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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~person:"Coulibaly, Dramane"
~person:"Escribano, Álvaro"
~person:"Kapetanios, George"
~person:"Kaufmann, Sylvia"
~person:"Kwapil, Claudia"
~person:"Mignon, Valérie"
~subject:"Cointegration"
~subject:"Theorie"
~subject:"Ölpreis"
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EU-Staaten
Volatility
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Estimation
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USA
11
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11
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11
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11
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Chang, Chia-Lin
Coulibaly, Dramane
Escribano, Álvaro
Kapetanios, George
Kaufmann, Sylvia
Kwapil, Claudia
Mignon, Valérie
McAleer, Michael
15
Mumtaz, Haroon
12
Belzil, Christian
8
Neely, Christopher J.
7
Engsted, Tom
5
Honoré, Peter
5
Manera, Matteo
5
Nielsen, Helena Skyt
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Theodoridis, Konstantinos
5
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4
Österholm, Pär
4
Ajevskis, Viktors
3
Blazsek, Szabolcs
3
Cologni, Alessandro
3
Erdemlioglu, Deniz
3
Licht, Adrian
3
Lund, Jesper
3
Nguyen, Hoang
3
Owyang, Michael T.
3
Piton, Sophie
3
Rangvid, Jesper
3
Scharler, Johann
3
Sørensen, Carsten
3
Allegret, Jean-Pierre
2
Allen, David E.
2
Asai, Manabu
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2
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2
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2
Clark, Todd E.
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Coudert, Virginie
2
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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
Saved in:
2
Monetary trends in the UK and the USA from 1874 to 2020 : a nonlinear approach to money demand
Escribano, Álvaro
;
Rodríguez, Juan-Andrés
-
2023
Persistent link: https://www.econbiz.de/10014320871
Saved in:
3
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:
4
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:
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
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:
10
Reassessing the empirical relationship between the oil price and the dollar
Coudert, Virginie
;
Mignon, Valérie
-
2015
Persistent link: https://www.econbiz.de/10011414214
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