Canberra, Australian Capital Territory 2601
Australia
Australian National University
SSRN RANKINGS
in Total Papers Citations
excess comovement, commodity return, time-varying correlation, smooth transition, regime change, financialization
Excess comovement, commodity return, time-varying correlation, DCC, smooth transition, regime change, financialization
Smooth transition model, Copula, Spearman's rho, Tail dependence
Smooth Transition Model, Copula, Spearman's Rho, Tail Dependence
Business cycle; corporate bond spreads; government bond yields; Markov-switching model
Japanese government debt; fiscal sustainability; debt to GDP ratio; fiscal consolidation
intergenerational, fiscal policy, Japan, tax policy, Japanese government bonds
federal funds, futures, monetary policy, Markov switching
Comovement, flight-to-quality, diversification effect, smooth transition
Capital Structure, Trade-Off Theory, Pecking Order Theory, Market Timing Theory, Macro Uncertainties
Systematic Risk Index, Commodity Prices, Macroeconomic Uncertainties, Panel Vector Autoregression
