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A Quasi Real-Time Leading Indicator for the EU Industrial Production
(2016-01-04)
We build a quasi real-time leading indicator (LI) for the EU industrial production (IP). Differently from previous studies, the technique developed in this paper gives rise to an ex-ante LI that is immune to “overlapping ...
Globally Dangerous Diseases: Bad News for Main Street, Good News for Wall Street?
(2016-12-12)
This paper examines whether investor mood, driven by World Health Organization (WHO) alerts and media news on globally dangerous diseases, is priced in pharmaceutical companies' stocks in the United States. We concentrate ...
Which Market Integration Measure?
(2017-08-04)
This paper compares the dynamics of the financial integration process as described by different empirical approaches. To this end, a wide range of measures accounting for several dimensions of integration is employed. In ...