نتایج جستجو برای: Co-movement

تعداد نتایج: 485082  

Journal: :international economics studies 0
seyed komail tayebi دانشگاه اصفهان mehdi yazdani دانشگاه شهید بهشتی

â â â â â  abstract: â  as the number of independent countries increases and their economies become more integrated, we would expect to observe more multi-country currency ::::union::::s. this paper explores the pros and cons for different countries to adopt as an anchor the us dollar, the euro or the yen. in addition, it addresses the question of how co-movement of outputs and prices would res...

2012
Hugo Gerard James Hansen Callum Jones Jonathan Kearns Mariano Kulish Christine Lewis Adrian Pagan Michael Plumb Penelope Smith

This paper employs a multivariate dynamic conditional correlation GARCH model, which is developed by Engle (2001, 2002), to detect the timing and nature of changes in the comovement between Iranian output and prices for the periods after Iran–Iraq war , known as imposed war . The results showed that there is a weak correlation between output and prices after imposed war and  varies periodically...

Journal: :Journal of the Royal Statistical Society 1922

Journal: :Journal of the Statistical Society of London 1874

 As the number of independent countries increases and their economies become more integrated, we would expect to observe more multi-country currency :::union:::s. This paper explores the pros and cons for different countries to adopt as an anchor the US Dollar, the Euro or the Yen. In addition, it addresses the question of how co-movement of outputs and prices would respond to the formation of ...

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