Search Results - subject:"Financial Variables"

A bivariate autoregressive probit model : business cycle linkages and transmission of recession probabilities

Nyberg, Henri - In: Macroeconomic dynamics 18 (2014) 4, pp. 838-862

Persistent link: https://www.econbiz.de/10010467444

Comparing US regions for selected economic and financial variables

Nissan, Edward; Naghshpour, Shahdad - In: Journal of economics and finance 38 (2014) 3, pp. 528-540

Persistent link: https://www.econbiz.de/10010490960

Cointegration with regime shift between gold and financial variables

Miyazaki, Takashi; Hamori, Shigeyuki - In: International journal of financial research 5 (2014) 4, pp. 90-97

Persistent link: https://www.econbiz.de/10010459138

The dynamics of exchange rate volatility : a panel VAR approach

Grossmann, Axel; Love, Inessa; Orlov, Alexei G. - In: Journal of international financial markets, … 33 (2014), pp. 1-27

Persistent link: https://www.econbiz.de/10011299874

The properties of cycles in South African financial variables and their relation to the business cycle

Boshoff, Willem - Department of Economics, Fakulteit Ekonomiese en … - 2005

paper is to investigate the relationship between cycles in the real economy and cycles in several financial variables from … properties of cycles in such financial variables, where cycles were derived using a dating algorithm similar to that used to …-series detrending. Consequently, the paper will attempt to relate phases in the cycles of financial variables with business cycle phases …

Persistent link: https://www.econbiz.de/10005523211

Comment on ââ‚¬Å“Realized Variance and Market Microstructure Noiseââ‚¬Â by Peter R. Hansen and Asger Lunde

Phillips, Peter C. B.; Yu, Jun - East Asian Bureau of Economic Research (EABER) - 2005

describe the movement of financial variables at the tick-by-tick level has become an important goal in financial econometric …

Persistent link: https://www.econbiz.de/10009363810

On the non‐financial information's significance in the business failure models : A Spanish case study

Mures‐Quintana, Maria‐Jesús; García‐Gallego, Ana - In: International Journal of Organizational Analysis 20 (2012) 4, pp. 423-434

Purpose – The purpose of this paper is to focus on the development of a business failure prediction model on a sample of small and medium‐sized firms with head offices located in the region of Castilla y León (Spain), in order to prove the significance of non‐financial information on the...

Persistent link: https://www.econbiz.de/10014787247

Macro-financial linkages and business cycles: A factor-augmented probit approach

Bellégo, C.; Ferrara, L. - In: Economic Modelling 29 (2012) 5, pp. 1793-1797

leading influence of financial variables on euro area business cycles, in addition to the coincident information conveyed by …

Persistent link: https://www.econbiz.de/10010597487

South African stock return predictability in the context data mining: The role of financial variables and international stock returns

Gupta, Rangan; Modise, Mampho P. - In: Economic Modelling 29 (2012) 3, pp. 908-916

using a number of financial variables, based on monthly data with an in-sample period covering 1990:01 to 1996:12 and the …

Persistent link: https://www.econbiz.de/10010573379

Macro-financial linkages and business cycles : a factor-augmented probit approach

Bellégo, Christophe; Ferrara, Laurent - In: Economic modelling 29 (2012) 5, pp. 1793-1797

Persistent link: https://www.econbiz.de/10009667099