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~isPartOf:"Econometric Institute research papers"
~person:"Freeman, Richard B."
~person:"Gruber, Jonathan"
~person:"Kerr, William R."
~person:"Kotlikoff, Laurence J."
~person:"McAleer, Michael"
~subject:"Arbeitsmarkt"
~subject:"Canada"
~subject:"Comparison"
~subject:"Industrie"
~subject:"Schock"
~subject:"Share price"
~subject:"United States"
~type_genre:"Arbeitspapier"
~type_genre:"Case study"
~type_genre:"Statistics"
~type_genre:"Working Paper"
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Search: ("Countercyclical fiscal policy" OR "Economic recovery" OR "USA") AND NOT isPartOf:Intereconomics
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Arbeitsmarkt
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23
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14
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Freeman, Richard B.
Gruber, Jonathan
Kerr, William R.
Kotlikoff, Laurence J.
McAleer, Michael
Chang, Chia-Lin
15
Asai, Manabu
9
Franses, Philip Hans
8
Paap, Richard
6
Hammoudeh, Shawkat
5
Dijk, Herman K. van
4
Allen, David E.
3
Bijwaard, Govert
3
Dijk, Dick van
3
Hsieh, Tai-Lin
3
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
Singh, Abhay Kumar
3
Wong, Wing Keung
3
Dekker, Rommert
2
Heij, Christiaan
2
Hooi Hooi Lean
2
Huisman, Dennis
2
Satō, Kiyotaka
2
Tansuchat, Roengchai
2
Yuan, Yuan
2
Zhang, Zhaoyong
2
Aree Wiboonpongse
1
Asperen, Eelco van
1
Bannouh, Karim
1
Boer, Paul M. C. de
1
Brito, Marisa P. de
1
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1
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1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Daal, Jan van
1
Eliashberg, Jehoshua
1
Frenk, Johannes G.
1
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1
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228
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20
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14
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14
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8
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7
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5
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5
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1
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and
USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
2
Modelling and testing volatility spillovers in oil and financial markets for
USA
, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
3
Time series modelling of tourism demand from the
USA
, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10003987349
Saved in:
4
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
5
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
6
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
7
Theory and application of an economic performance measure of risk
Niu, Cuizhen
;
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
-
2017
Persistent link: https://www.econbiz.de/10011668139
Saved in:
8
A new inequality measure that is sensitive to extreme values and asymmetries
McAleer, Michael
;
Ryu, Hang-keun
;
Slottje, Daniel Jonathan
-
2017
Persistent link: https://www.econbiz.de/10011742718
Saved in:
9
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
10
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
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