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~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Discussion paper series / IZA"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Sandkamp, Alexander"
~person:"Urga, Giovanni"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Macroeconometrics"
~subject:"Regression analysis"
~subject:"Theorie"
~subject:"World"
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Caporale, Guglielmo Maria
Sandkamp, Alexander
Urga, Giovanni
Heckman, James J.
57
Addison, John T.
47
Zimmermann, Klaus F.
45
Snower, Dennis J.
44
Wagner, Joachim
41
Brunello, Giorgio
37
Berg, Gerard J. van den
36
Heshmati, Almas
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Zenou, Yves
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35
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29
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29
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29
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23
Schnabel, Claus
23
Bargain, Olivier
22
Cobb-Clark, Deborah A.
22
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22
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CEA_372Cass working paper series
Discussion paper series / IZA
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125
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94
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76
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5
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Empirica : journal of european economics
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Review of international economics
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Co-features in finance : co-arrivals and co-jumps
Novotný, Jan
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440723
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Trading price jump clusters in foreign exchange markets
Novotný, Jan
;
Petrov, Dmitri
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440725
Saved in:
10
Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo
;
Boffelli, Simona
;
Urga, Giovanni
-
2013
Persistent link: https://www.econbiz.de/10010440889
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