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~isPartOf:"Journal of banking & finance"
~subject:"Einheitswurzeltest"
~subject:"Purchasing power parity"
~subject:"United States"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
~type:"article"
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Search: subject_exact:"ECM (Error correction model)"
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Einheitswurzeltest
Purchasing power parity
United States
Volatility
Zeitreihenanalyse
Cointegration
38
Kointegration
38
Estimation
18
Schätzung
18
Theorie
9
Theory
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Schweikert, Karsten
2
Abbritti, Mirko
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Avouyi-Dovi, Sanvi
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Bekiros, Stelios D.
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Berger, Tino
1
Carcel, Hector
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Casalin, Fabrizio
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Patel, Ajay
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Journal of banking & finance
Applied economics
111
Economic modelling
100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
74
Journal of econometrics
72
Economics letters
65
Energy economics
63
International Journal of Energy Economics and Policy : IJEEP
59
The empirical economics letters : a monthly international journal of economics
48
International journal of economics and financial issues : IJEFI
40
International review of economics & finance : IREF
35
International journal of economics and finance
30
Journal of international financial markets, institutions & money
28
Journal of international money and finance
28
Journal of macroeconomics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
The North American journal of economics and finance : a journal of financial economics studies
27
Econometric reviews
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Econometric theory
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Cogent economics & finance
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International journal of finance & economics : IJFE
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Applied financial economics
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International journal of forecasting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Theoretical and applied economics : GAER review
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Econometrics : open access journal
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Open economies review
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Finance research letters
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International review of financial analysis
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Panoeconomicus
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Research in international business and finance
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Economies : open access journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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CBN journal of applied statistics
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ECONIS (ZBW)
15
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1
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
2
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
3
Information shares for markets with partially overlapping trading hours
Dimpfl, Thomas
;
Schweikert, Karsten
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014491772
Saved in:
4
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
5
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
6
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
7
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
8
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 269-285
Persistent link: https://www.econbiz.de/10011586925
Saved in:
9
Exchange rates and fundamentals : co-movement, long-run relationships and short-run dynamics
Bekiros, Stelios D.
- In:
Journal of banking & finance
39
(
2014
),
pp. 117-134
Persistent link: https://www.econbiz.de/10010340766
Saved in:
10
Modelling long run comovements in equity markets : a flexible approach
Martins, Luís Filipe
;
Gabriel, Vasco J.
- In:
Journal of banking & finance
47
(
2014
),
pp. 288-295
Persistent link: https://www.econbiz.de/10010506954
Saved in:
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