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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~subject:"Fractional integration"
~subject:"Geldpolitik"
~subject:"Risiko"
~subject:"VAR-Modell"
~type_genre:"Conference paper"
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Fractional integration
Geldpolitik
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VAR-Modell
Estimation
534
Schätzung
534
Theorie
124
Theory
124
Volatility
79
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73
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66
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66
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116
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Apergēs, Nikolaos
2
Belke, Ansgar
2
Brana, Sophie
2
Hur, Joonyoung
2
Klose, Jens
2
Morita, Hiroshi
2
Rossi, Eduardo
2
Abid, Ilyes
1
Ahmad, Saad
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Aysun, Uluc
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Economic modelling
Applied economics
104
Economics letters
88
Finance research letters
87
Journal of international money and finance
84
International review of economics & finance : IREF
68
Applied economics letters
59
Energy economics
59
Journal of economic dynamics & control
58
Journal of macroeconomics
55
The North American journal of economics and finance : a journal of financial economics studies
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
International review of financial analysis
46
Journal of banking & finance
40
European economic review : EER
38
Macroeconomic dynamics
38
Journal of monetary economics
35
Research in international business and finance
35
Journal of international financial markets, institutions & money
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
Journal of econometrics
26
Journal of empirical finance
26
Open economies review
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International journal of finance & economics : IJFE
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of financial economics
22
Journal of international economics
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Journal of quantitative economics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
19
International journal of forecasting
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Journal of policy modeling : JPMOD ; a social science forum of world issues
17
Review of economic dynamics
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The B.E. journal of macroeconomics
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Economic systems
16
Journal of economic behavior & organization : JEBO
16
Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of applied econometrics
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ECONIS (ZBW)
116
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1
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi
;
Wang, Hui
;
Zhu, Yifeng
- In:
Economic modelling
132
(
2024
)
Persistent link: https://www.econbiz.de/10014547938
Saved in:
2
Income inequality and household debt : a U.S. state-level spatial analysis
Vijverberg, Chu-ping C.
- In:
Economic modelling
138
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014549248
Saved in:
3
Monetary policy surprises and corporate investment growth in China
Jiang, Lunan
;
Chen, Yinghui
;
Zhang, Lin
- In:
Economic modelling
131
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451187
Saved in:
4
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
5
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
6
Asymmetric contagion of jump risk in the Chinese financial sector : monetary policy transmission matters
Feng, Yun
;
Hou, Weijie
;
Song, Yuping
- In:
Economic modelling
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014249431
Saved in:
7
Risk and uncertainty : the role of financial frictions
Higgins, C. Richard
- In:
Economic modelling
119
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014249482
Saved in:
8
Monetary policy rules and inflation control in the US
Eleftheriou, Maria
;
Kouretas, Georgios P.
- In:
Economic modelling
119
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014249665
Saved in:
9
Dissecting the Moroccan business cycle : a trade-based identification of agricultural supply shocks
Elguellab, Ali
;
Ezzahid, Elhadj
- In:
Economic modelling
129
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014472011
Saved in:
10
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
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