determinants varies across the maturity spectrum. The normalized generalized variance decompositions suggest that the policy rate …

lowest energy consuming countries in Asia. Both the generalized variance decompositions and the impulse response functions …

using cross-correlations, multivariate price cointegrating systems, speed of convergence, and generalized variance … decompositions of unexpected stock returns. The evidence proves robust and consistently indicates intensified equity market linkage …

the above variables have a predictable and permanent impact on buying attitudes. Furthermore, generalized variance … decompositions suggest that both current and expected interest rates explain a large proportion of the variation in consumers … and permanent impact on buying attitudes. Furthermore, generalized variance decompositions suggest that both current and …