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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Cimadomo, Jacopo"
~person:"Coulibaly, Dramane"
~person:"Escribano, Álvaro"
~person:"Mignon, Valérie"
~person:"Nguyen, Hoang"
~source:"econis"
~subject:"Demand"
~subject:"Nachfrage"
~subject:"OECD countries"
~subject:"Ölpreis"
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EU-Staaten
Volatility
Demand
Nachfrage
OECD countries
Ölpreis
Estimation
39
Schätzung
39
Volatilität
9
Welt
9
World
9
ARCH model
8
ARCH-Modell
8
USA
8
United States
8
Time series analysis
7
Zeitreihenanalyse
7
OECD-Staaten
6
Oil price
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VAR model
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VAR-Modell
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5
Prognoseverfahren
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Taiwan
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Theorie
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Bayes-Statistik
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Exchange rate
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International tourism
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Internationaler Tourismus
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Wechselkurs
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Aktienindex
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EU countries
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Economic indicator
3
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23
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Working Paper
22
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English
23
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Chang, Chia-Lin
Cimadomo, Jacopo
Coulibaly, Dramane
Escribano, Álvaro
Mignon, Valérie
Nguyen, Hoang
McAleer, Michael
18
Mumtaz, Haroon
11
Kapetanios, George
5
Manera, Matteo
5
Neely, Christopher J.
5
Theodoridis, Konstantinos
5
Albis, Hippolyte d’
3
Belke, Ansgar
3
Boubtane, Ekrame
3
Chortareas, Georgios E.
3
Cologni, Alessandro
3
Kaufmann, Sylvia
3
Piton, Sophie
3
Rangvid, Jesper
3
Roengchai Tansuchat
3
Scharler, Johann
3
Österholm, Pär
3
Ajevskis, Viktors
2
Allegret, Jean-Pierre
2
Allen, David E.
2
Asai, Manabu
2
Blazsek, Szabolcs
2
Capelle-Blancard, Gunther
2
Couharde, Cécile
2
Crespo Cuaresma, Jesús
2
Disdier, Anne-Célia
2
Erdemlioglu, Deniz
2
Gourier, Elise
2
Herz, Bernhard
2
Karlsson, Sune
2
Khamkaew, Thanchanok
2
Kiss, Tamás
2
Kugler, Peter
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Kwapil, Claudia
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University of Canterbury / Dept. of Economics and Finance
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Working paper
Econometric Institute research papers
10
Discussion paper / Tinbergen Institute
5
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5
Applied economics
3
Working paper series / European Central Bank
3
CESifo Working Paper Series
2
CESifo working papers
2
Discussion paper series / IZA
2
International review of economics & finance : IREF
2
Journal of international money and finance
2
Review of world economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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Uncertainty, expectations and asset price dynamics : essays in honor of Georges Prat
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ECONIS (ZBW)
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11
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:
12
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:
13
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
14
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:
15
Fiscal consolidations and banking stability
Cimadomo, Jacopo
;
Hauptmeier, Sebastian
;
Zimmermann, Tom
-
2012
Persistent link: https://www.econbiz.de/10009711912
Saved in:
16
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
17
Fiscal policy in real time
Cimadomo, Jacopo
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003531069
Saved in:
18
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:
19
Burden sharing and exchange-rate misalignments within the Group of Twenty
Bénassy-Quéré, Agnès
;
Duran-Vigneron, Pascale
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002420987
Saved in:
20
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
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