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person:"Engle, Robert F."
~isPartOf:"The review of economics and statistics"
~person:"Dijk, Dick van"
~person:"Elsby, Michael W. L."
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Engle, Robert F.
Dijk, Dick van
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ECONIS (ZBW)
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1
Stock market volatility and macroeconomic fundamentals
Engle, Robert F.
;
Ghysels, Eric
;
Sohn, Bumjean
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 776-797
Persistent link: https://www.econbiz.de/10009793016
Saved in:
2
Unemployment dynamics in the OECD
Elsby, Michael W. L.
;
Hobijn, Bart
;
Şahin, Ayşegül
- In:
The review of economics and statistics
95
(
2013
)
2
,
pp. 530-548
Persistent link: https://www.econbiz.de/10009763694
Saved in:
3
Volatility spillovers in East Asian financial markets : a MEM-based approach
Engle, Robert F.
;
Gallo, Giampiero M.
;
Velucchi, Margherita
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 221-233
Persistent link: https://www.econbiz.de/10009565360
Saved in:
4
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
;
Dijk, Dick van
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 833-839
Persistent link: https://www.econbiz.de/10002223475
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