Results 71 to 80 of about 11,876 (166)
Financial Integration and International Transmission of Business Cycles: Evidence from Dynamic Correlations [PDF]
We estimate determinants of dynamic correlations of output comovement of OECD countries between 1990 and 2008. We show that trade intensity, degree of financial integration and specialization pattern have significantly different effects on comovements at
Jarko Fidrmuc +2 more
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The Value of Active Investing: Can Active Institutional Investors Remove Excess Comovement of Stock Returns? [PDF]
, 2012 Pengfei Ye
openalex +1 more source
An Ever Closer Union? Examining The Evolution Of The Integration Of European Equity Markets Via Minimum Spanning Trees [PDF]
The concept of a minimum spanning tree (MST) is used to study the process of comovements for 21 European Union stock market indices. We show how the asset tree and its related hierarchical tree evolve over time and describe the dynamics.
Brian Lucey +2 more
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The impact of the Covid-19 related media coverage upon the five major developing markets. [PDF]
PLoS One, 2021 Umar Z, Gubareva M, Sokolova T.
europepmc +1 more source
Patterns of Comovement: The Role of Information Technology in the U.S. Economy
, 2004 Hyunbae Chun +3 more
openalex +1 more source
Employment comovements at the sectoral level over the business cycle [PDF]
This paper extends the technique suggested by den Haan (2000) to investigate contemporaneous as well as lead and lag correlations among economic data for a range of forecast horizons.
Cassou, Steven P. +1 more
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Gold and the U.S. Dollar: Tales from the Turmoil [PDF]
We investigate how the relation between gold prices and the U.S. Dollar has been affected by the recent turmoil in financial markets. We use spot prices of gold and spot bilateral exchange rates against the Euro and the British Pound to study the pattern
Massimiliano Marzo, Paolo Zagaglia
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International Business Cycles with Mutliple Input Investment Technologies [PDF]
Backus, Kehoe, and Kydland (International Real Business Cycles, JPE, 100 (4), 1992) documented several discrepancies between the observed post-war business cycles of developed countries and the predictions of a two-country, complete-market model.
Oviedo, P. Marcelo, Singh, Rajesh
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