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Published in 2020 at "Journal of Business Research"
DOI: 10.1016/j.jbusres.2019.10.047
Abstract: Abstract We isolate and analyze financial cycles for ten selected economies based on quarterly time-series data from 1970 to 2018. Our study shows that a global financial cycle lasts nine years on average with long-memory…
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Keywords:
financial cycles;
multi channel;
singular spectrum;
1970 2018 ... See more keywords