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subject:"United States"
type_genre:"Article in journal"
~person:"Bali, Turan G."
~person:"Moosa, Imad A."
~person:"Serletis, Apostolos"
~person:"Stock, James H."
~subject:"ARCH-Modell"
~subject:"Risiko"
~subject:"Theorie"
~subject:"Theory"
~type_genre:"Statistik"
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United States
ARCH-Modell
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Estimation
126
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126
USA
36
Time series analysis
27
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27
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Bali, Turan G.
Moosa, Imad A.
Serletis, Apostolos
Stock, James H.
Gupta, Rangan
94
Bahmani-Oskooee, Mohsen
62
Gil-Alaña, Luis A.
60
Caporale, Guglielmo Maria
48
Wohar, Mark E.
37
Kumbhakar, Subal
30
Apergēs, Nikolaos
27
McAleer, Michael
27
Balcilar, Mehmet
23
Ma, Feng
23
Tiwari, Aviral Kumar
23
Brooks, Robert
21
Chang, Tsangyao
21
Hsing, Yu
21
Bollerslev, Tim
19
Koopman, Siem Jan
19
Kumar, Dilip
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Lee, Chien-chiang
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Chiang, Thomas C.
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Ghysels, Eric
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Pierdzioch, Christian
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Bouri, Elie
17
MacDonald, Ronald
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Belke, Ansgar
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Hammoudeh, Shawkat
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Heckman, James J.
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Jawadi, Fredj
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McMillan, David G.
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Peel, David
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Fabozzi, Frank J.
15
Hamori, Shigeyuki
15
Herwartz, Helmut
15
Marcellino, Massimiliano
15
Narayan, Paresh Kumar
15
Payne, James E.
15
Pesaran, M. Hashem
15
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Applied economics
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ECONIS (ZBW)
79
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1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
Macroeconomic fluctuations in the United States : the role of monetary and fiscal policy shocks
Dery, Cosmas
;
Serletis, Apostolos
- In:
Open economies review
34
(
2023
)
5
,
pp. 961-977
Persistent link: https://www.econbiz.de/10014439842
Saved in:
3
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
4
The complex relationship between inflation and equity returns
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economic studies
49
(
2022
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10012798614
Saved in:
5
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
6
Credit cards, the demand for money, and monetary aggregation
Liu, Jinan
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2161-2203
Persistent link: https://www.econbiz.de/10013469791
Saved in:
7
The demand for assets : evidence from the Markov switching normalized quadratic model
Xu, Libo
;
Serletis, Apostolos
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 989-1025
Persistent link: https://www.econbiz.de/10013281375
Saved in:
8
The welfare cost of inflation
Serletis, Apostolos
;
Xu, Libo
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012628262
Saved in:
9
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
10
Consumption, leisure, and money
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
25
(
2021
)
6
,
pp. 1412-1441
Persistent link: https://www.econbiz.de/10012618219
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