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~person:"Feldkircher, Martin"
~person:"Lucey, Brian M."
~person:"Piscitello, Lucia"
~subject:"Estimation"
~subject:"Transnational corporation"
~subject:"Welt"
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Search: subject:"spillovers"
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Estimation
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Welt
Spillover-Effekt
64
Spillover effect
62
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20
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20
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18
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16
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Feldkircher, Martin
Lucey, Brian M.
Piscitello, Lucia
Görg, Holger
66
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42
Kang, Sang Hoon
37
Strobl, Eric
36
Mensi, Walid
28
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27
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26
Xuan Vinh Vo
26
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25
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24
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23
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16
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ECONIS (ZBW)
38
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1
How does Climate Risk Spillover and Uncertainty Affect US Stock Markets?
Khalfaoui, Rabeh
;
Mefteh-Wali, Salma
;
viviani, jean-laurent
-
2022
, especially in extreme market scenarios. Dynamically, CCRR proxies act as net contributors and/or net receipts of shock
spillovers
…
Persistent link: https://www.econbiz.de/10013406460
Saved in:
2
Rethinking financial contagion : information transmission mechanism during the COVID-19 pandemic
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Goodell, John W.
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013358773
Saved in:
3
Spreading the word or reducing the term spread? : assessing
spillovers
from euro area monetary policy
Feldkircher, Martin
;
Gruber, Thomas
;
Huber, Florian
-
2017
Persistent link: https://www.econbiz.de/10011745688
Saved in:
4
How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions
Eller, Markus
;
Feldkircher, Martin
;
Huber, Florian
- In:
Focus on European economic integration
(
2017
)
1
,
pp. 54-77
Persistent link: https://www.econbiz.de/10012183991
Saved in:
5
Time-varying tail risk connectedness among sustainability-related products and fossil energy investments
Lucey, Brian M.
;
Ren, Boru
- In:
Energy economics
126
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014483643
Saved in:
6
Extreme
spillovers
across Asian-Pacific currencies : a quantile-based analysis
Bouri, Elie
;
Lucey, Brian M.
;
Saeed, Tareq
;
Xuan Vinh Vo
- In:
International review of financial analysis
72
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437557
Saved in:
7
Dynamics and determinants of
spillovers
across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
8
The impact of euro area monetary policy on Central and Eastern Europe
Benecká, Soňa
;
Fadejeva, Ludmila
;
Feldkircher, Martin
- In:
Journal of policy modeling : JPMOD ; a social science …
42
(
2020
)
6
,
pp. 1310-1333
Persistent link: https://www.econbiz.de/10012501066
Saved in:
9
US monetary policy in a globalized world : presented at CESifo Area Conference on Macro, Money & International Finance, February 2016
Crespo Cuaresma, Jesús
;
Doppelhofer, Gernot
; …
-
2016
We analyze the interaction between monetary policy in the US and the global economy, using a global vector autoregressive model with time-varying parameters and stochastic volatility (TVP-SV-GVAR). We find that a contractionary US monetary policy shock leads to a persistent fall in international...
Persistent link: https://www.econbiz.de/10011444866
Saved in:
10
US monetary policy in a globalized world
Crespo Cuaresma, Jesús
;
Doppelhofer, Gernot
; …
-
2015
Persistent link: https://www.econbiz.de/10011421835
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