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Markups' cyclical behaviour : the role of demand and supply shocks

Alfonso, António; Jalles, João Tovar - In: Applied economics letters 23 (2016) 1/3, pp. 1-5

Persistent link: https://www.econbiz.de/10011414060

Alternative indicator of monetary policy for a small open economy

Cuche-Curti, Nicolas A. - 2000

economy. We use a two-stage non-recursive VAR model to identify monetary shocks. We construct then various overall monetary …

Persistent link: https://www.econbiz.de/10011398253

Do market prices aggregate information about macroeconomic uncertainty (or risk)?

Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534

Persistent link: https://www.econbiz.de/10011295329

What are the macroeconomic effects of high-frequency uncertainty shocks?

Ferrara, Laurent; Guérin, Pierre - 2015

Persistent link: https://www.econbiz.de/10011300896

Illiquidity, return and risk in G7 stock markets : interdependencies and spillovers

Andrikopulos, Andreas A.; Angelidis, Timotheos; … - In: International review of financial analysis 35 (2014), pp. 118-127

Persistent link: https://www.econbiz.de/10010529618

Effects of monetary policy shocks on UK regional activity : a constrained MFVAR approach

Mandalinci, Zeyyad - 2015

This paper examines the effects of monetary policy shocks on UK regional economic growth and dispersion in a novel Constrained Mixed Frequency Vector Autoregressive framework. Compared to a standard MFVAR, the model partially accounts for missing quarterly observations for regional growth by...

Persistent link: https://www.econbiz.de/10011372798

Macroeconomic variables and the Kenyan equity market : a time series analysis

Mutuku, Cyrus; Ng’eny, Kirwa Lelei - In: Business and Economic Research : BER 5 (2015) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10011344513

Stock prices and monetary policy : an impulse response analysis

Caporale, Guglielmo Maria; Soliman, Alaa M. - In: International journal of economics and financial issues … 3 (2013) 3, pp. 701-709

Persistent link: https://www.econbiz.de/10010518966

Forecasting self-employment in the UK

Saridakis, George; Papaioannou, Grammatoula - In: The empirical economics letters : a monthly … 13 (2014) 9, pp. 923-930

Persistent link: https://www.econbiz.de/10010520403

CVaR in portfolio optimization : an essay on the French market

Hafsa, Houda - In: International journal of financial research 6 (2015) 2, pp. 101-111

Persistent link: https://www.econbiz.de/10011405083

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