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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of macroeconomics"
~language:"eng"
~person:"Lillo, Fabrizio"
~person:"Tsionas, Efthymios G."
~person:"Wohar, Mark E."
~type_genre:"Article in journal"
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Lillo, Fabrizio
Tsionas, Efthymios G.
Wohar, Mark E.
Hommes, Cars H.
28
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Journal of economic dynamics & control
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ECONIS (ZBW)
21
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1
Stochastic dominance tests
Topaloglou, Nikolas
;
Tsionas, Efthymios G.
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012502317
Saved in:
2
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero
;
Zaoli, Silvia
;
Campajola, Carlo
; …
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
Saved in:
3
When panic makes you blind : a chaotic route to systemic risk
Mazzarisi, Piero
;
Lillo, Fabrizio
;
Marmi, Stefano
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 176-199
Persistent link: https://www.econbiz.de/10012130963
Saved in:
4
Wright meets Markowitz : how standard portfolio theory changes when assets are technologies following experience curves
Way, Rupert
;
Lafond, François
;
Lillo, Fabrizio
; …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 211-238
Persistent link: https://www.econbiz.de/10012131054
Saved in:
5
Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction
Di Gangi, Domenico
;
Lillo, Fabrizio
;
Pirino, Davide
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 117-141
Persistent link: https://www.econbiz.de/10012004377
Saved in:
6
Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty
Gupta, Rangan
;
Ma, Jun
;
Risse, Marian
;
Wohar, Mark E.
- In:
Journal of macroeconomics
57
(
2018
),
pp. 317-337
Persistent link: https://www.econbiz.de/10012127992
Saved in:
7
Debt dynamics in Europe : a Network General Equilibrium GVAR approach
Michaēlidēs, Panagiōtēs G.
;
Tsionas, Efthymios G.
; …
- In:
Journal of economic dynamics & control
93
(
2018
),
pp. 175-202
Persistent link: https://www.econbiz.de/10011974489
Saved in:
8
Bayesian estimation of agent-based models
Grazzini, Jakob
;
Richiardi, Matteo
;
Tsionas, Efthymios G.
- In:
Journal of economic dynamics & control
77
(
2017
),
pp. 26-47
Persistent link: https://www.econbiz.de/10011817424
Saved in:
9
The cyclicality of fiscal policy : new evidence from unobserved components approach
Bashar, Omar Haider Mohammad Nazmul
;
Bhattacharya, Prasad S.
- In:
Journal of macroeconomics
53
(
2017
),
pp. 222-234
Persistent link: https://www.econbiz.de/10011753436
Saved in:
10
An evaluation of ECB policy in the Euro's big four
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of macroeconomics
48
(
2016
),
pp. 203-213
Persistent link: https://www.econbiz.de/10011707793
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