This study extends the dynamic conditional correlation model of Engle (2002, Journal of Business and Economic Statistics 20, 339-350) to allow periodic (day-specific) conditional correlations of shocks across international stock markets. The properties of the resulting periodic dynamic...

Recent research has been concerned with repeat victimization. In this paper, we focus on another form of multiple victimization-multiple crime-type victimization (MCV); that is, the extent to which some households or persons are victims of more than one kind of offence over a given period....

We study affiliations for the countries of the European Economic and Monetary Union (EMU) with Germany and the USA, using various business cycle measures derived from quarterly real GDP. These measures are Hodrick-Prescott and Baxter-King filtered series and annual growth rates. By using rolling...

Using a new iterative algorithm that tests for possible breaks in the coefficients and residual variances of recursively identified structural equations, we examine changes in the parameters of the oil market model of Kilian (2009). Our analysis reveals breaks in the coefficients of the oil...