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subject:"Volatility"
~person:"Caraiani, Petre"
~person:"Dimitriou, Dimitrios"
~person:"Kanas, Angelos"
~subject:"Estimation"
~subject:"Time series analysis"
~subject:"VAR-Modell"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Estimation
Time series analysis
VAR-Modell
Wirtschaftswachstum
Schätzung
39
Theorie
14
Theory
14
Börsenkurs
12
Share price
12
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11
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11
Volatilität
10
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6
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Nichtparametrisches Verfahren
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Aufsatz in Zeitschrift
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39
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English
39
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Caraiani, Petre
Dimitriou, Dimitrios
Kanas, Angelos
Gupta, Rangan
175
Bahmani-Oskooee, Mohsen
156
Gil-Alaña, Luis A.
128
Chang, Tsangyao
100
Caporale, Guglielmo Maria
93
Tiwari, Aviral Kumar
83
Wohar, Mark E.
80
Apergēs, Nikolaos
77
Narayan, Paresh Kumar
74
Belke, Ansgar
65
Lee, Chien-chiang
63
Zaremba, Adam
63
Kumbhakar, Subal
57
Shahbaz, Muhammad
56
Wagner, Joachim
54
Su, Chi-Wei
53
Pierdzioch, Christian
52
Balcilar, Mehmet
49
Egger, Peter
48
Hsing, Yu
47
Moosa, Imad A.
47
Serletis, Apostolos
47
Herwartz, Helmut
46
Xuan Vinh Vo
46
McMillan, David G.
44
Payne, James E.
42
Hammoudeh, Shawkat
41
Holmes, Mark J.
41
McAleer, Michael
41
Tsionas, Efthymios G.
39
Afonso, António
37
Jalles, João Tovar
37
Kutan, Ali Mustafa
37
Pradhan, Rudra Prakash
37
Schneider, Friedrich
37
Ma, Feng
36
MacDonald, Ronald
36
Salisu, Afees A.
36
Bouri, Elie
35
Brooks, Robert
35
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Economics letters
5
Journal of international financial markets, institutions & money
5
International journal of finance & economics : IJFE
4
Applied financial economics
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
European journal of operational research : EJOR
2
Finance research letters
2
Journal of macroeconomics
2
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1
International review of economics & finance : IREF
1
International review of financial analysis
1
Japan and the world economy : international journal of theory and policy
1
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1
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1
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1
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ECONIS (ZBW)
39
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1
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
Saved in:
2
On the contagion effect between crude oil and agricultural commodity markets : a dynamic conditional correlation and spectral analysis
Kallandranis, Christos
;
Dimitriou, Dimitrios
; …
- In:
The journal of energy markets
16
(
2023
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014485210
Saved in:
3
Using LASSO-family models to estimate the impact of monetary policy on corporate investments
Caraiani, Petre
- In:
Economics letters
210
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013171288
Saved in:
4
The impact of oil supply news shocks on corporate investments and the structure of production network
Caraiani, Petre
- In:
Energy economics
110
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013349814
Saved in:
5
Is the response of the bank of England to exchange rate movements frequency-dependent?
Caraiani, Petre
;
Gupta, Rangan
- In:
Journal of macroeconomics
63
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012243170
Saved in:
6
The impact of monetary policy shocks on stock market bubbles : international evidence
Caraiani, Petre
;
Călin, Adrian Cantemir
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436973
Saved in:
7
Do measures of systemic risk predict U.S. corporate bond default rates?
Kanas, Angelos
;
Molyneux, Philip
- In:
International review of financial analysis
71
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012437165
Saved in:
8
Production network structure and the impact of the monetary policy shocks : evidence from the OECD
Caraiani, Petre
;
Duţescu, Adriana
;
Hoinaru, Răzvan
; …
- In:
Economics letters
193
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509070
Saved in:
9
Are there any other safe haven assets? : evidence for “exotic” and alternative assets
Dimitriou, Dimitrios
;
Kenourgios, Dimitris
;
Simos, Theodore
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 614-628
Persistent link: https://www.econbiz.de/10012487062
Saved in:
10
Modelling the dynamics of unconventional monetary policies' impact on professionals’ forecasts
Kenourgios, Dimitris
;
Papadamou, Stephanos
;
Dimitriou, …
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012495686
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