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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Commodity prices"
~subject:"Schätzung"
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Search: ("Nahrungsmittelpreise" OR "Rohstoffpreis") AND NOT isPartOf:Wirtschaftsdienst
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ARCH model
Commodity prices
Schätzung
Commodity price
4
Estimation
4
Rohstoffpreis
4
Inflation
2
Spillover effect
2
Spillover-Effekt
2
Theorie
2
Theory
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Volatility
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Volatilität
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Welt
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ARCH-Modell
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CVAR analysis
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Commodity market
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Dynamic elasticity
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Emerging economies
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Emerging markets
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Factor analysis
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Faktorenanalyse
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Financialization of commodities
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Gaussian factor models
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Geldpolitik
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Geldpolitische Transmission
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Global liquidity
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Impulse-response function
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International spillovers
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Kernel density
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Kointegration
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Liquidity
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Liquidität
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Monetary policy
1
Monetary transmission
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Multivariate GARCH
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Aiube, Fernando Antônio Lucena
1
Belke, Ansgar
1
Bordon, Ingo G.
1
Faquieri, Winicius Botelho
1
Hegerty, Scott W.
1
Hendricks, Torben
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Kim, Hyeongwoo
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Zhang, Yunxiao
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
28
Journal of international money and finance
19
International review of economics & finance : IREF
12
Economic modelling
9
Applied economics
8
Applied economics letters
8
Finance research letters
8
Journal of commodity markets
8
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
8
American journal of agricultural economics
7
Journal of banking & finance
7
Mineral economics : raw materials report
7
NBER working paper series
7
CAMA working paper series
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
NBER Working Paper
6
CESifo working papers
5
Journal of international economics
5
Ruhr economic papers
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Working paper / National Bureau of Economic Research, Inc.
5
Journal of applied econometrics
4
Research in international business and finance
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The journal of futures markets
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CESifo Working Paper Series
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Cogent economics & finance
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Discussion papers / CEPR
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Document de travail
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Economic systems
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Finance and economics discussion series
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International Journal of Energy Economics and Policy : IJEEP
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International review of financial analysis
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Journal of development economics
3
Journal of empirical finance
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Journal of risk and financial management : JRFM
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RIETI discussion paper
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Working paper
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Working papers / Inter-American Development Bank, Department of Research and Chief Economist
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ECONIS (ZBW)
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Investigating properties of commodity price responses to real and nominal shocks
Kim, Hyeongwoo
;
Zhang, Yunxiao
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012659048
Saved in:
2
Can Gaussian factor models of commodity prices capture the financialization phenomenon?
Aiube, Fernando Antônio Lucena
;
Faquieri, Winicius Botelho
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012203674
Saved in:
3
Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets
Hegerty, Scott W.
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011672281
Saved in:
4
Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar
;
Bordon, Ingo G.
;
Hendricks, Torben
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010461194
Saved in:
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