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EU business cycle
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Multivariate Riskmetrics
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Scalar-BEKK
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business cycle synchronisation
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time varying correlation
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Risk management : challenge and opportunity ; with 125 tables
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Time-varying Business Cycles Synchronisation in Europe
Degiannakis, Stavros
;
Duffy, David
;
Filis, George
-
Volkswirtschaftliche Fakultät, …
-
2013
-countries based on scalar-BEKK and multivariate
Riskmetrics
model frameworks for the period 1980-2009. The paper provides evidence …
Persistent link: https://www.econbiz.de/10011107545
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