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~subject:"Kapitalmobilität"
~subject:"Zeitreihenanalyse"
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Search: "De Pace, Pierangelo"
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Kapitalmobilität
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De Pace, Pierangelo
14
Contessi, Silvio
8
Hernandez, Manuel A.
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Francis, Johanna L.
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De Nicola, Francesca
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de Nicola, Francesca
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Francis, Johanna
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1
Co-Movement of Major Commodity Price Returns : Time-Series Assessment
de Nicola, Francesca
-
2017
This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural and food commodities based on monthly data between 1970 and 2013. A uniform-spacings testing approach, a multivariate dynamic conditional correlation model...
Persistent link: https://www.econbiz.de/10012973288
Saved in:
2
Co-movement of major commodity price returns : a time-series assessment
De Nicola, Francesca
;
De Pace, Pierangelo
;
Hernandez, …
-
2014
Persistent link: https://www.econbiz.de/10010376954
Saved in:
3
Co-Movement of Major Commodity Price Returns : A Time-Series Assessment
de Nicola, Francesca
-
2015
This paper provides a comprehensive analysis of the degree of co-movement among the nominal price returns of 11 major energy, agricultural, and food commodities using monthly data between 1970 and 2013. The authors study the extent and the time evolution of unconditional and conditional...
Persistent link: https://www.econbiz.de/10013032832
Saved in:
4
Co-movement of major energy, agricultural, and food commodity price returns : a time-series assessment
De Nicola, Francesca
;
De Pace, Pierangelo
;
Hernandez, …
- In:
Energy economics
57
(
2016
),
pp. 28-41
Persistent link: https://www.econbiz.de/10011698260
Saved in:
5
Changes in the second-moment properties of disaggregated capital flows
Contessi, Silvio
;
De Pace, Pierangelo
;
Francis, Johanna L.
-
2010
Persistent link: https://www.econbiz.de/10008651054
Saved in:
6
The Cyclical Properties of Disaggregated Capital Flows
Contessi, Silvio
-
2012
We analyze the second-moment properties of the components of international capital flows and their relationship to business cycle variables (output, investment, and real interest rate) in 22 industrial and emerging countries. Total inward flows are procyclical with respect to all three macro...
Persistent link: https://www.econbiz.de/10012712571
Saved in:
7
Changes in the Second-Moment Properties of Disaggregated Capital Flows
Contessi, Silvio
-
2011
Using formal statistical tests, we detect (i) significant volatility increases for various types of capital flows for a period of changes in business cycle comovement among the G7 countries, and (ii) mixed evidence of changes in covariances and correlations with a set of macroeconomic variables
Persistent link: https://www.econbiz.de/10013133294
Saved in:
8
The cyclical properties of disaggregated capital flows
Contessi, Silvio
(
contributor
); …
-
2008
-041/.
De
Pace
,
Pierangelo
(2008): “Currency Union, Free-Trade Areas, and Business Cycle Synchroniza- tion,” Johns Hopkins …
Persistent link: https://www.econbiz.de/10003783610
Saved in:
9
Do European capital flows comove?
Contessi, Silvio
(
contributor
); …
-
2008
St. Louis, manuscript.
De
Pace
,
Pierangelo
(2008): \Currency Union, Free-Trade Areas, and Business Cycle Synchronization …
Persistent link: https://www.econbiz.de/10003783613
Saved in:
10
Co-movement of major commodity price returns : time-series assessment
De Nicola, Francesca
;
De Pace, Pierangelo
;
Hernandez, …
-
2014
Persistent link: https://www.econbiz.de/10010346091
Saved in:
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