Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities |
0 |
0 |
3 |
67 |
1 |
1 |
5 |
185 |
A Suicidal Kuznets Curve? |
0 |
0 |
0 |
104 |
0 |
1 |
2 |
225 |
Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
100 |
Business Cycle Synchronization During US Recessions Since the Beginning of the 1870's |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
135 |
Business Cycle Synchronization During US Recessions Since the Beginning of the 1870's |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
18 |
Business cycle synchronization during US recessions since the beginning of the 1870's |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
153 |
Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
425 |
Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
104 |
Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian model averaging |
0 |
0 |
4 |
149 |
0 |
2 |
10 |
456 |
Does Fiscal Consolidation Really Get You Down? Evidence from Suicide Mortality |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
95 |
Does Fiscal Consolidation Really Get You Down? Evidence from Suicide Mortality |
0 |
0 |
1 |
29 |
0 |
0 |
3 |
87 |
Does Fiscal Consolidation Really Get You Down? Evidence from Suicide Mortality |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
44 |
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
123 |
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns |
0 |
0 |
2 |
48 |
0 |
1 |
3 |
92 |
Dynamic Co-movements between Stock Market Returns and Policy Uncertainty |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
138 |
Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
48 |
Dynamic Connectedness of UK Regional Property Prices |
0 |
0 |
0 |
37 |
1 |
1 |
3 |
120 |
Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach |
0 |
0 |
0 |
9 |
2 |
3 |
9 |
159 |
Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades |
0 |
1 |
1 |
152 |
0 |
1 |
2 |
292 |
Dynamic Spillover Effects in Futures Markets |
0 |
0 |
1 |
31 |
0 |
0 |
5 |
109 |
Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
591 |
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty |
0 |
0 |
0 |
4 |
1 |
2 |
5 |
89 |
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
247 |
Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma |
0 |
0 |
1 |
105 |
0 |
0 |
3 |
186 |
Exchange return co-movements and volatility spillovers before and after the introduction of Euro |
0 |
0 |
0 |
46 |
0 |
1 |
3 |
203 |
Fiscal Austerity, Unemployment and Suicide Rates in Greece |
0 |
0 |
0 |
108 |
0 |
0 |
1 |
327 |
Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
97 |
Forecasting Volatility in Developing Countries' Nominal Exchange Returns |
0 |
0 |
0 |
29 |
0 |
2 |
6 |
107 |
From Rome to Lisbon and Beyond: Member States' Power, Efficiency, and Proportionality in the EU Council of Ministers |
1 |
1 |
2 |
60 |
1 |
1 |
3 |
115 |
From Rome to Lisbon and Beyond: Member States' Power, Efficiency, and Proportionality in the EU Council of Ministers |
1 |
1 |
2 |
8 |
1 |
2 |
5 |
41 |
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 |
0 |
0 |
0 |
44 |
0 |
1 |
10 |
157 |
Greek Economic Policy Uncertainty: Does it Matter for the European Union? |
0 |
0 |
0 |
20 |
0 |
0 |
5 |
94 |
Have Consumption Risks in the G7 Countries Become Diversified? |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
79 |
How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries? |
0 |
0 |
1 |
152 |
1 |
1 |
2 |
395 |
International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
52 |
International Business Cycle Synchronization since the 1870s: Evidence from a Novel Network Approach |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
83 |
International Monetary Policy Spillovers: Evidence from a TVP-VAR |
0 |
0 |
0 |
93 |
1 |
1 |
4 |
236 |
Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
88 |
Is Inflation Persistence Different in Reality? |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
106 |
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
112 |
Ocial Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
43 |
Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
262 |
Oil volatility, oil and gas firms and portfolio diversification |
0 |
0 |
0 |
51 |
0 |
0 |
2 |
209 |
Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries |
0 |
0 |
1 |
