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Short- and long-term links among European and US stock markets

Gerrits, Robert-Jan; Yüce, Ayse - In: Applied financial economics 9 (1999) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10001363833

Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors

Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665

Persistent link: https://www.econbiz.de/10001240790

Political credit cycles : the case of the Euro zone

Fernández-Villaverde, Jesús; Garicano, Luis; Santos, Tano - 2013

Persistent link: https://www.econbiz.de/10009733371

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837