The demand for banking and shadow banking services
Year of publication: |
2019
|
---|---|
Authors: | Serletis, Apostolos ; Xu, Libo |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 47.2019, p. 132-146
|
Subject: | BEKK | GARCH | Markov regime switching | Minflex Laurent functional form | Volatility impulse response functions | ARCH-Modell | ARCH model | Volatilität | Volatility | Markov-Kette | Markov chain | Schätzung | Estimation | Bank | Informeller Finanzsektor | Informal finance |
-
Serletis, Apostolos, (2019)
-
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio, (2015)
-
Das, Suman, (2021)
- More ...
-
Communication frictions, sentiments, and nonlinear business cycles
Xu, Libo, (2018)
-
Markov Switching Oil Price Uncertainty
Serletis, Apostolos, (2019)
-
The Demand for Assets : Evidence from the Markov Switching Normalized Quadratic Model
XU, LIBO, (2021)
- More ...