... Group Publishing Limited 2012 --> Credit institutions Economic cycles Housing Recession United States of America World economy Article Type: 2011 Awards for Excellence From: Studies in Economics and Finance, Volume 29, Issue 1 The following article was selected...

... institutions Recession Economic cycles World economy United States of America The financial crisis that emerged in 2007 was the most significant in nearly 80 years, and the leading proximate cause of the current global economic downturn, the steepest since World War II (WWII). Factors other than...

... Financial modelling Economic cycles Stock market volatility differs dramatically across international markets (Xing, 2004 ; Roll, 1992 ; Harvey, 1995 ; Bekaert and Harvey, 1997 ; Aggarwal et al., 1999). Cohen et al.'s (1976) results on US, UK and Japanese market evidenced...

... the standardised residual series and test for correlation in the level as well as in squared series. These tests are discussed in the empirical results section. © Emerald Group Publishing Limited 2008 Equity capital Europe Economic cycles Manufacturing industries Several researchers have...

... of the alternative models dealing with long‐term memory in the stock prices. Economic cycles Stock prices Emerging markets Turkey This paper aims to test the long‐term partial stationary memory effect in stock prices by wavelet analysis. Finding out the long‐term memory parameter in accordance...