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isPartOf:"Ifo-Beiträge zur Wirtschaftsforschung"
~isPartOf:"Economic modelling"
~isPartOf:"Göttinger Studien zur Entwicklungsökonomik"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of applied econometrics"
~subject:"Estimation"
~subject:"Schätztheorie"
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Estimation
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Koop, Gary
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Ifo-Beiträge zur Wirtschaftsforschung
Economic modelling
Göttinger Studien zur Entwicklungsökonomik
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
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51
A latent factor model for the Chinese stock market
Ma, Tian
;
Leong, Wen Jun
;
Jiang, Fuwei
- In:
International review of financial analysis
87
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014457552
Saved in:
52
Who are the vectors of contagion? : Evidence from emerging markets
Agudelo, Diego A.
;
Múnera, Daimer J.
- In:
International review of financial analysis
87
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014457739
Saved in:
53
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
54
Does stock market index adjustment affect environmental information disclosure? : Evidence from China
Li, Qiang
;
Wang, Shengying
;
He, Zichun
;
Li, Hanqiao
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014460498
Saved in:
55
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
56
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
57
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
58
Alpha-factor integrated risk parity portfolio strategy in global equity fund of funds
Lee, Tae Kyun
;
Sohn, So Young
- In:
International review of financial analysis
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460651
Saved in:
59
Heterogeneity in prices and cost of living within a country : new evidence on the north-south divide in Italy
Menon, Martina
;
Perali, Federico
;
Ray, Ranjan
;
Tommasi, …
- In:
Economic modelling
126
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462125
Saved in:
60
Cross-border Italian sovereign risk transmission in EMU countries
Capasso, Salvatore
;
D'Uva, Marcella
;
Fiorelli, Cristiana
; …
- In:
Economic modelling
126
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014462235
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