Similar Search Results - EconBiz

From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom

Gottschalk, Sylvia - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2843-2873

Persistent link: https://www.econbiz.de/10014327598

Brexit and Correlations of Equity Returns in France, Germany, Italy, Spain and the U.K

Gottschalk, Sylvia - 2019

This paper investigates whether the UK's referendum decision to leave the European Union ("Brexit") had a positive impact on portfolio risk diversification. We estimate weekly dynamic conditional correlations between 1973 and 2018, and then optimal sectoral portfolio allocations over the same...

Persistent link: https://www.econbiz.de/10012899595

An application of the stochastic garch in mean model to risk premia in the London metal exchange

Hall, Stephen G. - 1990

Persistent link: https://www.econbiz.de/10000130882

OIL AND THE BRITISH ECONOMY / FRED ATKINSON AND STEPHEN HALL

ATKINSON, FRED; Hall, Stephen - 1983

Persistent link: https://www.econbiz.de/10004760532

Is the Bundesbank different from other central banks?

Funke, Michael; Hall, Stephen G. - In: LINK proceedings, 1991, 1992 : selected papers from …, (pp. 45-59). 1998

Persistent link: https://www.econbiz.de/10001503233

Joining it up locally? : Area regeneration and holistic government in England

Mawson, John; Hall, Stephen G. - In: Regional studies 34 (2000) 1, pp. 67-74

Persistent link: https://www.econbiz.de/10001453687

Examining the first stages of market performance : a test for evolving markt efficiency

Zalewska-Mitura, Anna; Hall, Stephen G. - In: Economics letters 64 (1999) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10001399157

A consistent approach to modelling dynamic factor demands

Hall, Stephen G.; Nixon, James - 1999

Persistent link: https://www.econbiz.de/10001428452

The inter-relationship between monetary policy and endogenous technical progress

Cipollini, Andrea; Hall, Stephen G.; Nixon, James - 1999

Persistent link: https://www.econbiz.de/10001429493

Unemployment and the capital stock : a dynamic structural model of the UK supply side

Hall, Stephen G.; Nixon, James - 1999

Persistent link: https://www.econbiz.de/10001429499

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