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~isPartOf:"Contemporary economic policy : a journal of Western Economic Association International"
~isPartOf:"Energy economics"
~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Research in international business and finance"
~language:"eng"
~person:"Kapetanios, George"
~subject:"Exchange rate"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Strukturbruch"
~subject:"Time series analysis"
~subject:"Unit root test"
~subject:"Volatility"
~type:"article"
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Kapetanios, George
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Contemporary economic policy : a journal of Western Economic Association International
Energy economics
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International review of economics & finance : IREF
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Research in international business and finance
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Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
Saved in:
2
Modeling structural breaks in economic relationships using large shocks
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
34
(
2010
)
3
,
pp. 417-436
Persistent link: https://www.econbiz.de/10003966451
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