Dissecting the cycles: An intermarket investigation and its implications to portfolio reallocation

Author:

Liang Kuo-Yuan,Yen Chen-Hui

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference44 articles.

1. More international evidence on the historical properties of business cycles;A'Hearn;Journal of Monetary Economics,2001

2. Anticipations variables in an econometric model: Performance of the anticipations version of the Wharton Mark III;Adams;International Economic Review,1974

3. Anticipations variables in macro-economic models;Adams,1972

4. Turning points in business cycles;Ayres,1939

5. Measuring business cycles approximate band-pass filters for economic time series;Baxter;Review of Economics and Statistics,1999

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