Equity, credit and the business cycle
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References listed on IDEAS
- Pok-san Lam, 1997. "A Markov switching model of GNP growth with duration dependence," Discussion Paper / Institute for Empirical Macroeconomics 124, Federal Reserve Bank of Minneapolis.
- Krolzig, H.-M. & Toro, J., 1999. "A New Approach to the Analysis of Shocks and the Cycle in a Model of Output and Employment," Economics Working Papers eco99/30, European University Institute.
- Florian Ielpo, 2013. "Forecasting the European Credit Cycle Using Macroeconomic Variables," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(3), pages 226-246, April.
- repec:wsi:ijtafx:v:14:y:2011:i:06:n:s0219024911006784 is not listed on IDEAS
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- Julien Chevallier & Florian Ielpo, 2013. "Volatility spillovers in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(13), pages 1211-1227, September.
- Aboura, Sofiane & Chevallier, Julien, 2015.
"Volatility returns with vengeance: Financial markets vs. commodities,"
Research in International Business and Finance,
Elsevier, vol. 33(C), pages 334-354.
- Sofiane Aboura & Julien Chevallier, 2015. "Volatility returns with vengeance: Financial markets vs. commodities," Post-Print hal-01529747, HAL.
- repec:dau:papers:123456789/13359 is not listed on IDEAS
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