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subject:"EU countries"
~isPartOf:"Working papers / Bank of England"
~subject:"Germany"
~subject:"Großbritannien"
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Estimation
64
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42
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845
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315
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ECONIS (ZBW)
46
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1
Forecasting with VAR models : fat tails and stochastic volatility
Chiu, Ching Wai Jeremy
;
Mumtaz, Haroon
;
Pinter, Gabor
-
2015
Persistent link: https://www.econbiz.de/10011312174
Saved in:
2
Has weak lending and activity in the United Kingdom been driven by credit supply shocks?
Barnett, Alina
;
Thomas, Ryland
-
2013
Persistent link: https://www.econbiz.de/10010357113
Saved in:
3
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
4
Forecasting UK GDP growth, inflation and interest rates under structural change : a comparison of models with time-varying parameters
Barnett, Alina
;
Mumtaz, Haroon
;
Theodoridis, Konstantinos
-
2012
Persistent link: https://www.econbiz.de/10009559829
Saved in:
5
Labour market institutions and unemployment volatility : evidence from OECD countries
Faccini, Renato
;
Bondibene, Chiara Rosazza
-
2012
Persistent link: https://www.econbiz.de/10009619063
Saved in:
6
High-frequency trading behaviour and its impact on market quality : evidence from the UK equity market
Benos, Evangelos
;
Sagade, Satchit
-
2012
Persistent link: https://www.econbiz.de/10009671760
Saved in:
7
Financial constraints and capacity adjustment in the United Kingdom : evidence from a large panel of survey data
Kalckreuth, Ulf von
;
Murphy, Emma
-
2005
Persistent link: https://www.econbiz.de/10002825181
Saved in:
8
An empirical analysis of the dynamic relationship between investment-grade bonds and credit default swaps
Blanco, Roberto
;
Brennan, Simon
;
Marsh, Ian
-
2004
Persistent link: https://www.econbiz.de/10001910274
Saved in:
9
The dynamics of consumers' expenditure : the UK consumption ECM redux
Fernandez-Corugedo, Emilio
;
Price, Simon
;
Blake, Andrew P.
-
2003
Persistent link: https://www.econbiz.de/10001847077
Saved in:
10
A Merton-model approach to assessing the default risk of UK public companies
Tudela, Merxe
(
contributor
);
Young, Garry
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001777982
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