Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Jonathan Thong"'
Autor:
James B. Ramsey, Jonathan Thong
Publikováno v:
SSRN Electronic Journal.
This paper studies the dynamic structural relationship between the trade balance and the terms of trade by means of a time-scale decomposition. Our analysis is carried out using data obtained from ten developed economies; Australia, Austria, Canada,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ab069384f0595211df609370d63e17ed
https://doi.org/10.2139/ssrn.2146108
https://doi.org/10.2139/ssrn.2146108
Autor:
Steven Nicklas, Jonathan Thong
Publikováno v:
SSRN Electronic Journal.
This paper attempts to provide a comprehensive depiction of the dynamics of the correlation structure of international equity returns. In this pursuit, we employ a powerful yet parsimonious dynamic latent factor model with time-varying loadings and s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b166faacf94f6e54a34cc5a59f592fed
https://doi.org/10.2139/ssrn.2146084
https://doi.org/10.2139/ssrn.2146084
Autor:
Oscar G. Chase, Jonathan Thong
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e458a36967f48bcec70877f0e06e1a26
https://doi.org/10.2139/ssrn.1598593
https://doi.org/10.2139/ssrn.1598593
Publikováno v:
Empirical Economics. 29
Recent empirical work suggests a predictive relationship between stock returns and output growth. We employ quarterly data from a panel of 27 countries to test whether stock returns as useful in predicting growth. Unlike previous research, our approa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0f17f00c166aea81cc3efa47ed0c886a
https://doi.org/10.1007/s00181-003-0182-4
https://doi.org/10.1007/s00181-003-0182-4