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~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of applied econometrics"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Härdle, Wolfgang"
~person:"Urga, Giovanni"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Macroeconometrics"
~subject:"Regression analysis"
~subject:"Theorie"
~subject:"World"
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Caporale, Guglielmo Maria
Härdle, Wolfgang
Urga, Giovanni
Heckman, James J.
57
Hall, Stephen G.
53
Addison, John T.
47
Zimmermann, Klaus F.
46
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35
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CEA_372Cass working paper series
Discussion paper / Centre for Economic Forecasting
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SFB 649 discussion paper
134
CESifo working papers
125
Economics and finance working paper series
95
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59
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56
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46
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43
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38
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38
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ECONIS (ZBW)
97
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
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
On the instability of long-run money demand and the welfare cost of inflation in the U.S.
Mogliani, Matteo
;
Urga, Giovanni
-
2017
Persistent link: https://www.econbiz.de/10013369927
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
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
6
Co-features in finance : co-arrivals and co-jumps
Novotný, Jan
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440723
Saved in:
7
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:
8
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:
9
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:
10
Macroannouncements, bond auctions and rating actions in the European Government bond spreads
Boffelli, Simona
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440733
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