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~isPartOf:"Empirical Economics"
~language:"und"
~subject:"Volatility"
~subject:"balance of payments"
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Volatility
balance of payments
Inflation
3
GARCH
2
Growth volatility
2
Inflation uncertainty
2
Asymmetric volatility transmission
1
Asymmetry
1
Asymmetry effect
1
Breaks
1
Censored regression
1
Cointegration
1
Conditional variance
1
Daily stock returns
1
Day-of-the-week effect
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Development
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Economic growth
1
Excess returns
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Exchange rate volatility
1
Exponential tails
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Factor models
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Financial liberalisation
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Firm growth
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Foreign exchange markets
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Forward foreign exchange rates
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GARCH modeling
1
GMM
1
Great moderation
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Growth
1
Holiday effect
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Identification through heteroskedasticity
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Impulse response
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Impulse response analysis
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International distribution of income
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International growth rates
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J-curve hypothesis
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Kalman filter
1
Long memory
1
Market liberalization
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Mixture of distribution hypothesis
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Money demand
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Arteche, Josu
1
Choudhry, Taufiq
1
Demetriades, Panicos
1
Edwards, Jeffrey
1
Karoglou, Michail
1
Law, Siong
1
Schmidt, Martin
1
Thames, Frank
1
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Empirical Economics
IMF Staff Country Reports
146
MPRA Paper
88
Physica A: Statistical Mechanics and its Applications
67
CEPR Discussion Papers
22
Economic Modelling
18
Energy Economics
18
IMF Working Papers
16
Economics Papers from University Paris Dauphine
14
IMF Occasional Papers
12
Journal of Banking & Finance
12
Managerial Finance
10
Mathematics and Computers in Simulation (MATCOM)
10
Journal of International Money and Finance
9
Tinbergen Institute Discussion Papers
9
Economics Letters
8
The International Journal of Business and Finance Research
7
Cowles Foundation Discussion Papers
6
Documentos de Trabajo del ICAE
6
Economics Series Working Papers / Department of Economics, Oxford University
6
International Review of Financial Analysis
6
Journal of Economics and Finance
6
Journal of Risk Finance
6
KIER Working Papers
6
Quantitative Finance
6
Studies in Economics and Finance
6
Studies in Nonlinear Dynamics & Econometrics
6
Swiss Finance Institute Research Paper Series
6
The North American Journal of Economics and Finance
6
Working Papers in Economics
6
123rd Seminar, February 23-24, 2012, Dublin, Ireland
5
Economic Theory
5
Emerging Markets Review
5
Journal of International Financial Markets, Institutions and Money
5
Revista de Economia e Agronegocio / Brazilian Review of Economics and Agribusiness
5
Applied Mathematical Finance
4
Asia-Pacific Financial Markets
4
Asian Economic and Financial Review
4
Computational Statistics & Data Analysis
4
Econometric Reviews
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1
Standard and seasonal long memory in
volatility
: an application to Spanish inflation
Arteche, Josu
- In:
Empirical Economics
42
(
2012
)
3
,
pp. 693-712
Persistent link: https://www.econbiz.de/10010557883
Saved in:
2
One date, one break?
Karoglou, Michail
;
Demetriades, Panicos
;
Law, Siong
- In:
Empirical Economics
41
(
2011
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10009324839
Saved in:
3
Growth
volatility
and the interaction between economic and political development
Edwards, Jeffrey
;
Thames, Frank
- In:
Empirical Economics
39
(
2010
)
1
,
pp. 183-201
Persistent link: https://www.econbiz.de/10008456096
Saved in:
4
Exchange rate
volatility
and United Kingdom trade: evidence from Canada, Japan and New Zealand
Choudhry, Taufiq
- In:
Empirical Economics
35
(
2008
)
3
,
pp. 607-619
Persistent link: https://www.econbiz.de/10005612870
Saved in:
5
M1 demand and
volatility
Schmidt, Martin
- In:
Empirical Economics
32
(
2007
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10005382404
Saved in:
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