Issue 4/2020
Content (20 Articles)
Modeling US historical time-series prices and inflation using alternative long-memory approaches
Giorgio Canarella, Luis A. Gil-Alana, Rangan Gupta, Stephen M. Miller
A marked point process model for intraday financial returns: modeling extreme risk
Rodrigo Herrera, Adam Clements
Open Access
Expiration day effects on European trading volumes
Bogdan Batrinca, Christian W. Hesse, Philip C. Treleaven
Does monetary policy react asymmetrically to exchange rate misalignments? Evidence for South Africa
Lebogang Mateane, Christian R. Proaño
The dynamics among domestic saving, investment, and the current account balance in the USA: a long-run perspective
Adian McFarlane, Young Cheol Jung, Anupam Das
Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach
Yunjung Kim, Cheolbeom Park
The Harberger–Laursen–Metzler effect: evidence from five SAARC countries
Muhammad Shafiullah, Faridul Islam, Ravinthirakumaran Navaratnam
Understanding post-Crisis price deviations in Europe: Disintegration or mere adjustment?
Marina Glushenkova, Marios Zachariadis
Poverty and inequality within Brazilian households: an application of a collective consumption model
Wilman J. Iglesias, Alexandre B. Coelho
I feel wealthy: A major determinant of Portuguese households’ indebtedness?
Francisco Camões, Sofia Vale
Open Access
Asymmetric effect of income on the US healthcare expenditure: evidence from the nonlinear autoregressive distributed lag (ARDL) approach
Mehdi Barati, Hadiseh Fariditavana
Estimating recreation benefits through joint estimation of revealed and stated preference discrete choice data
John C. Whitehead, Daniel K. Lew