Search for

Results of search for Comovement

Records found: 21

DP14903	Epidemics in the Neoclassical and New-Keynesian Models Author(s): Martin Eichenbaum, Sérgio Rebelo and Mathias Trabandt Published: June 2020
DP14713	Stock Return Comovement when Investors are Distracted: More, and More Homogeneous Author(s): Michael Ehrmann and David-Jan Jansen Published: May 2020
DP14708	Common shocks in stocks and bonds Author(s): Anna Cieslak and Hao Pang Published: May 2020
DP14438	Utilization-Adjusted TFP Across Countries: Measurement and Implications for International Comovement Author(s): Zhen Huo, Andrei A. Levchenko and Nitya Pandalai-Nayar Published: February 2020
DP13796	International Comovement in the Global Production Network Author(s): Zhen Huo, Andrei A. Levchenko and Nitya Pandalai-Nayar Published: June 2019
DP13464	Currency Factors Author(s): Arash Aloosh and Geert Bekaert Published: January 2019
DP13006	Macroeconomics with Heterogeneous Agents and Input-Output Networks Author(s): David Rezza Baqaee and Emmanuel Farhi Published: June 2018
DP11690	Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades Author(s): Giovanni Cespa and Paolo Colla Published: December 2016
DP11454	Multinational Firms and International Business Cycle Transmission Author(s): Javier Cravino and Andrei A. Levchenko Published: August 2016
DP11036	The Micro Origins of International Business Cycle Comovement Author(s): Julian di Giovanni, Andrei A. Levchenko and Isabelle Mejean Published: January 2016
DP10295	Banking Integration and House Price Comovement Author(s): Augustin Landier, David Sraer and David Thesmar Published: December 2014
DP9754	Banking Integration and House Price Comovement Author(s): Augustin Landier, David Sraer and David Thesmar Published: November 2013
DP9558	Commodity and Equity Markets: Some Stylized Facts from a Copula Approach Author(s): Anne-Laure Delatte and Claude Lopez Published: July 2013
DP8222	Trade Credit and International Return Comovement Author(s): Rui Albuquerque, Tarun Ramadorai and Sumudu Watugala Published: February 2011
DP7052	Additions to Market Indices and the Comovement of Stock Returns around the World Author(s): Stijn Claessens and Yishay Yafeh Published: November 2008
DP6520	News and Business Cycles in Open Economies Author(s): Nir Jaimovich and Sérgio Rebelo Published: October 2007
DP5955	International Stock Return Comovements Author(s): Geert Bekaert, Robert J Hodrick and Xiaoyan Zhang Published: November 2006
DP5898	Aggregate Shocks or Aggregate Information? Costly Information and Business Cycle Comovement Author(s): Laura Veldkamp and Justin Wolfers Published: October 2006
DP3530	International Business Cycles: The Quantitative Role of Transportation Costs Author(s): Elisabetta Mazzenga and Morten O Ravn Published: September 2002
DP2339	A Measure of Comovement for Economic Variables: Theory and Empirics Author(s): Christophe Croux, Mario Forni and Lucrezia Reichlin Published: December 1999
DP1285	Dynamic Common Factors in Large Cross-Sections Author(s): Mario Forni and Lucrezia Reichlin Published: December 1995

Records Found 21