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subject:"United Kingdom"
~person:"Tiwari, Aviral Kumar"
~subject:"Börsenkurs"
~subject:"Panel study"
~subject:"United States"
~type_genre:"Arbeitspapier"
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United Kingdom
Börsenkurs
Panel study
United States
Estimation
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ARCH model
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Aktienmarkt
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contagion
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continuous wavelet transform
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Arbeitspapier
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Tiwari, Aviral Kumar
Caporale, Guglielmo Maria
89
Gil-Alaña, Luis A.
70
Pesaran, M. Hashem
54
Blundell, Richard W.
51
Heckman, James J.
51
Gupta, Rangan
43
Jenkins, Stephen
42
McAleer, Michael
37
Hautsch, Nikolaus
32
Belke, Ansgar
30
Hamermesh, Daniel S.
29
Pierdzioch, Christian
28
Marcellino, Massimiliano
27
Shields, Michael
27
Timmermann, Allan
27
Bohl, Martin T.
25
Stulz, René M.
25
Bloom, Nicholas
24
Hart, Robert A.
24
Koopman, Siem Jan
24
Van Reenen, John
23
Härdle, Wolfgang
22
Kapetanios, George
22
Karanassou, Marika
22
Kilian, Lutz
22
Malley, James R.
22
Miller, Stephen M.
22
Basu, Susanto
21
Cheung, Yin-Wong
21
Gao, Jiti
21
Christiano, Lawrence J.
20
Eichenbaum, Martin S.
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Herwartz, Helmut
20
Afonso, António
19
Haskel, Jonathan
19
Massa, Massimo
19
Meghir, Costas
19
Schorfheide, Frank
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Belzil, Christian
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Campbell, John Y.
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Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
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Time-frequency relationship between inflation and inflation uncertainty for the U.S. : evidence from historical data
Albulescu, Claudiu Tiberiu
;
Tiwari, Aviral Kumar
; …
-
2016
Persistent link: https://www.econbiz.de/10011547577
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2
Tests of financial market contagion : evolutionary cospectral analysis v.s. wavelet analysis
Ftiti, Zied
;
Tiwari, Aviral Kumar
;
Belanès, Amél
; …
-
2014
Persistent link: https://www.econbiz.de/10010430696
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