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

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