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subject:"Purchasing power parity"
subject:"Wechselkurs"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Monetary policy"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Fiscal policy
Geldnachfrage
Monetary policy
Volatilität
Estimation
211
Schätzung
205
Volatility
92
ARCH-Modell
50
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44
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44
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40
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40
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39
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28
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25
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21
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15
Commodity derivative
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Kapitalmarktrendite
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Rohstoffderivat
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128
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Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Belke, Ansgar
129
Caporale, Guglielmo Maria
118
Gupta, Rangan
113
Bahmani-Oskooee, Mohsen
108
MacDonald, Ronald
67
Pierdzioch, Christian
60
Chinn, Menzie David
59
Cheung, Yin-Wong
58
Chang, Tsangyao
54
Gil-Alaña, Luis A.
53
Mumtaz, Haroon
51
Bollerslev, Tim
50
Hayo, Bernd
46
Wolters, Jürgen
45
Herwartz, Helmut
44
Afonso, António
42
Beckmann, Joscha
42
Wohar, Mark E.
38
Pesaran, M. Hashem
36
Buch, Claudia M.
35
Hautsch, Nikolaus
35
Tiwari, Aviral Kumar
35
Christiano, Lawrence J.
34
Leeper, Eric M.
34
Miller, Stephen M.
34
Siklos, Pierre L.
34
Todorov, Viktor
34
Bohl, Martin T.
33
Bouri, Elie
33
Engel, Charles
33
Lütkepohl, Helmut
33
Reitz, Stefan
32
Rose, Andrew
32
Serletis, Apostolos
32
Jordà, Òscar
31
Kutan, Ali Mustafa
31
Sarno, Lucio
31
Asai, Manabu
30
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University of Canterbury / Dept. of Economics and Finance
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4
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91
Impacts of macroeconomic forces and external shocks on real output for Indonesia
Hsing, Yu
- In:
Economic analysis and policy
42
(
2012
)
1
,
pp. 97-104
Persistent link: https://www.econbiz.de/10009554319
Saved in:
92
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
3
,
pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
Saved in:
93
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:
94
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:
95
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1048-1067
Persistent link: https://www.econbiz.de/10009388885
Saved in:
96
Test of an inverted J-curve hypothesis between the expected real exchange rate and real output : the case of Hungary
Hsing, Yu
- In:
International journal of economics and business research
3
(
2011
)
2
,
pp. 166-175
Persistent link: https://www.econbiz.de/10008933007
Saved in:
97
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
98
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
99
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:
100
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
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