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type_genre:"Article in journal"
type_genre:"Survey"
~accessRights:"restricted"
~subject:"Fractional integration"
~subject:"Geldpolitik"
~subject:"Kointegration"
~subject:"Risiko"
~subject:"VAR-Modell"
~type_genre:"Conference paper"
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Fractional integration
Geldpolitik
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3,559
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Gupta, Rangan
65
Gil-Alaña, Luis A.
48
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32
Balcilar, Mehmet
20
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18
Caporale, Guglielmo Maria
17
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16
Lee, Chien-chiang
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14
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12
Salisu, Afees A.
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Tiwari, Aviral Kumar
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11
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Xuan Vinh Vo
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9
Chiang, Thomas C.
9
Gozgor, Giray
9
Mumtaz, Haroon
9
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8
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8
Karamelikli, Huseyin
8
Ma, Feng
8
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8
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8
Alsamara, Mouyad
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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7
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7
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International review of economics & finance : IREF
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Journal of macroeconomics
59
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Research in international business and finance
58
International review of financial analysis
50
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Macroeconomic dynamics
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European economic review : EER
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Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Journal of monetary economics
36
International journal of finance & economics : IJFE
35
Journal of econometrics
34
Journal of empirical finance
32
Journal of quantitative economics
32
Open economies review
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Emerging markets, finance and trade : EMFT
27
Global business review
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Journal of policy modeling : JPMOD ; a social science forum of world issues
25
Pacific-Basin finance journal
24
Economic systems
23
Empirica : journal of european economics
22
Journal of financial economics
22
Journal of international economics
22
Journal of international trade & economic development : an international and comparative review
22
Economic change & restructuring
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International journal of forecasting
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ECONIS (ZBW)
3,806
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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
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
3
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:
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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