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accessRights:"restricted"
person:"Constant, Amelie"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Smith, Simon C."
~person:"Yoon, Seong-min"
~subject:"Bayesian inference"
~subject:"Granger causality"
~subject:"Strukturbruch"
~type_genre:"Aufsatz in Zeitschrift"
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Bayesian inference
Granger causality
Strukturbruch
Estimation
54
Schätzung
54
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20
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20
Volatility
19
Volatilität
19
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17
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13
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17
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Constant, Amelie
Shahzad, Syed Jawad Hussain
Smith, Simon C.
Yoon, Seong-min
Gupta, Rangan
12
Chan, Joshua
11
Gil-Alaña, Luis A.
7
Koop, Gary
7
Malik, Farooq
7
Rodriguez, Gabriel
7
Cuestas, Juan Carlos
6
Huber, Florian
6
Pradhan, Rudra Prakash
6
Tsionas, Efthymios G.
6
Casarin, Roberto
5
Chang, Tsangyao
5
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5
Kang, Kyu Ho
5
Lee, Junsoo
5
Lesage, James P.
5
Nazlıoğlu, Şaban
5
Piribauer, Philipp
5
Poon, Aubrey
5
Ranjbar, Omid
5
Tamarit Escalona, Cecilio R.
5
Österholm, Pär
5
Camarero Olivas, Mariam
4
Eisenstat, Eric
4
Furuoka, Fumitaka
4
Glocker, Christian
4
Herwartz, Helmut
4
Kaufmann, Sylvia
4
Kumar, Dilip
4
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4
Morley, James C.
4
Mumtaz, Haroon
4
Omay, Tolga
4
Polemis, Michael
4
Ravazzolo, Francesco
4
Singh, Tarlok
4
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1
Finance research letters
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1
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1
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1
South Asian journal of global business research : SAJGBR ; the official journal of the South Asian Academy of Management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
17
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1
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
2
Structural breaks in grouped heterogeneity
Smith, Simon C.
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10014448432
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3
Non-linear effects of terrorism on economic growth in pakistan : accounting for capital per worker and structural breaks
Kumar, Ronald Ravinesh
;
Shahzad, Syed Jawad Hussain
; …
- In:
The Singapore economic review
68
(
2023
)
2
,
pp. 629-650
Persistent link: https://www.econbiz.de/10014279323
Saved in:
4
Time-variation, multiple testing, and the factor zoo
Smith, Simon C.
- In:
International review of financial analysis
84
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013472944
Saved in:
5
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
6
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
7
International stock return predictability
Smith, Simon C.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255884
Saved in:
8
Spillover across Eurozone credit market sectors and determinants
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
Applied economics
51
(
2019
)
59
,
pp. 6333-6349
Persistent link: https://www.econbiz.de/10012197344
Saved in:
9
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Saved in:
10
Variable selection in panel models with breaks
Smith, Simon C.
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012303949
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