European Business Cycle Convergence

Is the euro area getting closer with regard to business cycles? The study investigates the linkage between business cycle convergence and financial portfolio choice for a panel of 18 European countries. For this purpose an index is constructed which measures the similarity of investment portfolios....

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Մատենագիտական մանրամասներ
Հիմնական հեղինակ: Schneider, Jennifer
Ձևաչափ: Online
Լեզու:անգլերեն
Հրապարակվել է: Peter Lang International Academic Publishers 2021
Խորագրեր:
Առցանց հասանելիություն:1002711
Ցուցիչներ: Ավելացրեք ցուցիչ
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author Schneider, Jennifer
author_browse Schneider, Jennifer
author_facet Schneider, Jennifer
author_sort Schneider, Jennifer
collection Directory of Open Access Books
description Is the euro area getting closer with regard to business cycles? The study investigates the linkage between business cycle convergence and financial portfolio choice for a panel of 18 European countries. For this purpose an index is constructed which measures the similarity of investment portfolios. The idea is that financial portfolio choice has an impact on business cycles and contributes to convergence via the consumption-wealth linkage. The background of the analysis is the International Asset Pricing Model (IAPM). The results of fixed effects GMM TSLS estimations confirm the linkage. The effect is higher for country-pairs that are built by one euro area member and one member outside the euro area.
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institution Directory of Open Access Books
language eng
publishDate 2021
publishDateRange 2021
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publisher Peter Lang International Academic Publishers
publisherStr Peter Lang International Academic Publishers
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spelling doab-20.500.12854ir-371632025-01-29T16:09:32Z European Business Cycle Convergence Schneider, Jennifer Bias Business Consumption-Wealth-Linkage Convergence Cycle Declining European Home International Asset Pricing Model Investors Panel Methods Portfolio Portfolio Choice Private Schneider Similarity thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCA Economic theory and philosophy thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCK Behavioural economics thema EDItEUR::K Economics, Finance, Business and Management::KJ Business and Management Is the euro area getting closer with regard to business cycles? The study investigates the linkage between business cycle convergence and financial portfolio choice for a panel of 18 European countries. For this purpose an index is constructed which measures the similarity of investment portfolios. The idea is that financial portfolio choice has an impact on business cycles and contributes to convergence via the consumption-wealth linkage. The background of the analysis is the International Asset Pricing Model (IAPM). The results of fixed effects GMM TSLS estimations confirm the linkage. The effect is higher for country-pairs that are built by one euro area member and one member outside the euro area. 2021-02-10T12:58:18Z 2019-01-10 03:00:33 2020-04-01T11:48:30Z 2013-12-04 book 1002711 OCN: 1083021842 http://library.oapen.org/handle/20.500.12657/27301 9783653019155 https://directory.doabooks.org/handle/20.500.12854/37163 eng Hohenheimer volkswirtschaftliche Schriften open access image/jpeg image/jpeg image/jpeg image/jpeg image/jpeg n/a n/a n/a n/a n/a https://library.oapen.org/bitstream/20.500.12657/27301/1/1002711.pdf https://library.oapen.org/bitstream/20.500.12657/27301/1/1002711.pdf https://library.oapen.org/bitstream/20.500.12657/27301/1/1002711.pdf https://library.oapen.org/bitstream/20.500.12657/27301/1/1002711.pdf https://library.oapen.org/bitstream/20.500.12657/27301/1/1002711.pdf Peter Lang International Academic Publishers 10.3726/978-3-653-01915-5 10.3726/978-3-653-01915-5 44a712f0-ee17-4c08-a667-46effed595e7 9783653019155 218 Bern open access
spellingShingle Bias
Business
Consumption-Wealth-Linkage
Convergence
Cycle
Declining
European
Home
International Asset Pricing Model
Investors
Panel Methods
Portfolio
Portfolio Choice
Private
Schneider
Similarity
thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCA Economic theory and philosophy
thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCK Behavioural economics
thema EDItEUR::K Economics, Finance, Business and Management::KJ Business and Management
Schneider, Jennifer
European Business Cycle Convergence
title European Business Cycle Convergence
title_full European Business Cycle Convergence
title_fullStr European Business Cycle Convergence
title_full_unstemmed European Business Cycle Convergence
title_short European Business Cycle Convergence
title_sort european business cycle convergence
topic Bias
Business
Consumption-Wealth-Linkage
Convergence
Cycle
Declining
European
Home
International Asset Pricing Model
Investors
Panel Methods
Portfolio
Portfolio Choice
Private
Schneider
Similarity
thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCA Economic theory and philosophy
thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCK Behavioural economics
thema EDItEUR::K Economics, Finance, Business and Management::KJ Business and Management
topic_facet Bias
Business
Consumption-Wealth-Linkage
Convergence
Cycle
Declining
European
Home
International Asset Pricing Model
Investors
Panel Methods
Portfolio
Portfolio Choice
Private
Schneider
Similarity
thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCA Economic theory and philosophy
thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCK Behavioural economics
thema EDItEUR::K Economics, Finance, Business and Management::KJ Business and Management
url 1002711
work_keys_str_mv AT schneiderjennifer europeanbusinesscycleconvergence