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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Apergēs, Nikolaos"
~person:"Koopman, Siem Jan"
~person:"MacDonald, Ronald"
~subject:"Theory"
~subject:"US-Dollar"
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US-Dollar
Estimation
134
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134
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36
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29
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29
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27
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27
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25
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Apergēs, Nikolaos
Koopman, Siem Jan
MacDonald, Ronald
Gil-Alaña, Luis A.
36
Caporale, Guglielmo Maria
30
Serletis, Apostolos
26
Kumbhakar, Subal
25
Gupta, Rangan
24
Bahmani-Oskooee, Mohsen
18
Wohar, Mark E.
18
Moosa, Imad A.
16
Chang, Tsangyao
14
Engsted, Tom
13
Fabozzi, Frank J.
13
Peel, David
13
Pierdzioch, Christian
13
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12
Creedy, John
12
Ghysels, Eric
12
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12
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12
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12
Asai, Manabu
11
Blundell, Richard W.
11
Chan, Joshua
11
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11
Koop, Gary
11
Narayan, Paresh Kumar
11
Pesaran, M. Hashem
11
Phillips, Peter C. B.
11
Tzavalis, Elias
11
Azar, Samih Antoine
10
Belke, Ansgar
10
Belzil, Christian
10
Brooks, Robert
10
Chavas, Jean-Paul
10
Hautsch, Nikolaus
10
Jawadi, Fredj
10
Marcellino, Massimiliano
10
McMillen, Daniel P.
10
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Journal of international financial markets, institutions & money
4
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3
International journal of forecasting
3
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3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
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1
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1
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1
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1
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1
Kredit und Kapital
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Oxford bulletin of economics and statistics
1
Review of financial economics : RFE
1
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The journal of energy markets
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
World economic outlook / Supporting studies
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ECONIS (ZBW)
39
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1
The presence of a latent factor in gasoline and diesel prices co-movements
Magazzino, Cosimo
;
Mele, Marco
;
Albulescu, Claudiu Tiberiu
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1921-1939
Persistent link: https://www.econbiz.de/10014520081
Saved in:
2
ICT capital formation, unemployment, and the Solow Paradox
Apergis, Emmanuel
;
Apergēs, Nikolaos
;
Saunoris, James W.
- In:
International journal of the economics of business
30
(
2023
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10014291833
Saved in:
3
Nonlinear responses of consumption to wealth, income, and interest rate shocks
Coskun, Yener
;
Apergēs, Nikolaos
;
Alp Coskun, Esra
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1293-1335
Persistent link: https://www.econbiz.de/10013440367
Saved in:
4
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
5
Decomposing supply shocks in the US electricity industry : evidence from a time-varying Bayesian panel vector autoregression model
Apergēs, Nikolaos
;
Polemis, Michael
- In:
The journal of energy markets
13
(
2020
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662202
Saved in:
6
Do gold prices respond to real interest rates? : evidence from the Bayesian Markov Switching VECM model
Apergēs, Nikolaos
;
Cooray, Arusha
;
Khraief, Naceur
; …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 134-148
Persistent link: https://www.econbiz.de/10012127975
Saved in:
7
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
8
Is CAPM a behavioral model? : estimating sentiments from rationalism
Apergēs, Nikolaos
;
Ur Rehman, Mobeen
- In:
The journal of behavioral finance : a publication of …
19
(
2018
)
4
,
pp. 442-449
Persistent link: https://www.econbiz.de/10012009749
Saved in:
9
Monetary policy rules and the equity risk premium : evidence from the US experience
Apergēs, Nikolaos
;
Payne, James E.
- In:
Review of financial economics : RFE
36
(
2018
)
4
,
pp. 287-299
Persistent link: https://www.econbiz.de/10011948609
Saved in:
10
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
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