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Search: subject_exact:"Vector autoregressive process"
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ECONIS (ZBW)
134
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1
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:
2
Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin
Liu, Xin
;
Li, Bowen
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 281-287
Persistent link: https://www.econbiz.de/10014468773
Saved in:
3
The propagation of public health spending shocks
Atems, Bebonchu
;
Mette, Jehu
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 102-106
Persistent link: https://www.econbiz.de/10014448251
Saved in:
4
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
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5
Do remittances affect output? : evidence from Lebanon
Dauod, Suria
;
Ramirez, Carlos D.
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 774-778
Persistent link: https://www.econbiz.de/10014557866
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6
Sources of emerging market business cycles : an open-economy factor-augmented VAR approach
Hwang, Sun Ho
;
Kwon, Dohyoung
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1129-1135
Persistent link: https://www.econbiz.de/10014558723
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7
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad
;
Inani, Sarveshwar Kumar
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Saved in:
8
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
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9
Forecasts of the real price of oil revisited : do they beat the random walk?
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
Saved in:
10
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
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