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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working paper"
~isPartOf:"Working papers / Institute for International Political Economy"
~person:"Coughlin, Cletus Charles"
~person:"Escribano, Álvaro"
~subject:"CAPM"
~subject:"Experiment"
~subject:"Financial crisis"
~subject:"Forecasting model"
~subject:"Income distribution"
~subject:"Investment-based asset pricing"
~subject:"USA"
~subject:"United States"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~subject:"World"
~type_genre:"Arbeitspapier"
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Coughlin, Cletus Charles
Escribano, Álvaro
McAleer, Michael
52
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20
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20
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ECONIS (ZBW)
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1
Is the international border effect larger than the domestic border effect? : evidence from U.S. trade
Coughlin, Cletus Charles
;
Novy, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003902452
Saved in:
2
Global, Arctic, and Antarctic sea ice volume predictions : using score-driven threshold climate models
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Kristof, Erzsebet
-
2024
Persistent link: https://www.econbiz.de/10014517265
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3
Monetary trends in the UK and the USA from 1874 to 2020 : a nonlinear approach to money demand
Escribano, Álvaro
;
Rodríguez, Juan-Andrés
-
2023
Persistent link: https://www.econbiz.de/10014320871
Saved in:
4
Score-driven threshold ice-age models : benchmark models for long-run climate forecasts
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2022
Persistent link: https://www.econbiz.de/10013259822
Saved in:
5
Robust estimation and forecasting of climate change using score-driven ice-age models
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2021
Persistent link: https://www.econbiz.de/10013259967
Saved in:
6
Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
7
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
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8
Forecasting gasoline prices with mixed random forest error correction models
Escribano, Álvaro
;
Wang, Dandan
-
2020
Persistent link: https://www.econbiz.de/10012310571
Saved in:
9
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
10
Efectos de la digitalización y la productividad en la economía española : una comparación internacional
Aza, Claudia
;
Escribano, Álvaro
-
2019
Persistent link: https://www.econbiz.de/10012038183
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