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Publications Search Results
The search found 7 of 11797 documents sorted by Date with the following criteria:
Subject / Keyword: Comovement
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1. |
Title:
Additions to Market Indices and the Comovement of Stock Returns Around the World
Author/Editor: Claessens, Stijn ; Yafeh, Yishay
Series: Working Paper No. 11/47
Published: March 1, 2011
Subject(s): Cross country analysis | Demand | International capital markets | Investment | Stock markets | Stock prices
Author's keyword(s):
Index inclusion; stock price comovements; category
| habitat and information theories; index-based investment
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2. |
Title:
A Barrel of Oil or a Bottle of Wine: How Do Global Growth Dynamics Affect Commodity Prices?
Author/Editor: Cevik, Serhan ; Sedik, Tahsin Saadi
Series: Working Paper No. 11/1
Published: January 1, 2011
Subject(s): Agricultural commodities | Agricultural prices | Commodity price fluctuations | Consumption | Demand | Economic growth | Emerging markets | International liquidity | Oil prices | Oil sector | Supply
Author's keyword(s):
Commodity prices; Oil; Wine; Comovement; Global growth; Emerging economies
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3. |
Title:
Correlations in Emerging Market Bonds: The Role of Local and Global Factors
Author/Editor: Bunda, Irina ; Hamann, A. Javier ; Lall, Subir
Series: Working Paper No. 10/6
Published: January 1, 2010
Subject(s): Asset prices | Bond markets | Cross country analysis | Economic models | Emerging markets | Financial crisis
Author's keyword(s):
Emerging markets
| bond markets
| financial crises
| comovement
| contagion
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4. |
Title:
Putting the Parts Together: Trade, Vertical Linkages, and Business Cycle Comovement
Author/Editor: di Giovanni, Julian ; Levchenko, Andrei A.
Series: Working Paper No. 09/181
Published: August 1, 2009
Subject(s): Bilateral trade | Business cycles | Cross country analysis | Economic models | Globalization | Industrial production | Industrial sector | Industrial trade | International trade | Manufacturing sector | Trade relations
Author's keyword(s):
Business cycle comovement; vertical linkages; international trade
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5. |
Title:
Trade Openness and Volatility
Author/Editor: di Giovanni, Julian ; Levchenko, Andrei A.
Series: Working Paper No. 08/146
Published: June 1, 2008
Subject(s): International trade | Trade liberalization | Trade policy | Industrial production | Manufacturing sector
Author's keyword(s):
Trade
| Output Volatility
| Specialization
| Comovement
| Sector-Level Data
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6. |
Title:
Can the Standard International Business Cycle Model Explain the Relation Between Trade and Comovement?
Author/Editor: Kose, M. Ayhan ; Yi, Kei-Mu
Series: Working Paper No. 05/204
Published: October 1, 2005
Subject(s): Business cycles | International trade
Author's keyword(s):
International trade
| international business cycle comovement
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7. |
Title:
How Does Globalization Affect the Synchronization of Business Cycles?
Author/Editor: Kose, M. Ayhan ; Prasad, Eswar ; Terrones, Marco
Series: Working Paper No. 03/27
Published: January 1, 2003
Subject(s): Globalization | Trade | Production | Business cycles
Author's keyword(s):
Macroeconomic fluctuations
| trade and financial integration
| output and consumption comovement
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