Browsing by Author "Sensier, Marianne"
Now showing items 1-4 of 4
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Article
The behaviour of stock returns and interest rates over the business cycle in the US and UK
Andreou, Elena; Desiano, Rita; Sensier, Marianne (2001)The paper studies the dynamic behaviour of the conditional mean and volatility of weekly financial variables in relation to the business cycle for the USA and UK economies. The mean US S&P stock returns steadily increases ...
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Article
A comparison of the statistical properties of financial variables in the USA, UK and Germany over the business cycle
Andreou, Elena; Osborn, Denise R.; Sensier, Marianne (2000)This paper presents business cycle stylized facts for the US, UK and German economies. We examine whether financial variables (interest rates, stock market price indices, dividend yields and monetary aggregates) predict ...
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Book
The effect of nominal shock uncertainty on output growth
Andreou, Elena; Pelloni, Alessandra; Sensier, Marianne; Growth, Centre for; Research, Business Cycle (2003)
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Book
Is volatility good for growth? evidence from the G7
Andreou, Elena; Pelloni, Alessandra; Sensier, Marianne (2008)