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Gupta, Rangan
86
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72
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54
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42
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40
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34
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32
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27
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19
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19
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Matematikai Közgazdaságtan és Gazdaságelemzés, Közgazdaságtudományi Kar
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Norges Bank
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Türkiye Cumhuriyet Merkez Bankası
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Energy economics
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of economics & finance : IREF
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Working Paper Series / European Central Bank
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Economic Modelling
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Journal of international money and finance
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Research in international business and finance
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Discussion Papers in Economics
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Physica A: Statistical Mechanics and its Applications
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ECONIS (ZBW)
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EconStor
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BASE
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11
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11
Extreme connectedness between cryptocurrencies and non-fungible tokens : portfolio implications
Mensi, Waild
;
Gubareva, Mariya
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-27
employing a
time-varying
parameter vector autoregression approach. We fnd that lower and upper quantile spillovers are higher …
Persistent link: https://www.econbiz.de/10014547078
Saved in:
12
On the efficiency and its drivers in the cryptocurrency market : the case of Bitcoin and Ethereum
Mokni, Khaled
;
El Montasser, Ghassen
;
Ajmi, Ahdi Noomen
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-25
into the potential driving factors. This study addresses this limitation by examining the
time-varying
efciency of the two …
Persistent link: https://www.econbiz.de/10014530251
Saved in:
13
External shocks and economic fluctuations in Peru: empirical evidence using mixture innovation TVP-VAR-SV models
Guevara, Brenda
;
Rodriguez, Gabriel
;
Yamuca …
-
2024
Persistent link: https://www.econbiz.de/10014526264
Saved in:
14
Score-driven modeling with jumps : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 375-406
Persistent link: https://www.econbiz.de/10014526331
Saved in:
15
Estimating structural budget balances in developing Asia
Jalles, João Tovar
-
2024
estimations or the use of static vs.
time-varying
approaches need to be made. To deal with one-off operations, a narrative …
Persistent link: https://www.econbiz.de/10014507176
Saved in:
16
Estimating structural budget balances in developing Asia
Jalles, João Tovar
-
2024
estimations or the use of static vs.
time-varying
approaches need to be made. To deal with one-off operations, a narrative …
Persistent link: https://www.econbiz.de/10014549313
Saved in:
17
Pricing in the stochastic bottleneck model with price-sensitive demand
Liu, Qiumin
;
van den Berg, Vincent A. C.
;
Verhoef, Erik T.
-
2024
We analyse
time-varying
tolling in the stochastic bottleneck model with price-sensitive demand and uncertain capacity …
Persistent link: https://www.econbiz.de/10014547773
Saved in:
18
A score-driven filter for causal regression models with
time-varying
parameters and endogenous regressors
Blasques, Francisco
;
Stegehuis, Noah
-
2024
This paper proposes a score-driven model for filtering
time-varying
causal parameters through the use of instrumental …
Persistent link: https://www.econbiz.de/10014547828
Saved in:
19
Pricing in the stochastic bottleneck model with price-sensitive demand
Liu, Qiumin
;
Berg, Vincent A. C. van den
;
Verhoef, Erik T.
-
2024
We analyse
time-varying
tolling in the stochastic bottleneck model with price-sensitive demand and uncertain capacity …
Persistent link: https://www.econbiz.de/10014472536
Saved in:
20
A score-driven filter for causal regression models with
time-varying
parameters and endogenous regressors
Blasques, Francisco
;
Stegehuis, Noah
-
2024
This paper proposes a score-driven model for filtering
time-varying
causal parameters through the use of instrumental …
Persistent link: https://www.econbiz.de/10014496538
Saved in:
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