We analyze the dynamics in the global crude oil market based on a structural vector autoregressive model. We identify the model by...

Beside a priori theoretical assumptions on instantaneous or long-run effects of structural shocks, sign restrictions have become a...

This paper investigates if the euro's effect on euro-area trade differs across trade sectors and across country pairs, and to what...

We conduct a comprehensive analysis of the in-sample and out-of-sample properties of stock return dynamics in 14 developed and 12...

A huge body of empirical and theoretical literature has emerged on the relationship between foreign exchange (FX) uncertainty and...

This paper examines the role of cross-sectional heterogeneity for estimating the euro's effect on euro-area trade. In the empirical...

This article investigates the empirical relationship between monetary policy in the United States (US) and international equity, bond...