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~person:"Serletis, Apostolos"
~subject:"Low-interest-rate policy"
~subject:"Theorie"
~subject:"VAR model"
~subject:"Volatilität"
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Low-interest-rate policy
Theorie
VAR model
Volatilität
ARCH model
32
ARCH-Modell
32
Volatility
20
Oil price
12
Ölpreis
12
Theory
8
VAR-Modell
7
Estimation
6
GARCH-in-Mean model
6
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6
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Industrialized countries
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English
26
Author
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Serletis, Apostolos
McAleer, Michael
153
Gupta, Rangan
71
Ma, Feng
65
Chang, Chia-Lin
64
Bauwens, Luc
50
Hafner, Christian M.
45
Bouri, Elie
42
Engle, Robert F.
42
Caporale, Guglielmo Maria
41
Teräsvirta, Timo
41
Herwartz, Helmut
36
Caporin, Massimiliano
34
Zhang, Yaojie
33
Kumar, Dilip
32
Laurent, Sébastien
31
Paolella, Marc S.
29
Asai, Manabu
26
Conrad, Christian
26
Francq, Christian
25
Hansen, Peter Reinhard
25
McMillan, David G.
25
Bollerslev, Tim
24
Silvennoinen, Annastiina
24
Wang, Yudong
24
Zakoïan, Jean-Michel
24
Liang, Chao
23
Kang, Sang Hoon
22
Karanasos, Menelaos
22
Mittnik, Stefan
22
Wei, Yu
22
Allen, David E.
21
Hammoudeh, Shawkat
21
Lütkepohl, Helmut
21
Rombouts, Jeroen V. K.
21
Wu, Xinyu
21
Degiannakis, Stavros
20
Floros, Christos
20
Huang, Zhuo
20
Koopman, Siem Jan
20
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Macroeconomic dynamics
5
Energy economics
4
Open economies review
3
Discussion paper / Department of Business and Management Science
2
Research in international business and finance
2
The energy journal
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 economic 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)
26
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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
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:
4
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:
5
The complex relationship between inflation and equity returns
Liu, Jinan
;
Serletis, Apostolos
- In:
Journal of economic studies
49
(
2022
)
1
,
pp. 159-184
Persistent link: https://www.econbiz.de/10012798614
Saved in:
6
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:
7
Oil prices and the renewable energy sector
Kyritsis, Evangelos
;
Serletis, Apostolos
-
2017
Persistent link: https://www.econbiz.de/10011752693
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
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:
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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