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accessRights:"restricted"
person:"Constant, Amelie"
~accessRights:"free"
~isPartOf:"Finance research letters"
~person:"Forni, Mario"
~person:"Gil-Alaña, Luis A."
~person:"Massa, Massimo"
~type:"article"
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Estimation
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Constant, Amelie
Forni, Mario
Gil-Alaña, Luis A.
Massa, Massimo
Gupta, Rangan
11
Tiwari, Aviral Kumar
6
Pierdzioch, Christian
5
Salisu, Afees A.
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ECONIS (ZBW)
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Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
Saved in:
2
The EMBI in Latin America : fractional integration, non-linearities and breaks
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
- In:
Finance research letters
24
(
2018
),
pp. 34-41
Persistent link: https://www.econbiz.de/10011982450
Saved in:
3
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
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