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~person:"Spagnolo, Nicola"
~subject:"Commodity derivative"
~subject:"USA"
~type_genre:"Arbeitspapier"
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Spagnolo, Nicola
McAleer, Michael
33
Chang, Chia-Lin
19
Caporale, Guglielmo Maria
7
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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
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
This paper adopts a VAR-
GARCH
approach to model the dynamic linkages between both the mean and the variance of macro …
Persistent link: https://www.econbiz.de/10011336938
Saved in:
6
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
This paper adopts a VAR-
GARCH
approach to model the dynamic linkages between both the mean and the variance of macro …
Persistent link: https://www.econbiz.de/10011346863
Saved in:
7
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2015
Persistent link: https://www.econbiz.de/10011348459
Saved in:
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