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2003, Cambridge studies in comparative politics, ISBN 0521824524, xi, 260
Government size has attracted much scholarly attention. Political economists have considered large public expenditures a product of leftist rule and an... 
Expenditures, Public | Taxation | Public welfare
Book
International Economic Review, ISSN 0020-6598, 5/2006, Volume 47, Issue 2, pp. 527 - 556
We test for asymmetry in a model of the dependence between the Deutsche mark and the yen, in the sense that a different degree of correlation is exhibited... 
Exchange rates | Time dependence | Copula functions | Economic models | Degrees of freedom | Foreign exchange rates | Time series forecasting | P values | Mathematical moments | Parametric models | DISTRIBUTIONS | INTERVAL | DENSITY FORECASTS | FINANCIAL RISK-MANAGEMENT | ECONOMICS | VOLATILITY | Prices and rates | Money | Models | Analysis | Foreign exchange
Journal Article
The American Economic Review, ISSN 0002-8282, 6/1998, Volume 88, Issue 3, pp. 559 - 586
This paper examines whether financial development facilitates economic growth by scrutinizing one rationale for such a relationship: that financial development... 
Industry | Accounting standards | Finance | Financial services industries | Financial development | Value added | Economic growth rate | Cash flow | Industrial growth | Financial investments | MARKETS | ECONOMICS | DIVERSIFICATION | Business budgets | Capital market | Economic development | Analysis | Studies | Economics | Economic growth | Manycountries | Securities markets | Dependence
Journal Article
Fuzzy Sets and Systems, ISSN 0165-0114, 04/2015, Volume 264, pp. 22 - 41
Journal Article
Journal of Financial Economics, ISSN 0304-405X, 2007, Volume 84, Issue 1, pp. 187 - 228
This paper contributes to the literature that analyzes the mechanisms linking financial shocks and real activity. In particular, we investigate the growth... 
Financing constraints | Financial development | Banking and financial crises | Credit channel | credit channel | CREDIT | BUSINESS, FINANCE | TRANSMISSION | LAW | financing constraints | financial development | MARKETS | MONETARY-POLICY | ECONOMICS | banking and financial crises | Developing countries | Federal Reserve banks
Journal Article
Applied Economics, ISSN 0003-6846, 11/2018, Volume 50, Issue 51, pp. 5510 - 5520
Many publications, that treated with Portfolio Management, were devastating for all asset allocation models in the context of portfolios. The elimination of... 
asset allocation | G12 | Copula | B23 | tail dependence | G11 | ECONOMICS | MARKOWITZ | NAIVE DIVERSIFICATION | Talmud | Portfolio management | Securities markets
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2010, Volume 155, Issue 2, pp. 155 - 169
Nonlinearities in the drift and diffusion coefficients influence temporal dependence in diffusion models. We study this link using three measures of temporal... 
Diffusion | Quadratic forms | Long memory | Strong dependence | Poisson sampling | Diffusion Strong dependence Long memory Poisson sampling Quadratic forms
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 2007, Volume 31, Issue 5, pp. 1461 - 1481
A time-varying copula model is used to investigate the impact of the introduction of the Euro on the dependence between 17 European stock markets during the... 
GARCH | Copula | Euro | International finance | Dependence | copula | RETURNS | RISK | international finance | MODEL | EMU | BUSINESS, FINANCE | TRANSMISSION | INTEGRATION | CONDITIONAL HETEROSKEDASTICITY | dependence | INTERNATIONAL EQUITY MARKETS | STOCK MARKETS | ECONOMICS | VOLATILITY | Financial markets
Journal Article
Econometric Reviews, ISSN 0747-4938, 07/2018, Volume 37, Issue 6, pp. 626 - 649
Journal Article
Journal Article
Journal of Banking and Finance, ISSN 0378-4266, 03/2013, Volume 37, Issue 3, pp. 786 - 798
► Decomposition of (conditional) dependence using quantile regression. ► Decomposition provides information about degree and structure of dependence. ►... 
Contagion | Copula | Dependence modeling | Tail dependence | Financial crises | Quantile regression | DIVERSIFICATION | MARKETS | INTERDEPENDENCE | BUSINESS, FINANCE | MODELS | ECONOMICS | FINANCIAL CONTAGION | Education | Finance | Analysis
Journal Article