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~person:"Pelloni, Gianluigi"
~person:"Spagnolo, Nicola"
~subject:"USA"
~type_genre:"Arbeitspapier"
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Pelloni, Gianluigi
Spagnolo, Nicola
McAleer, Michael
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10
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7
Lanne, Markku
7
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7
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Lunde, Asger
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1
US municipal green bonds and financial integration
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
-
2023
respectively. Specifically, four-variate VAR-
GARCH
-BEKK models are estimated which include suitably defined dummies corresponding …
Persistent link: https://www.econbiz.de/10014234020
Saved in:
2
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-
GARCH
-in-mean Analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-
GARCH
(1,1)-in …
Persistent link: https://www.econbiz.de/10011482859
Saved in:
3
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-
GARCH
-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
Persistent link: https://www.econbiz.de/10011536693
Saved in:
4
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-
GARCH
-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
stock market returns. This paper analyses it using US monthly data over the period 2000:1-2015:08. A VAR-
GARCH
(1,1)-in …
Persistent link: https://www.econbiz.de/10011479824
Saved in:
5
Macroeconomic effects of sectoral shocks in US, UK, and Germany : a VAR-
GARCH
-M approach
Pelloni, Gianluigi
(
contributor
); …
-
2000
-
Rev. Mar 7/05
Persistent link: https://www.econbiz.de/10003734502
Saved in:
6
Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-
GARCH
-M model
Pelloni, Gianluigi
(
contributor
); …
-
1999
-
Rev. Mar 4/05
Persistent link: https://www.econbiz.de/10003734324
Saved in:
7
Macroeconomic effects of sectoral shocks in US, UK and Germany : a BVAR-
GARCH
-M approach
Pelloni, Gianluigi
;
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001476844
Saved in:
8
Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-
Garch
-M model
Pelloni, Gianluigi
;
Polasek, Wolfgang
-
1999
Persistent link: https://www.econbiz.de/10001434910
Saved in:
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