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Industrial firms and systemic risk
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The gains from catch-up for China and the US
an empirical framework -
Transmission of a resource boom
the case of Australia -
Changing vulnerability in Asia
contagion and systemic risk -
Decomposing exchange rate volatility around the Pacific Rim
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A multi-country structural VAR model
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International financial contagion
what do we know? -
Characterizing global investors' risk appetite for emerging market debt during financial crises
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Identification of common and idiosyncratic shocks in real equity prices
Australia, 1982 to 2002 -
Factor analysis of a model of stock market returns using simulation-based estimation techniques
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Testing for contagion using correlations
some words of caution -
R&D and wholesale trade are critical to the economy
identifying dominant sectors from economic networks -
Who, what, where?
residential property investment in Australia -
The changing network of financial market linkages
the Asian experience -
Signed spillover effects building on historical decompositions
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Recovery form Dutch Disease
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Strategic bidding of electric power generating companies
evidence from the Australian National Energy Market -
Financial crises in Asia
concordance by asset market or country? -
First home buyers' support schemes in Australia
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First home buyers' support schemes in Australia
results spreadsheet -
The term premium and the UK economy 1980 - 2007
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From trade-to-trade in US Treasuries
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Detecting contagion with correlation
volatility and timing matter -
Cojumping
evidence from the US Treasury bond and futures markets -
The impact of jumps and thin trading on realized hedge ratios?