe - 2008

This paper uses a frequency domain approach to gain insight into the correlation between survey indicators and year … of the correlation between survey indicators and year-on-year GDP growth at the different frequencies to explain their … overall correlation. We show that survey indicators, similar to year-on-year GDP growth, do not perfectly reflect business …

Persistent link: https://www.econbiz.de/10011610229

Correlations between insurance lines of business : an illusion or a real phenomenon? : some methodological considerations

Avanzi, Benjamin; Taylor, Greg; Wong, Bernard - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 225-263

Persistent link: https://www.econbiz.de/10011576713

Essentials aspects on macroeconomic variables and their correlations

Anghelache, Constantin; Manole, Alexandru; Anghel, … - In: Theoretical and applied economics : GAER review 23 (2016) 1, pp. 151-162

Persistent link: https://www.econbiz.de/10011563809

Athen's game of chicken or the conditional dependence between the Greek banks

Derbali, Abdelkader; Hallara, Slaheddine; Sy, Aida - In: International journal of economics and accounting : IJEA 7 (2016) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10011636103

An investigation of hypothetical variance-covariance matrix stress-testing

Rayer, Quintin - In: Journal of risk management in financial institutions 9 (2016) 3, pp. 264-288

Persistent link: https://www.econbiz.de/10011661846

How to combine a billion alphas

Kakushadze, Zura; Yu, Willie - In: The journal of asset management 18 (2017) 1, pp. 64-80

Persistent link: https://www.econbiz.de/10011592763

Core earnings uncertainty, dividend change announcements and the reduction of covariance component risks

Dempsey, Stephen J.; Harrison, David M.; Sheng, Hainan - In: Journal of business finance & accounting : JBFA 42 (2015) 9/10, pp. 1075-1120

Persistent link: https://www.econbiz.de/10011535857

Commodity spread option pricing and the economic fundamentals of crack spreads

Kolpakov, Ilya - 2014

Persistent link: https://www.econbiz.de/10010516044

Bayesian analysis of asymmetric stochastic conditional duration model

Men, Zhongxian; Kolkiewicz, Adam W.; Wirjanto, Tony S. - In: Journal of forecasting 34 (2015) 1, pp. 36-56

Persistent link: https://www.econbiz.de/10011305352

A study of the effect of macroeconomic variables on stock market : Saudi perspective

Samontaray, Durga Prasad; Nugali, Sultan; Sasidhar, Bokkasam - In: International journal of financial research 5 (2014) 4, pp. 120-127

Persistent link: https://www.econbiz.de/10010459123