Browsing Τμήμα Οικονομικών / Department of Economics by Author "Osborn, Denise R."
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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 ...