Results 81 to 90 of about 11,876 (166)
International Financial Connection and Stock Return Comovement [PDF]
, 2019 Sakai Ando
openalex +1 more source
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market [PDF]
In this paper we develop a multi-factor model for the yields of corporate bonds. The model allows the analysis of factors which influence the changes in the term structure of corporate bonds.
Marida Bertocchi +2 more
core
Stock market comovements: Evidence from the COVID-19 pandemic. [PDF]
J Econ Asymmetries, 2021 Zehri C.
europepmc +1 more source
The Dynamic Correlation Between Growth and Unemployment [PDF]
We apply the measure of dynamic correlation developed by Croux, Forni and Reichlin (2001) [A measure of comovement for economic variables: theory and empirics. Review of Economics and Statistics 83, 232-241] to the relation between the quarterly rates of
Fabien Tripier
core
Co-movement between equity index and exchange rate: Fresh evidence from COVID-19 era. [PDF]
Sci Afr, 2022 Amewu G, Owusu Junior P, Amenyitor EA.
europepmc +1 more source
Puzzling Comovements between Output and Interest Rates? Multiple Shocks are the Answer. [PDF]
Stylized facts on output and interest rates in the U.S. have so far proved hard to match with business cycle models. But these ¯ndings do not acknowledge that the economy might well be driven by di®erent shocks, and by each in di®erent ways.
Elmar Mertens
core
Comovements in International Stock Markets [PDF]
In the paper monthly realized moments for stock market returns for the US, the UK, Germany and Japan are employed to assess the linkages holding across moments and markets over the period 1973-2004.
Andrea Beltratti, Claudio Morana
core
Possible Contribution of Parietal Lobe Dysfunction to Hand-Foot Synkinesis in Corticobasal Syndrome: A Case Report. [PDF]
J Mov DisordYamada G, Okita K, Kuno T, Katada E.
europepmc +1 more source