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type:"book"
type_genre:"Working Paper"
~isPartOf:"International finance discussion papers"
~isPartOf:"Working paper series"
~subject:"Risikoprämie"
~subject:"VAR model"
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Risikoprämie
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ECONIS (ZBW)
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1
Inflation synchronization and shock transmission between the eurozone and the non-Euro CEE economies : a wavelet quantile var approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
;
Muchova, Eva
-
2024
Persistent link: https://www.econbiz.de/10014546177
Saved in:
2
External instrument SVAR analysis for noninvertible shocks
Forni, Mario
;
Gambetti, Luca
;
Ricco, Giovanni
-
2023
Persistent link: https://www.econbiz.de/10013557118
Saved in:
3
Asset purchases and sovereign risk premia in the euro area during the pandemic
Blotevogel, Robert
;
Hudecz, Gergely
;
Vangelista, Elisabetta
-
2022
Persistent link: https://www.econbiz.de/10013384830
Saved in:
4
Expectations and term premia in EFSF bond yields
Carriero, Andrea
;
Ricci, Lorenzo
;
Vangelista, Elisabetta
-
2022
Persistent link: https://www.econbiz.de/10013384831
Saved in:
5
Identifying high-frequency shocks with Bayesian mixed-frequency VARs
Paccagnini, Alessia
;
Parla, Fabio
-
2021
Persistent link: https://www.econbiz.de/10012792759
Saved in:
6
Expectational errors and business cycle fluctuations in Europe
Reigl, Nicolas
-
2021
Persistent link: https://www.econbiz.de/10012493265
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7
What moves treasury yields?
Mönch, Emanuel
;
Soofi-Siavash, Soroosh
-
2021
Persistent link: https://www.econbiz.de/10012494436
Saved in:
8
Sharing asymmetric tail risk : smoothing, asset prices and terms of trade
Corsetti, Giancarlo
;
Lipinska, Anna
;
Lombardo, Giovanni
-
2021
Persistent link: https://www.econbiz.de/10012700479
Saved in:
9
The global determinants of international equity risk premiums
Londono, Juan M.
;
Xu, Nancy R.
-
2021
Persistent link: https://www.econbiz.de/10012590216
Saved in:
10
Fiscal policy and stock prices in the United States
Mumtaz, Haroon
;
Theodoridis, Konstantinos
-
2021
Persistent link: https://www.econbiz.de/10013186196
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