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dc.contributor.authorApergis, Nicholas
dc.contributor.authorPayne, James
dc.date.accessioned2019-03-14T17:35:45Z
dc.date.available2019-03-14T17:35:45Z
dc.date.issued2013-07-24
dc.identifier.urihttp://hdl.handle.net/10545/623565
dc.description.abstractThis empirical study analyzes the information and predictive content of the Baltic Dry Index (BDI) with respect to a range of financial assets and the macroeconomy. By using panel methodological approaches and daily data spanning the period 1985–2012, the empirical analysis documents the joint predictability capacity of the BDI for both financial assets and industrial production. The results reveal the role of the BDI in predicting the future course of the real economy, yielding a link between financial asset markets and the macroeconomy.en
dc.description.sponsorshipN/Aen
dc.language.isoenen
dc.publisherMDPIen
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectBaltic Dry Indexen
dc.subjectasset marketsen
dc.subjectpanel dataen
dc.subjectmacroeconomyen
dc.titleNew Evidence on the Information and Predictive Content of the Baltic Dry Indexen
dc.typeArticleen
dc.contributor.departmentUniversity of Piraeusen
dc.contributor.departmentUniversity of New Orleansen
dc.identifier.journalInternational Journal of Financial Studiesen


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