Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/article/10.1007/s12197-018-9428-z/fulltext.html
Reference16 articles.
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4. Engle R (2002) Dynamic conditional correlation: a simple class of multivariate general- ized autoregressive conditional Heteroskedasticity models. J Bus Econ Stat 20(3):339–350
5. Fratzscher M, Straub R (2009) Asset prices and current account fluctuations in G-7 economies. IMF Staff Pap 56(3):633–654
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