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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Beckmann, Joscha"
~person:"Gil-Alana, Luis A."
~subject:"Kointegration"
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Zeitreihenanalyse
Kointegration
Cointegration
2
Estimation
2
Schätzung
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Asset prices
1
Börsenkurs
1
Central banks
1
Cointegrated VAR Model
1
Commodity price
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Commodity prices
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Common components
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Geldpolitik
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Global liquidity
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Globalisierung
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Liquidity
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Markov-switching error correction
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Monetary policy
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Shock
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Zimmermann, Klaus F.
Beckmann, Joscha
Gil-Alana, Luis A.
Belke, Ansgar
2
Schweikert, Karsten
2
Abbritti, Mirko
1
Ahmed, Shamim
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Anderson, Heather M.
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Asgharian, Hossein
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Avouyi-Dovi, Sanvi
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Baik, Hyeoncheol
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Basse, Tobias
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Bekiros, Stelios D.
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Brada, Josef C.
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Camarero Olivas, Mariam
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Czudaj, Robert
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Dark, Jonathan
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Gabriel, Vasco J.
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Gil-Alaña, Luis A.
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Guidolin, Massimo
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Gul, Ferdinand A.
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Hamori, Shigeyuki
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Han, Sumin
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Hansen, Anne Lundgaard
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Horny, Guillaume
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Härdle, Wolfgang
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Jondeau, Eric
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Joo, Sunghoon
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Journal of banking & finance
DIW Berlin Discussion Paper
13
CESifo Working Paper Series
11
Ruhr economic papers
8
CESifo Working Paper
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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ROME discussion paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Applied economics quarterly
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Credit and capital markets : Kredit und Kapital
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Economics and finance working paper series
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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German Council for Social and Economic Data (RatSWD) Research Notes
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IZA Discussion Paper
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International review of applied economics
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International review of economics & finance : IREF
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International review of financial analysis
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ECONIS (ZBW)
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Monetary policy and stock prices : cross-country evidence from cointegrated VAR models
Belke, Ansgar
;
Beckmann, Joscha
- In:
Journal of banking & finance
54
(
2015
),
pp. 254-265
Persistent link: https://www.econbiz.de/10011377829
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2
Does global liquidity drive commodity prices?
Beckmann, Joscha
;
Belke, Ansgar
;
Czudaj, Robert
- In:
Journal of banking & finance
48
(
2014
),
pp. 224-234
Persistent link: https://www.econbiz.de/10010508140
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