8 |
0 |
0 |
3 |
48 |
Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries |
0 |
0 |
0 |
58 |
0 |
0 |
2 |
203 |
Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
72 |
Refined Measures of Dynamic Connectedness based on TVP-VAR |
4 |
10 |
48 |
300 |
16 |
32 |
149 |
908 |
Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
83 |
Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis |
0 |
0 |
1 |
66 |
0 |
0 |
2 |
252 |
Sovereign Debt and Economic Growth Revisited: The Role of (Non-)Sustainable Debt Thresholds |
0 |
0 |
1 |
75 |
0 |
1 |
3 |
167 |
Sovereign Debt and Economic Growth Revisited: The Role of (Non-)Sustainable Debt Thresholds |
0 |
0 |
1 |
11 |
0 |
0 |
6 |
48 |
Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence |
0 |
0 |
1 |
56 |
0 |
0 |
5 |
177 |
The Great Synchronization of International Trade Collapse |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
20 |
The Great Synchronization of International Trade Collapse |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
106 |
The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis |
0 |
0 |
0 |
25 |
0 |
1 |
4 |
136 |
The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR |
0 |
0 |
0 |
54 |
1 |
1 |
1 |
120 |
The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different? |
0 |
0 |
1 |
61 |
0 |
2 |
3 |
202 |
The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014 |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
74 |
The great synchronization of international trade collapse |
0 |
0 |
0 |
52 |
0 |
1 |
3 |
99 |
The tourism and economic growth enigma: Examining an ambiguous relationship through multiple prisms |
0 |
0 |
0 |
15 |
0 |
0 |
3 |
64 |
Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries |
0 |
0 |
0 |
53 |
0 |
0 |
6 |
141 |
Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013 |
0 |
0 |
0 |
25 |
0 |
0 |
3 |
76 |
Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries |
0 |
0 |
1 |
47 |
0 |
0 |
1 |
125 |
Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach |
0 |
0 |
0 |
51 |
0 |
0 |
3 |
101 |
Volatility, Information and Stock Market Crashes |
1 |
1 |
1 |
58 |
1 |
1 |
4 |
185 |
Total Working Papers |
7 |
14 |
74 |
3,203 |
28 |
61 |
310 |
10,434 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification |
0 |
0 |
4 |
8 |
1 |
2 |
7 |
27 |
A suicidal Kuznets curve? |
0 |
0 |
1 |
21 |
0 |
0 |
6 |
87 |
Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? |
0 |
0 |
1 |
17 |
0 |
0 |
2 |
71 |
Business cycle and financial cycle spillovers in the G7 countries |
0 |
0 |
3 |
67 |
0 |
0 |
11 |
244 |
Business cycle synchronization during US recessions since the beginning of the 1870s |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
105 |
Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area |
0 |
0 |
0 |
12 |
0 |
0 |
3 |
63 |
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies |
0 |
1 |
7 |
18 |
2 |
5 |
22 |
46 |
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios |
0 |
3 |
11 |
75 |
2 |
7 |
24 |
327 |
Does integration and economic policy coordination promote business cycle synchronization in the EU? |
0 |
0 |
0 |
35 |
1 |
1 |
7 |
138 |
Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
76 |
Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
54 |
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty |
1 |
2 |
16 |
143 |
3 |
9 |
51 |
492 |
Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic |
0 |
0 |
4 |
5 |
1 |
1 |
7 |
12 |
Dynamic connectedness of uncertainty across developed economies: A time-varying approach |
1 |
1 |
10 |
87 |
2 |
6 |
40 |
300 |
Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom |
0 |
1 |
4 |
52 |
1 |
2 |
14 |
159 |
Dynamic spillover effects in futures markets: UK and US evidence |
0 |
0 |
2 |
21 |
0 |
2 |
11 |
102 |
Dynamic spillovers between commodity and currency markets |
0 |
1 |
2 |
37 |
1 |
5 |
16 |
183 |
Dynamic spillovers of oil price shocks and economic policy uncertainty |
1 |
1 |
7 |
88 |
2 |
5 |
29 |
313 |
Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries |
0 |
0 |
1 |
35 |
0 |
0 |
6 |
161 |
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma |
0 |
1 |
14 |
141 |
2 |
15 |
60 |
575 |
Exchange return co-movements and volatility spillovers before and after the introduction of euro |
0 |
1 |
1 |
76 |
0 |
1 |
4 |
326 |
