Search Results - subject:"permanent-transitory decomposition"

Panel data measures of price discovery

Karabiyik, Hande; Westerlund, Joakim; Narayan, Paresh Kumar - In: Econometric reviews 41 (2022) 3, pp. 269-290

Persistent link: https://www.econbiz.de/10013364880

The role of Eonia in the dynamics of Short-term interbank rates

Vides, José Carlos; Golpe, Antonio A.; Iglesias, Jesús - In: Panoeconomicus 67 (2020) 2, pp. 225-240

Persistent link: https://www.econbiz.de/10012241189

Financial integration in the United Arab Emirates Stock Markets

Kapar, Burcu; Olmo, Jose; Ghalayini, Rim - In: Finance research letters 33 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012430953

Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors

Ben Haddad, Hedi; Mezghani, Imed; Al Dohaiman, Mohammed - In: Economic systems 44 (2020) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10012593468

An analysis of price discovery between Bitcoin futures and spot markets

Kapar, Burcu; Olmo, Jose - In: Economics letters 174 (2019), pp. 62-64

Persistent link: https://www.econbiz.de/10012121020

How does the regional monetary unit work as a surveillance tool in East Asia?

Kawasaki, Kentaro - 2013

Persistent link: https://www.econbiz.de/10009727935

Long-run and short-run relationships between oil prices, producer prices, and consumer prices : what can we learn from a permanent-transitory decomposition?

Myers, Robert J.; Johnson, Stanley R.; Helmar, Michael D.; … - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 175-190

Persistent link: https://www.econbiz.de/10012034450

Nonparametric stochastic discount factor decomposition

Christensen, Timothy M. - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 5, pp. 1501-1536

Persistent link: https://www.econbiz.de/10011791592

What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks.

Corsetti, Giancarlo; Konstantinou, Panagiotis Th. - 2009

The joint dynamics of US net output, consumption, and (valuation-adjusted) foreign assets and liabilities, characterized empirically following Lettau and Ludvigson [2004], is shown to be strikingly consistent with current account theory. While US consumption is virtually insulated from...

Persistent link: https://www.econbiz.de/10005518401

Revisiting the relationship between exchange rates and fundamentals

Chen, Shiu-sheng; Chou, Yu-Hsi - In: Journal of macroeconomics 46 (2015), pp. 1-22

Persistent link: https://www.econbiz.de/10011578034