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source:"econis"
subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~isPartOf:"Working paper"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Bouri, Elie"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayesian shrinkage"
~subject:"Forecasting model"
~subject:"Real estate price"
~subject:"Schätzung"
~subject:"USA"
~subject:"VAR model"
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Apostolakis, George N.
Attanasio, Orazio P.
Bouri, Elie
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Mumtaz, Haroon
23
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18
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9
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Bénassy-Quéré, Agnès
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Gupta, Rangan
8
Zweifel, Peter
8
Österholm, Pär
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Karanassou, Marika
7
Wohar, Mark E.
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Xuan Vinh Vo
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Hammoudeh, Shawkat
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Lahrèche-Révil, Amina
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School of Accounting, Finance and Economics & FEMARC working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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Discussion paper / Deutsche Bundesbank
3
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Economics letters
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Essays on the effects of fiscal and monetary policy
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
3
Child development in the early years : parental investment and the changing dynamics of different domains
Attanasio, Orazio P.
;
Bernal, Raquel
;
Giannola, Michele
; …
-
2021
Persistent link: https://www.econbiz.de/10012803493
Saved in:
4
On bank return and volatility spillovers : identifying transmitters and receivers during crisis periods
Apostolakis, George N.
;
Floros, Christos
;
Giannellis, …
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 156-176
Persistent link: https://www.econbiz.de/10013542907
Saved in:
5
The realized volatility of commodity futures : interconnectedness and determinants#
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 139-151
Persistent link: https://www.econbiz.de/10012692211
Saved in:
6
Co-movement across European stock and real estate markets
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Bouri, Elie
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 189-208
Persistent link: https://www.econbiz.de/10012486850
Saved in:
7
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
8
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
9
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
10
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
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