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~person:"Serletis, Apostolos"
~subject:"GARCH"
~subject:"Low-interest-rate policy"
~subject:"VAR model"
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GARCH
Low-interest-rate policy
VAR model
ARCH model
32
ARCH-Modell
32
Volatility
20
Volatilität
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
5
Markov chain
4
Markov-Kette
4
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Ölmarkt
4
Asymmetric BEKK model
3
Crude oil
3
Electricity price
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Energiemarkt
3
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GARCH-in-mean model
3
Geldmenge
3
Industrialized countries
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12
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Serletis, Apostolos
Lütkepohl, Helmut
21
McAleer, Michael
18
Gupta, Rangan
17
Caporale, Guglielmo Maria
12
Malik, Farooq
10
Tiwari, Aviral Kumar
9
Ardia, David
8
Onorante, Luca
8
Paesani, Paolo
8
Paolella, Marc S.
8
Walther, Thomas
8
Asai, Manabu
7
Chlebus, Marcin
7
Alexander, Carol
6
Allen, David E.
6
Corbet, Shaen
6
Elder, John
6
Engle, Robert F.
6
Francq, Christian
6
Klein, Tony
6
Maré, E.
6
Nguyen, Duc Khuong
6
Schlaak, Thore
6
Wilmot, Neil A.
6
Xu, Libo
6
Amanjot Singh
5
Floros, Christos
5
Fountas, Stilianos
5
Lazar, Emese
5
Ledoit, Olivier
5
Lee, Chien-chiang
5
Medeiros, Marcelo C.
5
Milunovich, George
5
Mittnik, Stefan
5
Narula, Isha
5
Panagiōtidēs, Theodōros
5
Pelloni, Gianluigi
5
Polasek, Wolfgang
5
Powell, Robert
5
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Macroeconomic dynamics
4
The energy journal
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Discussion paper / Department of Business and Management Science
1
Economics letters
1
Open economies review
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
12
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1
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:
2
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:
3
Interfuel substitution : evidence from the Markov switching minflex Laurent demand system with BEKK errors
Serletis, Apostolos
;
Xu, Libo
- In:
The energy journal
40
(
2019
)
6
,
pp. 111-128
Persistent link: https://www.econbiz.de/10012181694
Saved in:
4
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:
5
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:
6
The zero lower bound and market spillovers : evidence from the G7 and Norway
Kyritsis, Evangelos
;
Serletis, Apostolos
- In:
Research in international business and finance
44
(
2018
),
pp. 100-123
Persistent link: https://www.econbiz.de/10011983017
Saved in:
7
Oil, uncertainty, and gasoline prices
Chang, Dongfeng
;
Serletis, Apostolos
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 546-561
Persistent link: https://www.econbiz.de/10011916647
Saved in:
8
The zero lower bound and crude oil and financial markets spillovers
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
22
(
2018
)
3
,
pp. 654-665
Persistent link: https://www.econbiz.de/10011916669
Saved in:
9
Monetary and fiscal policy switching with time-varying volatilities
Xu, Libo
;
Serletis, Apostolos
- In:
Economics letters
145
(
2016
),
pp. 202-205
Persistent link: https://www.econbiz.de/10011618412
Saved in:
10
Oil price uncertainty and industrial production
Pinno, Karl
;
Serletis, Apostolos
- In:
The energy journal
34
(
2013
)
3
,
pp. 191-216
Persistent link: https://www.econbiz.de/10009771862
Saved in:
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