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~person:"Serletis, Apostolos"
~subject:"Crude oil"
~subject:"Low-interest-rate policy"
~subject:"VAR model"
~subject:"Volatilität"
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Crude oil
Low-interest-rate policy
VAR model
Volatilität
ARCH model
32
ARCH-Modell
32
Volatility
20
Oil price
12
Ölpreis
12
Theorie
8
Theory
8
VAR-Modell
7
Estimation
6
GARCH-in-Mean model
6
Schätzung
6
Financial market
5
Finanzmarkt
5
Inflation expectations
5
Inflationserwartung
5
Spillover effect
5
Spillover-Effekt
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Markov chain
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Markov-Kette
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Oil market
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Ölmarkt
4
Asymmetric BEKK model
3
Electricity price
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Energiemarkt
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Energy market
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GARCH
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GARCH-in-mean model
3
Geldmenge
3
Industrialized countries
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Industrieländer
3
Inflation
3
Money supply
3
Multivariate Verteilung
3
Multivariate distribution
3
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23
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Serletis, Apostolos
McAleer, Michael
131
Chang, Chia-Lin
64
Gupta, Rangan
61
Ma, Feng
60
Caporale, Guglielmo Maria
41
Bouri, Elie
36
Bauwens, Luc
32
Kumar, Dilip
32
Zhang, Yaojie
30
Engle, Robert F.
28
Hafner, Christian M.
25
Hansen, Peter Reinhard
25
McMillan, David G.
25
Teräsvirta, Timo
25
Herwartz, Helmut
24
Bollerslev, Tim
22
Kang, Sang Hoon
22
Wang, Yudong
22
Wei, Yu
22
Caporin, Massimiliano
21
Hammoudeh, Shawkat
21
Liang, Chao
21
Lütkepohl, Helmut
21
Conrad, Christian
20
Koopman, Siem Jan
20
Silvennoinen, Annastiina
20
Tiwari, Aviral Kumar
20
Wu, Xinyu
20
Yoon, Seong-min
20
Allen, David E.
19
Asai, Manabu
19
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Diebold, Francis X.
18
Floros, Christos
18
Huang, Zhuo
18
Andersen, Torben
17
Chevallier, Julien
17
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Macroeconomic dynamics
5
Energy economics
4
Discussion paper / Department of Business and Management Science
2
Open economies review
2
Research in international business and finance
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of economics and finance : JEF
1
Journal of macroeconomics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
23
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1
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
2
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
3
Volatility and dependence in energy markets
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economics and finance : JEF
47
(
2023
)
1
,
pp. 15-37
Persistent link: https://www.econbiz.de/10014227687
Saved in:
4
Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
Saved in:
5
The zero lower bound and market spillovers : evidence from the G7 and Norway
Kyritsis, Evangelos
;
Serletis, Apostolos
-
2017
Persistent link: https://www.econbiz.de/10011661687
Saved in:
6
Oil prices and the renewable energy sector
Kyritsis, Evangelos
;
Serletis, Apostolos
-
2017
Persistent link: https://www.econbiz.de/10011752693
Saved in:
7
150 years of the oil price-macroeconomy relationship
Serletis, Apostolos
;
Mehmandosti, Elaheh Asadi
- In:
Macroeconomic dynamics
23
(
2019
)
3
,
pp. 1302-1311
Persistent link: https://www.econbiz.de/10012126896
Saved in:
8
The demand for liquid assets : evidence from the Minflex Laurent demand system with conditionally heteroskedastic errors
Chang, Dongfeng
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
23
(
2019
)
7
,
pp. 2941-2958
Persistent link: https://www.econbiz.de/10012127403
Saved in:
9
Volatility in the cryptocurrency market
Liu, Jinan
;
Serletis, Apostolos
- In:
Open economies review
30
(
2019
)
4
,
pp. 779-811
Persistent link: https://www.econbiz.de/10012155631
Saved in:
10
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
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