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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Macroeconomic dynamics"
~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:"Working Paper"
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EU-Staaten
Volatility
Faktorenanalyse
Theorie
Ölpreis
Estimation
58
Schätzung
58
USA
11
United States
11
Welt
10
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10
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9
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25
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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.
7
Belzil, Christian
5
Honoré, Peter
5
Theodoridis, Konstantinos
5
Ajevskis, Viktors
4
Manera, Matteo
4
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4
Nyholm, Ken
4
Österholm, Pär
4
Blazsek, Szabolcs
3
Cologni, Alessandro
3
Doz, Catherine
3
Engsted, Tom
3
Erdemlioglu, Deniz
3
Licht, Adrian
3
Nguyen, Hoang
3
Owyang, Michael T.
3
Rangvid, Jesper
3
Scharler, Johann
3
Sørensen, Carsten
3
Allegret, Jean-Pierre
2
Allen, David E.
2
Asai, Manabu
2
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2
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2
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2
Clark, Todd E.
2
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2
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2
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7
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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:
2
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
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
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:
5
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:
6
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
Saved in:
7
Reassessing the empirical relationship between the oil price and the dollar
Coudert, Virginie
;
Mignon, Valérie
-
2015
Persistent link: https://www.econbiz.de/10011414214
Saved in:
8
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
9
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
10
Current accounts and oil price fluctuations in oil-exporting countries : the role of financial development
Allegret, Jean-Pierre
;
Couharde, Cécile
;
Coulibaly, Dramane
-
2013
Persistent link: https://www.econbiz.de/10009790038
Saved in:
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