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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Gozgor, Giray"
~person:"Mills, Terence C."
~subject:"Aktienindex"
~subject:"Devisenmarkt"
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Großbritannien
Wechselkurs
Aktienindex
Devisenmarkt
Estimation theory
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Schätztheorie
2
ARCH model
1
ARCH-Modell
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Bayes-Statistik
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Bayesian estimation techniques
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Börsenkurs
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Estimation
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Exchange rate
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Foreign exchange market
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Schätzung
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Share price
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Spillover effect
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Stock index
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Virtual currency
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Virtuelle Währung
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Volatility
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Volatilität
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cryptocurrencies
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currency markets
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return spillover
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structural vector autoregressive models
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Gozgor, Giray
Mills, Terence C.
Akbar, Muhammad
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Chen, Jian
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Elsayed, Ahmed H.
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International journal of finance & economics : IJFE
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Journal of economic surveys
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Ricerche economiche
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Scottish journal of political economy : the journal of the Scottish Economic Society
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Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.
;
Gozgor, Giray
;
Lau, Chi Keung
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
Saved in:
2
The econometrics of the "market model" : cointegration, error correction and exogeneity
Mills, Terence C.
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 275-286
Persistent link: https://www.econbiz.de/10001211526
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