Forecasting accuracy evaluation of tourist arrivals |
0 |
0 |
0 |
14 |
0 |
2 |
6 |
64 |
Forecasting volatility in developing countries' nominal exchange returns |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
61 |
Geopolitical risks and the oil-stock nexus over 1899–2016 |
0 |
5 |
17 |
88 |
1 |
8 |
42 |
306 |
Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach |
0 |
0 |
1 |
10 |
0 |
0 |
1 |
31 |
Guns better than butter in Pakistan? The dilemma of military expenditure, human development, and economic growth |
1 |
2 |
7 |
15 |
1 |
3 |
16 |
38 |
Has Globalization Improved International Risk Sharing? |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
60 |
Has the correlation of inflation and stock prices changed in the United States over the last two centuries? |
0 |
0 |
1 |
25 |
1 |
4 |
16 |
126 |
How strong is the linkage between tourism and economic growth in Europe? |
2 |
2 |
15 |
120 |
5 |
7 |
33 |
343 |
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST |
0 |
0 |
0 |
17 |
0 |
0 |
2 |
78 |
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum |
0 |
0 |
1 |
1 |
0 |
1 |
3 |
5 |
Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
14 |
International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7 |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
75 |
International business cycle spillovers since the 1870s |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
117 |
International business cycle synchronization since the 1870s: Evidence from a novel network approach |
0 |
0 |
1 |
7 |
1 |
1 |
3 |
35 |
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression |
0 |
4 |
8 |
38 |
0 |
5 |
17 |
142 |
Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
68 |
Is inflation persistence different in reality? |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
83 |
Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness |
0 |
0 |
5 |
37 |
1 |
3 |
11 |
115 |
Oil dependence, quality of political institutions and economic growth: A panel VAR approach |
0 |
1 |
4 |
29 |
0 |
3 |
14 |
112 |
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest |
0 |
0 |
7 |
44 |
0 |
1 |
18 |
224 |
Oil volatility, oil and gas firms and portfolio diversification |
0 |
1 |
5 |
82 |
0 |
1 |
16 |
218 |
Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test |
0 |
0 |
2 |
4 |
0 |
0 |
3 |
29 |
Recent developments in spatial econometrics |
0 |
0 |
2 |
7 |
0 |
0 |
4 |
14 |
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions |
10 |
21 |
77 |
214 |
22 |
60 |
207 |
596 |
Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013 |
0 |
0 |
2 |
4 |
0 |
0 |
3 |
9 |
Robust determinants of OECD FDI in developing countries: Insights from Bayesian model averaging |
0 |
0 |
1 |
5 |
0 |
1 |
2 |
29 |
Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis |
0 |
2 |
7 |
44 |
1 |
4 |
19 |
198 |
The dynamic connectedness of UK regional property returns |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
79 |
The great synchronization of international trade collapse |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
103 |
The impact of Euro through time: Exchange rate dynamics under different regimes |
1 |
2 |
11 |
37 |
2 |
6 |
24 |
84 |
The impact of fiscal austerity on suicide mortality: Evidence across the ‘Eurozone periphery’ |
0 |
0 |
2 |
20 |
0 |
0 |
2 |
81 |
The impact of fiscal austerity on suicide: On the empirics of a modern Greek tragedy |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
116 |
The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis |
0 |
0 |
1 |
12 |
0 |
1 |
3 |
42 |
The synchronization of GDP growth in the G7 during US recessions |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
64 |
The time-varying correlation between output and prices in the United States over the period 1800–2014 |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
64 |
Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013 |
0 |
0 |
1 |
5 |
0 |
0 |
5 |
52 |
Tourism and economic growth: Does democracy matter? |
0 |
0 |
2 |
25 |
0 |
1 |
7 |
71 |
Tourism and growth: The times they are a-changing |
0 |
0 |
3 |
28 |
0 |
2 |
11 |
114 |
VOLATILITY INFORMATION AND STOCK MARKET CRASHES |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
21 |
Total Journal Articles |
17 |
52 |
272 |
2,127 |
53 |
177 |
826 |
7,942 |