MACROECONOMIC SYNCHRONIZATION BETWEEN G3 COUNTRIES [PDF]
This paper studies the existence of a world business cycle by examining quarterly and annual comovements in production, prices, and interest rates in the three main world economies: Germany, Japan and the U.S.
Amado Peiró
core
The process of transferring negative impulses in capital markets - a wavelet analysis. [PDF]
J Appl Stat, 2022 Burzala MM.
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Volatility and Comovement in a Globalized World Economy An Empirical Exploration
, 2003 M. Ayhan Kose +2 more
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Co-movements of international equity markets: a large-scale factor model approach [PDF]
We analyze the comovements of a set of country-sector indexes from 45 different countries studying their factor decomposition based on a PCA analysis for a large cross section framework.
Catherine Bruneau, Juliana Caicedo-llano
core
Untangling the complexity of market competition in consumer goods-A complex Hilbert PCA analysis. [PDF]
PLoS One, 2021 Mizuno M, Aoyama H, Fujiwara Y.
europepmc +1 more source
By force of demand: explaining international comovements and the saving-investment correlation puzzle [PDF]
This paper explores the possibility that economic fluctuations may be largely demand-driven. It is shown that the stylized open-economy business cycle regularities documented by Feldstein and Horioka (1980) and Backus, Kehoe and Kydland (1992) can be ...
Yi Wen
core
Hedge Your Costs: Exchange Rate Risk and Endogenous Currency Invoicing [PDF]
The choice of invoicing currency for trade is crucial for the international transmission of macroeconomic policy. This paper develops a three-country model that endogenizes the choice of invoicing currency and that allows for a share of firms' costs to ...
Novy, Dennis
core
Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak. [PDF]
Int Rev Financ Anal, 2021 Hung NT, Vo XV.
europepmc +1 more source
Investigating the Drivers of International Comovement in Real Financial Asset Returns
, 2019 Kate McKinnon
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