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Extremal dependence and contagion
Fry-McKibbin, Renée; Hsiao, Cody Yu-ling - 2014
Persistent link: https://www.econbiz.de/10010349461
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Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée; Hsiao, Cody Yu-Ling; Martin, Vance - 2017 - Revised version
Persistent link: https://www.econbiz.de/10011746864
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Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura; Iacone, Fabrizio; Paccagnini, Alessia; … - 2021
Persistent link: https://www.econbiz.de/10012586470
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The coming U.S. interest rate tightening cycle : smooth sailing or stormy waters?
Arteta, Carlos Ó.; Kose, M. Ayhan; Ohnsorge, Franziska; … - 2015
Persistent link: https://www.econbiz.de/10011758239
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A regime switching Skew-normal model for measuring financial crisis and contagion
Chan, Joshua C. C.; Hsiao, Cody Yu-Ling; Fry-McKibbin, … - 2013
Persistent link: https://www.econbiz.de/10009744179
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Global uncertainty
Caggiano, Giovanni; Castelnuovo, Efrem - 2021
Persistent link: https://www.econbiz.de/10012585963
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Effects of US monetary policy shocks during financial crises : a threshold vector autoregression approach
Fry-McKibbin, Renée; Zheng, Jasmine - 2016
Persistent link: https://www.econbiz.de/10011756827
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Financial shocks and inflation dynamics
Abbate, Angela; Eickmeier, Sandra; Prieto, Esteban - 2016
Persistent link: https://www.econbiz.de/10011754356
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Market efficiency test in the VIX futures market
Zhang, Jian; Sanning, Lee W.; Shaffer, Sherrill - 2010
Persistent link: https://www.econbiz.de/10003978278
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Adapting to changing input prices in response to the crisis : the case of U.S. commercial banks
Spierdijk, Laura; Shaffer, Sherrill; Considine, Timothy … - 2016
Persistent link: https://www.econbiz.de/10011757205