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~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Härdle, Wolfgang"
~person:"Sandkamp, Alexander"
~person:"Urga, Giovanni"
~subject:"EU-Staaten"
~subject:"Macroeconometrics"
~subject:"Regression analysis"
~subject:"Theorie"
~subject:"World"
~subject:"Zinsstruktur"
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Caporale, Guglielmo Maria
Härdle, Wolfgang
Sandkamp, Alexander
Urga, Giovanni
Pestieau, Pierre
69
Thisse, Jacques-François
50
Hall, Stephen G.
44
Snower, Dennis J.
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CEA_372Cass working paper series
CORE discussion paper : DP
Discussion paper / Centre for Economic Forecasting
Discussion paper series / IZA
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
121
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88
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37
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34
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Empirica : journal of european economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
106
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1
Testing for co-jumps in financial markets
Novotný, Jan
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 118-128
Persistent link: https://www.econbiz.de/10011987688
Saved in:
2
Asymmetric jump beta estimation with implications forportfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
-
2017
Persistent link: https://www.econbiz.de/10012806610
Saved in:
3
High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers
Boffelli, Simona
;
Skintzi, Vasiliki D.
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 62-105
Persistent link: https://www.econbiz.de/10011658739
Saved in:
4
Testing for co-jumps in financial markets
Novotný, Jan
;
Urga, Giovanni
-
2017
-
This version: 24 April 2017
Persistent link: https://www.econbiz.de/10013369926
Saved in:
5
Co-features in finance : co-arrivals and co-jumps
Novotný, Jan
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440723
Saved in:
6
A frequency-specific factorization to identify commonalities with an application to the European bond markets
Boffelli, Simona
;
Novotný, Jan
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440740
Saved in:
7
High- and low-frequency correlations in European Government bond spreads and their macroeconomic drivers
Boffelli, Simona
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440731
Saved in:
8
Interconnectedness and systemic risk of European banks over the recent crises
Bellavite Pellegrini, Carlo
;
Meoli, Michele
; …
-
2014
Persistent link: https://www.econbiz.de/10010440755
Saved in:
9
Macroannouncements, bond auctions and rating actions in the European Government bond spreads
Boffelli, Simona
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440733
Saved in:
10
Trading price jump clusters in foreign exchange markets
Novotný, Jan
;
Petrov, Dmitri
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440725
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