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~language:"bos"
~language:"eng"
~language:"slv"
~person:"Serletis, Apostolos"
~person:"Wohar, Mark E."
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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VAR model
Estimation
127
Schätzung
127
USA
120
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120
Theorie
117
Theory
117
Volatility
78
Volatilität
78
Börsenkurs
63
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53
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53
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48
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48
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42
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42
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41
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41
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33
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Serletis, Apostolos
Wohar, Mark E.
Gupta, Rangan
74
Lütkepohl, Helmut
38
Kim, So-yŏng
33
Pesaran, M. Hashem
30
Koop, Gary
27
Marcellino, Massimiliano
27
Huber, Florian
24
Mumtaz, Haroon
24
Österholm, Pär
23
Kilian, Lutz
21
Canova, Fabio
19
Carriero, Andrea
19
Saikkonen, Pentti
18
Balcilar, Mehmet
17
Huh, Hyeon-seung
17
Fève, Patrick
16
Gambetti, Luca
16
Johansen, Søren
15
Kurita, Takamitsu
15
Schorfheide, Frank
15
Smith, L. Vanessa
15
Theodoridis, Konstantinos
15
Tillmann, Peter
15
Castelnuovo, Efrem
14
Chan, Joshua
14
Hammoudeh, Shawkat
14
Herwartz, Helmut
14
Ratti, Ronald A.
14
Belke, Ansgar
13
Feldkircher, Martin
13
Giannone, Domenico
13
Jusélius, Katarina
13
Kang, Wensheng
13
Kapetanios, George
13
Morana, Claudio
13
Beckmann, Joscha
12
Berument, Hakan
12
Clark, Todd E.
12
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Macroeconomic dynamics
6
Open economies review
5
Energy economics
4
Applied economics
3
International review of economics & finance : IREF
2
The energy journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Economic modelling
1
Emerging markets review
1
Empirica : journal of european economics
1
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1
Finance research letters
1
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1
Journal of commodity markets
1
Journal of economic research
1
Journal of economics & business
1
Journal of economics and finance : JEF
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Research in international business and finance
1
The European journal of finance
1
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ECONIS (ZBW)
41
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41
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1
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
2
Estimation of value at risk for copper
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014495711
Saved in:
3
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
4
Unconventional monetary policy and the stock market
Rahman, Sajjadur
;
Serletis, Apostolos
- In:
Journal of economics and finance : JEF
47
(
2023
)
3
,
pp. 707-722
Persistent link: https://www.econbiz.de/10014380678
Saved in:
5
A century and a half of the monetary base-stock market relationship
Azad, Nahiyan Faisal
;
Serletis, Apostolos
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 118-124
Persistent link: https://www.econbiz.de/10013336077
Saved in:
6
Global evidence of the COVID-19 shock on real equity prices and real exchange rates : a counterfactual analysis with a threshold-augmented GVAR model
Salisu, Afees A.
;
Ayinde, Taofeek Olusola
;
Gupta, Rangan
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455599
Saved in:
7
Market shocks in the G7 countries
Azad, Nahiyan
;
Serletis, Apostolos
- In:
Open economies review
33
(
2022
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10013172019
Saved in:
8
Oil price shocks in major emerging economies
Azad, Nahiyan Faisal
;
Serletis, Apostolos
- In:
The energy journal
43
(
2022
)
4
,
pp. 199-213
Persistent link: https://www.econbiz.de/10013411968
Saved in:
9
Oil prices and the natural gas liquids markets
Jadidzadeh, Ali
;
Serletis, Apostolos
- In:
Green finance : GF
4
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013365301
Saved in:
10
Spillovers of US monetary policy uncertainty on inflation targeting emerging economies
Azad, Nahiyan Faisal
;
Serletis, Apostolos
- In:
Emerging markets review
51
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013417311
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