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1
Modeling
time-varying
higher-order conditional moments : a survey
Soltyk, Sylvia J.
;
Chan, Felix
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10014287767
Saved in:
2
Forecasting RMB exchange rate volatility : do
time-varying
higher moments and
time-varying
risk aversion help?
Wu, Xinyu
;
Mei, Xueting
;
Liu, Li
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 757-767
Persistent link: https://www.econbiz.de/10014557859
Saved in:
3
The interconnectedness across risk appetite of distinct investor types in Borsa Istanbul
Can Ergün, Zeliha
;
Cagli, Efe Çaglar
;
Banu Durukan, …
- In:
Studies in economics and finance
40
(
2023
)
3
,
pp. 425-444
Persistent link: https://www.econbiz.de/10014252617
Saved in:
4
Do the carry trades respond to geopolitical risks? : evidence from BRICS countries
Cepni, Oguzhan
;
Emirmahmutoglu, Furkan
;
Güney, Ethem
; …
- In:
Economic systems
47
(
2023
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014317399
Saved in:
5
Causality between volatility and the weekly economic index during COVID-19 : the predictive power of efficient markets and rational expectations
Cooray, Arusha
;
Gangopadhyay, Partha
;
Das, Narasingha
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467255
Saved in:
6
Joint dynamics of stock returns and cash flows : a
time-varying
present-value framework
Yu, Deshui
;
Yan, Yayi
- In:
Financial management : FM
52
(
2023
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10014375505
Saved in:
7
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
8
The role of Renminbi internationalization in China's petroleum security : a causal analysis amidst global uncertainties
Chen, Ding
;
Gummi, Umar Muhammad
- In:
Journal of Chinese economic and business studies
22
(
2024
)
2
,
pp. 253-273
Persistent link: https://www.econbiz.de/10014566474
Saved in:
9
Can the Phillips curve provide answers to current high inflation rates
Guirguis, Hany S.
;
Cwik, Kelly
;
DeMauro, Joseph
;
Suen, …
- In:
Research in economics
78
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014574962
Saved in:
10
High dimensional threshold model with a
time-varying
threshold based on Fourier approximation
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 83-117
Persistent link: https://www.econbiz.de/10014506889
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