A mean-difference test based on self-normalization for alternating regime index data sets
Year of publication: |
2020
|
---|---|
Authors: | Kim, Bo Gyeong ; Shin, Dong-wan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 193.2020, p. 1-6
|
Subject: | Recession | Financial crisis | Self-normalization | Uncertainty index | Volatility spillover index | Theorie | Theory | Volatilität | Volatility | Aktienindex | Stock index | Finanzkrise | Spillover-Effekt | Spillover effect | Index | Index number | Konjunktur | Business cycle | Wirtschaftsindikator | Economic indicator |
-
Conditional Autoregressive Range (CARR) based volatility spillover index for the Eurozone markets
Bayraci, Selcuk, (2014)
-
Kahl, Christian, (2015)
-
Financial stress, uncertainty, and economic activity
Roye, Björn van, (2013)
- More ...
-
Alleviation of rural poverty in the Republic of Korea
Shin, Dong-wan, (1984)
-
Lee, O., (2004)
-
Tests for asymmetry in possibly nonstationary dynamic panel models
Shin, Dong-wan, (2006)
- More ...