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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~subject:"Fractional integration"
~subject:"Geldpolitik"
~subject:"Germany"
~subject:"Risiko"
~subject:"VAR-Modell"
~type_genre:"Conference paper"
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Fractional integration
Geldpolitik
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Gupta, Rangan
56
Gil-Alaña, Luis A.
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19
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15
Caporale, Guglielmo Maria
14
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12
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12
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11
Salisu, Afees A.
11
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10
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10
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9
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9
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8
Hammoudeh, Shawkat
8
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8
Scharler, Johann
8
Wang, Yudong
8
Xuan Vinh Vo
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7
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7
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7
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7
Ma, Jun
7
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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Economics letters
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Finance research letters
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Energy economics
77
International review of economics & finance : IREF
73
Jahrbücher für Nationalökonomie und Statistik
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Journal of macroeconomics
59
The North American journal of economics and finance : a journal of financial economics studies
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of financial analysis
49
European economic review : EER
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Journal of banking & finance
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Macroeconomic dynamics
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Journal of monetary economics
39
Research in international business and finance
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35
Journal of empirical finance
31
Journal of international financial markets, institutions & money
31
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
Journal of econometrics
29
Labour economics : official journal of the European Association of Labour Economists
28
Open economies review
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Journal of financial economics
24
Journal of international economics
24
Pacific-Basin finance journal
24
International journal of finance & economics : IJFE
23
International journal of forecasting
22
Journal of quantitative economics
22
Journal of applied econometrics
20
Emerging markets, finance and trade : EMFT
19
Empirica : journal of european economics
19
Journal of policy modeling : JPMOD ; a social science forum of world issues
19
The European journal of finance
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ECONIS (ZBW)
3,526
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1
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1
Nonasymptotic convergence rates for the plug-in estimation of risk measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
Saved in:
2
Precious metals and currency markets during the Russia-Ukraine conflict's inflationary periods
Raza, Syed Ali
;
Guesmi, Khaled
;
Benkraiem, Ramzi
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014451526
Saved in:
3
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
4
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:
5
Estimating shadow policy rates in a small open economy and the role of foreign factors
Fornero, Jorge
;
Kirchner, Markus
;
Molina, Carlos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014451378
Saved in:
6
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
7
Equity market and the transmission channels of monetary policy : before and after the zero lower bound
DaSilva, Amadeu
;
Farka, Mira
- In:
European financial management : the journal of the …
30
(
2024
)
1
,
pp. 544-601
Persistent link: https://www.econbiz.de/10014470517
Saved in:
8
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
9
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
10
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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