| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Aggregate production and macroeconomic dynamics: Evidence from European economies |
0 |
0 |
0 |
4 |
5 |
5 |
9 |
25 |
| Are Industry Returns Informative about Other Industries and Fundamentals? |
0 |
0 |
1 |
2 |
0 |
1 |
2 |
5 |
| Are fundamentals still relevant for European economies in the post-Euro period? |
0 |
0 |
0 |
18 |
1 |
3 |
6 |
80 |
| Assessing monetary policies in the Eurozone, U.S., U.K. and Japan: new evidence from the post-crisis period |
0 |
1 |
2 |
20 |
5 |
7 |
10 |
56 |
| Assessing the effectiveness of the emergency liquidity assistance tool in the euro area |
0 |
1 |
2 |
6 |
3 |
5 |
11 |
21 |
| Assessing the impact of an EU financial transactions tax on asset volatility: An event study |
0 |
0 |
1 |
18 |
1 |
1 |
3 |
166 |
| Asymmetric volatility spillovers in deutsche mark exchange rates |
0 |
0 |
0 |
48 |
1 |
3 |
5 |
173 |
| CDS and equity markets’ volatility linkages: lessons from the EMU crisis |
0 |
0 |
5 |
8 |
2 |
9 |
19 |
27 |
| Contagion and interdependence in Eurozone bank and sovereign credit markets |
0 |
0 |
0 |
14 |
2 |
4 |
6 |
49 |
| Creditor moral hazard during the EMU debt crisis |
0 |
0 |
0 |
24 |
3 |
5 |
8 |
126 |
| Currency Substitution and Monetary Union: Evidence from Greece, Portugal and Spain Patterns in Neighboring Areas |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
438 |
| Distributional Properties of EMS and Non-EMS Exchange Rates before and after German Reunification |
0 |
0 |
0 |
39 |
4 |
6 |
6 |
234 |
| Distributional properties and weekly return patterns of the Athens stock exchange |
0 |
0 |
0 |
31 |
3 |
4 |
4 |
132 |
| Does higher government spending depress private investment? |
0 |
0 |
0 |
19 |
3 |
4 |
4 |
51 |
| Dynamic Interactions among the Stock Market, Federal Funds Rate, Inflation, and Economic Activity |
0 |
0 |
0 |
113 |
6 |
9 |
11 |
295 |
| Dynamic Linkages among Budget Deficits, Interest Rates and the Stock Market |
0 |
0 |
0 |
31 |
3 |
3 |
4 |
79 |
| Dynamic Stability of Public Debt: Evidence from the Eurozone Countries |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
| Dynamic correlations of bond and equity futures and macroeconomic determinants: international evidence |
0 |
0 |
1 |
4 |
2 |
3 |
7 |
20 |
| Dynamic interactions between Main Street and Wall Street |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
140 |
| Dynamic interactions between stock markets and the real economy |
0 |
0 |
2 |
5 |
3 |
5 |
14 |
25 |
| Dynamic linkages among cryptocurrencies, exchange rates and global equity markets |
0 |
0 |
2 |
24 |
9 |
13 |
22 |
111 |
| Dynamic linkages between monetary policy and the stock market |
0 |
0 |
1 |
104 |
3 |
4 |
7 |
270 |
| Dynamics among global asset portfolios |
0 |
0 |
1 |
3 |
3 |
4 |
6 |
14 |
| Effects of government spending on private investment |
0 |
0 |
2 |
302 |
0 |
1 |
6 |
1,007 |
| Equity prices and macroeconomic fundamentals: International evidence |
0 |
0 |
0 |
125 |
1 |
3 |
7 |
308 |
| European and international asymmetry in the volatility transmission mechanism: the "German Dominance Hypothesis" revisited |
0 |
0 |
0 |
26 |
4 |
4 |
4 |
105 |
| Exchange rate volatility and trade flows: evidence from the European Union |
0 |
0 |
0 |
4 |
1 |
2 |
6 |
31 |
| Feedback trading and autocorrelation interactions in the foreign exchange market: Further evidence |
0 |
0 |
0 |
48 |
1 |
5 |
7 |
126 |
| Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange |
0 |
0 |
0 |
100 |
4 |
4 |
5 |
239 |
| Fiscal policy and stock market efficiency: Evidence for the United States |
0 |
1 |
2 |
233 |
1 |
8 |
15 |
658 |
| Geopolitical risks, uncertainty, and stock market performance |
4 |
11 |
40 |
122 |
5 |
25 |
95 |
240 |
| Greek exchange rate behaviour following German and US monetary policy shifts |
0 |
0 |
0 |
1 |
8 |
8 |
9 |
22 |
| House Price Comovements in the Eurozone Economies |
0 |
0 |
1 |
28 |
3 |
5 |
8 |
104 |
| Industry returns, market returns and economic fundamentals: Evidence for the United States |
0 |
0 |
1 |
26 |
3 |
10 |
18 |
130 |
| International Interest-Rate Transmission and the “German Dominance Hypothesis” Within EMS |
0 |
0 |
0 |
7 |
4 |
4 |
6 |
108 |
| Monetary policy and stock market dynamics across monetary regimes |
2 |
3 |
14 |
141 |
6 |
12 |
39 |
437 |
| Monetary policy expectations and sovereign risk dynamics in the Eurozone |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
18 |
| Monetary policy implications of comovements among long-term interest rates |
0 |
0 |
1 |
36 |
6 |
6 |
8 |
97 |
| Monetary policy implications of volatility linkages among long-term interest rates |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
20 |
| Noise trading and autocorrelation interactions in the foreign exchange market: Evidence from developed and emerging economies |
0 |
0 |
0 |
61 |
6 |
10 |
12 |
161 |
| Optimal prediction rule: an application to debt reschedulings |
0 |
0 |
0 |
21 |
4 |
5 |
7 |
105 |
| Portfolio diversification benefits within Europe: Implications for a US investor |
0 |
0 |
1 |
51 |
3 |
6 |
12 |
140 |
| REITs, the stock market and economic activity |
0 |
0 |
0 |
14 |
5 |
12 |
16 |
96 |
| Sovereign credit and geopolitical risks during and after the EMU crisis |
0 |
1 |
4 |
4 |
5 |
12 |
24 |
25 |
| The bank-lending channel and monetary policy during pre- and post-2007 crisis |
0 |
0 |
0 |
67 |
6 |
7 |
12 |
230 |
| The information set of the Fed's policy reaction function |
0 |
0 |
1 |
17 |
1 |
1 |
2 |
40 |
| The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic |
0 |
2 |
3 |
5 |
3 |
10 |
20 |
31 |
| Time-Varying Behavior and Asymmetry in EMS Exchange Rates |
0 |
0 |
0 |
10 |
2 |
3 |
4 |
55 |
| Trends and New Developments in FinTech |
0 |
0 |
1 |
1 |
5 |
6 |
8 |
8 |
| Unraveling the political budget cycle nexus in Greece |
0 |
0 |
0 |
17 |
0 |
2 |
5 |
77 |
| Volatility Linkages among Interest Rates: Implications for Global Monetary Policy |
0 |
0 |
0 |
68 |
3 |
4 |
4 |
259 |
| Total Journal Articles |
6 |
20 |
89 |
2,112 |
156 |
278 |
530 |
7,419 |
LogEc is hosted by the
Örebro University School of Business.