Results 11 to 20 of about 572,132 (309)
Stock market co-movement in the Caribbean [PDF]
Economic Issues, 2010 This paper investigates co-movement in five Caribbean stock markets (Barbados, Jamaica and Trinidad and Tobago, The Bahamas and Guyana) using common factor analysis. The common factors are obtained using principal component analysis and therefore account
Harrison, B, Moore, W
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The Excess Co-Movement of Commodity Prices [PDF]
The Economic Journal, 1990 This paper tests and confirms the existence of a puzzling phenomenon - the prices of largely unrelated raw commodities have a persistent tendency to move together. We show that this comovement of prices is well in excess of anything that can be explained
Julio J. Rotemberg, Robert S. Pindyck
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Organizational Capital and the International Co-movement of Investment [PDF]
Journal of Macroeconomics, 2011 A productivity shock leads to a large international transfer of capital and negative co-movement of investment in the typical two-country real business cycle model. Most recent models that attempt to reduce or remove this transfer produce unrealistically
Alok Johri +2 more
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Predicting Co-movement patterns in mobility data [PDF]
GeoInformatica, 2022 AbstractPredictive analytics over mobility data is of great importance since it can assist an analyst to predict events, such as collisions, encounters, traffic jams, etc. A typical example is anticipated location prediction, where the goal is to predict the future location of a moving object, given a look-ahead time.
Andreas Tritsarolis +4 more
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Did Brexit change asset co-movements? [PDF]
Journal of Financial Economic Policy, 2021 Purpose This paper aims to examine the impact of the Brexit referendum on the risk structure of financial asset prices. Co-movements are analysed using daily price returns of major stock and bond indices as well as commodities and exchange rates from June 2014 to June 2018.
Shrabani Saha +3 more
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The Brexit impact on European market co-movements [PDF]
Annals of Operations Research, 2021 The aim of this paper is to investigate the impact of Brexit on the dependence between European financial markets. We use the Diebold and Yilmaz (2009, 2012) approach to better map the relationship between the three main European markets and we propose an Optimal portfolio weighting to gain insights into the portfolio design dynamics in the period ...
Hachmi Ben Ameur, Waël Louhichi
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Co-Movement Pattern Mining from Videos
Proceedings of the VLDB Endowment, 2023 Co-movement pattern mining from GPS trajectories has been an intriguing subject in spatial-temporal data mining. In this paper, we extend this research line by migrating the data source from GPS sensors to surveillance cameras, and presenting the first investigation into co-movement pattern mining from videos.
Dongxiang Zhang +5 more
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Investment Shocks and Macroeconomic Co-Movement [PDF]
SSRN Electronic Journal, 2011 Recent studies fi nd that shocks to the marginal efficiency of investment are a main driver of business cycles. Yet, they struggle to explain why consumption co-moves with real variables such as investment and output, which is a typical feature of an empirically recognizable business cycle.
Furlanetto, Francesco +2 more
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The co-movement of couples’ incomes [PDF]
Review of Economics of the Household, 2006 While there is a large literature on how individual incomes move over time, we know much less about couples’ joint income dynamics. Current research on individual income dynamics has increasingly considered heterogeneity—do all individuals’ incomes evolve in the same way, or does a particular individual’s income evolve in the same way throughout their ...
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Commonality in Liquidity Indices: The Emerging European Stock Markets
Systems, 2019 The aim of the paper is to examine commonality in liquidity indices across emerging European stock markets. Five markets are included in the study: Hungarian, Czech, Polish, Russian and Turkish, in the period from 2008 to 2017.
Barbara Będowska-Sójka +1 more
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