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person:"Pesaran, M. Hashem"
subject:"World"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"ERF working papers series"
~isPartOf:"IMF working paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper"
~person:"Choudhri, Ehsan U."
~person:"Escribano, Álvaro"
~person:"Herwartz, Helmut"
~person:"Levchenko, Andrei A."
~person:"MacDonald, Ronald"
~person:"Mayer, Thierry"
~person:"McAleer, Michael"
~person:"Persson, Torsten"
~person:"Sturm, Jan-Egbert"
~person:"Westermann, Frank"
~person:"Woessmann, Ludger"
~subject:"Realer Wechselkurs"
~subject:"Share price"
~subject:"Volatilität"
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Pesaran, M. Hashem
Choudhri, Ehsan U.
Escribano, Álvaro
Herwartz, Helmut
Levchenko, Andrei A.
MacDonald, Ronald
Mayer, Thierry
McAleer, Michael
Persson, Torsten
Sturm, Jan-Egbert
Westermann, Frank
Woessmann, Ludger
Mumtaz, Haroon
14
Chang, Chia-Lin
6
Cheung, Yin-Wong
6
Neely, Christopher J.
6
Theodoridis, Konstantinos
6
Manera, Matteo
5
Mélitz, Jacques
5
Schneider, Friedrich
5
Berger, Helge
4
Fontagné, Lionel
4
Kapetanios, George
4
Mignon, Valérie
4
Gaulier, Guillaume
3
Gouriéroux, Christian
3
Haan, Jakob de
3
Mohaddes, Kamiar
3
Nguyen, Hoang
3
Owyang, Michael T.
3
Rancière, Romain
3
Raunig, Burkhard
3
Tabellini, Guido Enrico
3
Thorvaldur Gylfason
3
Toubal, Farid
3
Valenti, Daniele
3
Österholm, Pär
3
Aisen, Ari
2
Allen, David E.
2
Asai, Manabu
2
Bandyopadhyay, Subhayu
2
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2
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University of Canterbury / Dept. of Economics and Finance
4
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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IMF working paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
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37
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7
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6
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5
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3
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2
CAMA working paper series
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1
The CEPII gravity database
Conte, Maddalena
;
Cotterlaz, Pierre
;
Mayer, Thierry
-
2022
Persistent link: https://www.econbiz.de/10013482195
Saved in:
2
Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
3
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
Saved in:
4
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2020
Persistent link: https://www.econbiz.de/10012298775
Saved in:
5
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
6
Identifying global and national output and fiscal policy shocks usging GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2019
Persistent link: https://www.econbiz.de/10012024425
Saved in:
7
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
8
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
9
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
10
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
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