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subject:"Shock"
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~subject:"Volatilität"
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Risk management decisions and wealth management in financial economics
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Economic Challenges for Europe After the Pandemic : Proceedings of the XXXII Villa Mondragone International Economic Seminar, Rome, Italy, 2021
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Handbook of research on emerging theories, models, and applications of financial econometrics
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The Emergence of a Tradition: Essays in Honor of Jesús Huerta de Soto, Volume I : Money and the Market Process
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1
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 99-131)
.
2023
Persistent link: https://www.econbiz.de/10014315152
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2
Hayek's overinvestment theory and the stability of the Euro area
Schnabl, Gunther
- In:
The Emergence of a Tradition: Essays in Honor of Jesús …
,
(pp. 293-305)
.
2023
Persistent link: https://www.econbiz.de/10014309389
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3
On the evolution of US temperature dynamics
Diebold, Francis X.
;
Rudebusch, Glenn D.
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 9-28)
.
2022
Persistent link: https://www.econbiz.de/10013201751
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4
Dancing alone or together : the dynamic effects of independent and common monetary policies
Lastauskas, Povilas
;
Stakėnas, Julius
- In:
Essays in honor of M. Hashem Pesaran : prediction and …
,
(pp. 217-241)
.
2022
Persistent link: https://www.econbiz.de/10013201872
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5
The impact of market uncertainty on the systematic risk of clean energy stocks
Sadorsky, Perry A.
- In:
Applications in Energy Finance : The Energy Sector, …
,
(pp. 171-193)
.
2022
Persistent link: https://www.econbiz.de/10013283201
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6
Heterogeneity and dynamic dependence in panel analysis of individual behavior
Damrongplasit, Kannika
;
Hsiao, Cheng
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 61-79)
.
2022
Persistent link: https://www.econbiz.de/10013193935
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7
How does the entropy function explain the distribution of high-frequency data?
Moriya, Hiroyuki
- In:
Digital Designs for Money, Markets, and Social Dilemmas
,
(pp. 363-383)
.
2022
Persistent link: https://www.econbiz.de/10013363391
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8
Covid-19 shock and fiscal-monetary policy mix in a monetary union
Bartocci, Anna
;
Notarpietro, Alessandro
;
Pisani, …
- In:
Economic Challenges for Europe After the Pandemic : …
,
(pp. 233-266)
.
2022
Persistent link: https://www.econbiz.de/10013440676
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9
Temporary information disclosure and stock price volatility
Ling, Wanting
- In:
Proceedings of the 5th International Conference on …
,
(pp. 88-92)
.
2022
Persistent link: https://www.econbiz.de/10013348546
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10
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility : the case of Brent crude oil
Chen, Jilong
;
Ewald, Christian
;
Ouyang, Ruolan
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 29-46)
.
2022
Persistent link: https://www.econbiz.de/10013349908
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