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~person:"Spagnolo, Nicola"
~subject:"Euro area"
~subject:"USA"
~type_genre:"Arbeitspapier"
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Spagnolo, Nicola
McAleer, Michael
20
Caporale, Guglielmo Maria
13
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10
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7
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7
Miller, Stephen M.
7
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5
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ECONIS (ZBW)
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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/10011479824
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
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:
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
Persistent link: https://www.econbiz.de/10011536693
Saved in:
5
Macro news and bond yield spreads in the Euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
estimation of a VAR-
GARCH
model. The results can be summarized as follows. Negative news have significant positive effects on …
Persistent link: https://www.econbiz.de/10010417491
Saved in:
6
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
estimation of a VAR-
GARCH
model. The results can be summarised as follows. Negative news have significant positive effects on …
Persistent link: https://www.econbiz.de/10010417494
Saved in:
7
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
8
Macro news and stock returns in the euro area : a VAR-
GARCH
-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
-2013. The econometric analysis is based on the estimation of a VAR-
GARCH
-in-mean model. The results can be summarised as follows …
Persistent link: https://www.econbiz.de/10010399794
Saved in:
9
Macro news and stock returns in the euro area : a VAR-
GARCH
-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
10
Macro news and stock returns in the euro Area : a VAR-
GARCH
-in-means analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
- 2013. The econometric analysis is based on the estimation of a VAR-
GARCH
-in-mean model. The results can be summarised as …
Persistent link: https://www.econbiz.de/10010383808
Saved in:
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