https://ideas.repec.org/a/red/issued/09-235.html
International Comovements, Business Cycle and Inflation: a Historical Perspective
Downloadable (with restrictions)! Using a dynamic factor model, we uncover four main empirical regularities on international comovements in a long-run panel of...
business cycleinternationalinflationhistoricalperspective
https://econpapers.repec.org/article/eeeriibaf/v_3a22_3ay_3a2008_3ai_3a2_3ap_3a145-161.htm
EconPapers: Impact of futures on comovements for UK cross-listed equities
By Athanasios Koulakiotis, Constantinos Katrakilidis and Dionysios Chionis; Abstract: This paper uses La Porta et al.'s [La Porta, R., De Silanes, F.L.,...
for ukeconpapersimpactfutures
https://ideas.repec.org/p/aim/wpaimx/1421.html
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates
Downloadable! This article examines the volatility dependence between the crude oil price and four US dollar exchange rates using both fractional cointegration...