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subject:"Impact assessment"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
~subject:"Welt"
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Impact assessment
Kapitaleinkommen
United Kingdom
Welt
Estimation
7
Schätzung
7
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Share price
3
USA
3
United States
3
Spillover effect
2
Spillover-Effekt
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Stochastic process
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Stochastischer Prozess
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World
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1933-2007
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1989-2007
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2000-2010
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2001-2011
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Behavioral economics
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Commodity derivative
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Demand
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Efficient market hypothesis
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Effizienzmarkthypothese
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Financial crisis
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Finanzkrise
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Forecasting model
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Hochfrequenzdaten (high frequency data)
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Index construction
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Indexberechnung
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Indonesia
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Indonesien
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International tourism
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Internationaler Tourismus
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Islam
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Islamic countries
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Islamische Staaten
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English
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McAleer, Michael
3
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Lan Fen Chu
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
631
Forschungsinstitut zur Zukunft der Arbeit
82
Institut für Weltwirtschaft
24
Springer Fachmedien Wiesbaden
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Centre for Economic Performance
14
Zentrum für Europäische Wirtschaftsforschung
13
University of Oxford / Institute of Economics and Statistics
12
University of Sheffield / Department of Economics
12
Birkbeck College / Department of Economics
11
Institute for Fiscal Studies
10
Public Sector Economics Research Centre <Leicester>
10
University of Reading / Department of Economics
9
Friedrich-Schiller-Universität Jena
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Internationaler Währungsfonds / Research Department
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University of York / Department of Economics and Related Studies
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Verlag Dr. Kovač
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Universität Mannheim
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William Davidson Institute <Ann Arbor, Mich.>
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World Bank
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Centre for Economic Policy Research
6
Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve Bank of St. Louis
6
Federal Reserve System / Board of Governors
6
University of Exeter / Department of Economics
6
Österreichisches Institut für Wirtschaftsforschung
6
Deutsches Institut für Wirtschaftsforschung
5
Eric Cuvillier <Firma>
5
Georgetown University / Economics Department
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Maxwell Graduate School of Citizenship and Public Affairs
5
Queen Mary College / Department of Economics
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Rodney L. White Center for Financial Research
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University of Hong Kong / School of Economics and Finance
5
epubli GmbH
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Columbia University / Department of Economics
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Edward Elgar Publishing
4
Federal Reserve System / Division of Research and Statistics
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
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:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
4
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
5
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
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