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~isPartOf:"International review of economics & finance : IREF"
~source:"econis"
~subject:"VAR model"
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Search: "ECB" OR "Financial crisis" OR "Financial markets" OR "Monetary policy" OR "Volatility"
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VAR model
Volatility
614
Volatilität
614
Geldpolitik
573
Monetary policy
572
Theorie
456
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456
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295
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Kim, So-yŏng
3
Caraiani, Petre
2
Gupta, Rangan
2
Kang, Sang Hoon
2
Kriwoluzky, Alexander
2
Mensi, Walid
2
Sun, Yuchen
2
Umar, Zaghum
2
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Österholm, Pär
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1
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Economics letters
International review of economics & finance : IREF
Working paper series / European Central Bank
172
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100
ECB Working Paper
83
CESifo working papers
79
Economic modelling
79
Journal of international money and finance
72
Applied economics
64
Energy economics
57
Discussion paper / Centre for Economic Policy Research
52
Discussion paper
47
IMF working papers
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Applied economics letters
44
CAMA working paper series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
42
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42
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40
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38
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38
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36
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34
NBER working paper series
34
The North American journal of economics and finance : a journal of financial economics studies
32
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32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
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29
European economic review : EER
25
Finance research letters
25
International Journal of Energy Economics and Policy : IJEEP
25
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25
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23
Journal of applied econometrics
23
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23
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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88
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date (oldest first)
1
Connectedness between (un)conventional
monetary
policy
and Islamic and advanced equity markets : a returns and
volatility
spillover analysis
Choi, Sun-Yong
;
Phiri, Andrew
;
Teplova, Tamara V.
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 348-363
Persistent link: https://www.econbiz.de/10014492157
Saved in:
2
Global
financial
crisis
and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
3
Extreme risk spillover effects in world gold markets and the global
financial
crisis
Wang, Gang-Jin
;
Chi, Xie
;
Jiang, Zhi-Qiang
;
Stanley, H. …
- In:
International review of economics & finance : IREF
46
(
2016
),
pp. 55-77
Persistent link: https://www.econbiz.de/10011626706
Saved in:
4
Monetary
policy
in China : a Factor Augmented VAR approach
Yemba, Boniface
;
Kitenge, Erick
;
Tang, Biyan
;
Gaekwad, …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 975-1008
Persistent link: https://www.econbiz.de/10014446613
Saved in:
5
Using stock prices to help identify unconventional
monetary
policy
shocks for external instrument SVAR
Ma, Liang
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1234-1247
Persistent link: https://www.econbiz.de/10014446621
Saved in:
6
Factor-augmented vector autoregression with narrative identification : an application to
monetary
policy
in the US
De Nora, Giorgia
- In:
Economics letters
229
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014456276
Saved in:
7
Nonlinear exchange rate pass-through and
monetary
policy
credibility : evidence from Korea
Kwon, Janghan
;
Shin, Woongjae
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460296
Saved in:
8
Modelling
monetary
policy
's impact on labour markets under Covid-19
Evgenidis, Anastasios
;
Fasianos, Apostolos
- In:
Economics letters
230
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014460375
Saved in:
9
Risk spillover from international
financial
markets
and China's macro-economy : a MIDAS-CoVaR-QR model
Yang, Lu
;
Cui, Xue
;
Yang, Lei
;
Hamori, Shigeyuki
;
Cai, …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 55-69
Persistent link: https://www.econbiz.de/10014342993
Saved in:
10
The impacts of oil price
volatility
on financial stress : is the COVID-19 period different?
Sheng, Xin
;
Kim, Won Joong
;
Gupta, Rangan
;
Ji, Qiang
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 520-532
Persistent link: https://www.econbiz.de/10014428155
Saved in:
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