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subject:"EU countries"
subject:"Economic growth"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Share price"
~subject:"World"
~type_genre:"Arbeitspapier"
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EU countries
Economic growth
Share price
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Estimation
7
Schätzung
7
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
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Capital income
3
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Spillover effect
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Index construction
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Indonesia
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Indonesien
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International tourism
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Internationaler Tourismus
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McAleer, Michael
3
Białkowski, Je̜drzej
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
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1
Lan Fen Chu
1
Oya, Kosuke
1
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1
Rea, William
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1
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University of Canterbury / Dept. of Economics and Finance
Institut für Weltwirtschaft
26
Forschungsinstitut zur Zukunft der Arbeit
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Zentrum für Europäische Wirtschaftsforschung
14
Ekonomiska forskningsinstitutet <Stockholm>
11
Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
7
Federal Reserve System / Division of Research and Statistics
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National Bureau of Economic Research
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International Monetary Fund
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Maxwell Graduate School of Citizenship and Public Affairs
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Hamburgisches Welt-Wirtschafts-Archiv
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Harvard Institute for International Development
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London School of Economics and Political Science
5
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4
Centre for Economic Policy Research
4
Innocenzo Gasparini Institute for Economic Research <Mailand>
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Research Seminar in International Economics
4
University of Hong Kong / School of Economics and Finance
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Australian National University / Faculty of Economics and Commerce
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Kansantaloustieteen Laitos <Tampere>
3
National Institute of Economic and Social Research
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Rutgers University / Department of Economics
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
3
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
4
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
5
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
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