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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"SNB working papers"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Coulibaly, Dramane"
~person:"Crespo Cuaresma, Jesús"
~person:"Escribano, Álvaro"
~person:"Kapetanios, George"
~person:"Kaufmann, Sylvia"
~person:"Kwapil, Claudia"
~person:"Mignon, Valérie"
~subject:"Faktorenanalyse"
~subject:"Theorie"
~subject:"Ölpreis"
~type_genre:"Non-commercial literature"
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EU-Staaten
Volatility
Faktorenanalyse
Theorie
Ölpreis
Estimation
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11
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11
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11
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27
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Chang, Chia-Lin
Coulibaly, Dramane
Crespo Cuaresma, Jesús
Escribano, Álvaro
Kapetanios, George
Kaufmann, Sylvia
Kwapil, Claudia
Mignon, Valérie
McAleer, Michael
15
Mumtaz, Haroon
13
Neely, Christopher J.
6
Belzil, Christian
5
Honoré, Peter
5
Manera, Matteo
5
Theodoridis, Konstantinos
5
Engsted, Tom
4
Nielsen, Helena Skyt
4
Nitschka, Thomas
4
Nyholm, Ken
4
Österholm, Pär
4
Ajevskis, Viktors
3
Blazsek, Szabolcs
3
Bäurle, Gregor
3
Cologni, Alessandro
3
Doz, Catherine
3
Licht, Adrian
3
Nguyen, Hoang
3
Piton, Sophie
3
Rangvid, Jesper
3
Sørensen, Carsten
3
Allegret, Jean-Pierre
2
Allen, David E.
2
Asai, Manabu
2
Carriero, Andrea
2
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2
Clark, Todd E.
2
Coudert, Virginie
2
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2
Davis, Steven J.
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CESifo Working Paper Series
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7
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Modeling and forecasting the long memory of cyclical trends in paleoclimate data
Barrio Castro, Tomás del
;
Escribano, Álvaro
; …
-
2024
Persistent link: https://www.econbiz.de/10014566880
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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
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:
4
Bank lending in Switzerland : capturing cross-sectional heterogeneity and asymmetry over time
Beutler, Toni
;
Gubler, Matthias
;
Hauri, Simona
; …
-
2020
Persistent link: https://www.econbiz.de/10012301650
Saved in:
5
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
Saved in:
6
Exchange rate pass-through to import prices : accounting for changes in the Eurozone trade structure
Lopez-Villavicencio, Antonia
;
Mignon, Valérie
-
2019
Persistent link: https://www.econbiz.de/10012243509
Saved in:
7
Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
Saved in:
8
Macroeconomic evidence suggests that asylum seekers are not a "burden" for western European countries
Albis, Hippolyte d’
;
Boubtane, Ekrame
;
Coulibaly, Dramane
-
2018
Persistent link: https://www.econbiz.de/10012000054
Saved in:
9
Changing dynamics at the zero lower bound
Bäurle, Gregor
;
Kaufmann, Daniel
;
Kaufmann, Sylvia
; …
-
2016
Persistent link: https://www.econbiz.de/10011586794
Saved in:
10
Oil currencies in the face of oil shocks : what can be learned from time-varying specifications?
Allegret, Jean-Pierre
;
Couharde, Cécile
;
Mignon, Valérie
-
2015
Persistent link: https://www.econbiz.de/10011414092
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