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~person:"Guerini, Mattia"
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Search: subject:"Random Matrix Theory"
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Random Matrix Theory
7
EU countries
5
EU-Staaten
5
Bond Yields
3
Business Cycle Synchronization
3
Business cycle synchronization
3
Euro area
3
European Union
3
Eurozone
3
Factor Models
3
Konjunkturzusammenhang
3
Monetary policy
3
Synchronization
3
Anleihe
2
Bond
2
Capital income
2
Geldpolitik
2
Kapitaleinkommen
2
Public bond
2
Theorie
2
Theory
2
Yield curve
2
Zinsstruktur
2
Öffentliche Anleihe
2
Economics of the European Union
1
Principal Component Analysis
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4
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7
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Guerini, Mattia
Ledoit, Olivier
17
Wolf, Michael
16
Luu, Duc Thi
9
Napoletano, Mauro
7
Bodnar, Taras
6
Parolya, Nestor
6
Eom, Cheoljun
5
Kim, Soo Yong
5
Moon, Hyungsik Roger
5
Weidner, Martin
5
Kim, Min Jae
4
Lux, Thomas
4
Ormerod, Paul
4
Yanovski, Boyan
4
Barbieri, Claudio
3
Burda, Zdzisław
3
Crane, M.
3
Jurkiewicz, Jerzy
3
Kelly, Bryan T.
3
Kim, Kyungsik
3
Livan, Giacomo
3
Malamud, Semyon
3
Scalas, Enrico
3
Zhou, Kangying
3
Abul-Magd, A.Y.
2
Ahn, Sanghyun
2
Alfarano, Simone
2
Allez, Romain
2
Amaral, L.A.N.
2
Azoury, Nehme
2
Bai, Jushan
2
Bouchaud, Jean-Philippe
2
Bouri, Elie
2
Delannay, R.
2
El Alaoui, Marwane
2
Eterovic, Dalibor S.
2
Eterovic, Nicolas A.
2
Fagiolo, Giorgio
2
Garlaschelli, Diego
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LEM Working Paper Series
2
LEM working paper series
2
Sciences Po OFCE working paper
2
Applied economics
1
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ECONIS (ZBW)
5
EconStor
2
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1
The anatomy of government bond yields synchronization in the Eurozone
Barbieri, Claudio
;
Guerini, Mattia
;
Napoletano, Mauro
-
2021
combine principal component analysis with
random
matrix
theory
. We find that synchronization depends upon yields maturity …
Persistent link: https://www.econbiz.de/10012651867
Saved in:
2
The anatomy of government bond yields synchronization in the Eurozone
Barbieri, Claudio
;
Guerini, Mattia
;
Napoletano, Mauro
-
2021
combine principal component analysis with
random
matrix
theory
. We find that synchronization depends upon yields maturity …
Persistent link: https://www.econbiz.de/10012497031
Saved in:
3
The anatomy of government bond yields synchronization in the Eurozone
Barbieri, Claudio
;
Guerini, Mattia
;
Napoletano, Mauro
-
2021
Persistent link: https://www.econbiz.de/10012543927
Saved in:
4
Synchronization patterns in the European Union
Guerini, Mattia
;
Luu, Duc Thi
;
Napoletano, Mauro
- In:
Applied economics
55
(
2023
)
18
,
pp. 2038-2059
Persistent link: https://www.econbiz.de/10014294856
Saved in:
5
Synchronization patterns in the European Union
Guerini, Mattia
;
Luu, Duc Thi
;
Napoletano, Mauro
-
2019
exploits
Random
Matrix
Theory
and extracts the latent information contained in a balanced panel data by cleaning it from …
Persistent link: https://www.econbiz.de/10012389308
Saved in:
6
Synchronization patterns in the European Union
Guerini, Mattia
;
Luu, Duc Thi
;
Napoletano, Mauro
-
2019
exploits
Random
Matrix
Theory
and extracts the latent information contained in a balanced panel data by cleaning it from …
Persistent link: https://www.econbiz.de/10012111550
Saved in:
7
Synchronization patterns in the European Union
Guerini, Mattia
;
Luu, Duc Thi
;
Napoletano, Mauro
-
2019
Persistent link: https://www.econbiz.de/10012233615
Saved in:
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