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subject:"USA"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working Paper"
~isPartOf:"Working paper"
~person:"Carroll, Christopher D."
~person:"Hall, Stephen G."
~person:"McAleer, Michael"
~subject:"Euro area"
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USA
Euro area
Schätzung
32
Estimation
29
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14
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Carroll, Christopher D.
Hall, Stephen G.
McAleer, Michael
Karanassou, Marika
10
Zweifel, Peter
8
Neely, Christopher J.
7
Sala, Hector
7
Mignon, Valérie
6
Kaufmann, Sylvia
5
Mazumder, Bhashkar
5
Mumtaz, Haroon
5
Owyang, Michael T.
5
Aït-Sahalia, Yacine
4
Bollerslev, Tim
4
Guo, Hui
4
Heimonen, Kari
4
Kapetanios, George
4
Nyholm, Ken
4
Scharler, Johann
4
Snower, Dennis J.
4
Altshuler, Rosanne
3
Andersen, Torben
3
Armah, Nii Ayi
3
Baker, Malcolm
3
Bansal, Ravi
3
Contessi, Silvio
3
Diebold, Francis X.
3
Duffie, Darrell
3
Gibson, Heather D.
3
Guidolin, Massimo
3
Honoré, Peter
3
Hotchkiss, Julie L.
3
Koop, Gary
3
Krey, Boris
3
Li, Haitao
3
Lund, Jesper
3
Mas, Alexandre
3
Savickas, Robert
3
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3
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3
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Discussion papers / National Institute of Economic and Social Research
Journal of econometrics
The journal of finance : the journal of the American Finance Association
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15
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6
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4
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4
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4
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4
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3
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ECONIS (ZBW)
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Self-fulfilling dynamics : the interactions of sovereign spreads, sovereign ratings and bank ratings during the
euro
financial crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
-
2016
Persistent link: https://www.econbiz.de/10011567510
Saved in:
2
Measuring systemic stress in European banking systems
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
-
2016
Persistent link: https://www.econbiz.de/10011567515
Saved in:
3
The effect of Emergency Liquidity Assistance (ELA) on bank lending during the
euro
area crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Petroulas, Pavlos
; …
-
2019
Persistent link: https://www.econbiz.de/10012098520
Saved in:
4
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
5
Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10008669316
Saved in:
6
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
7
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
-
2010
Persistent link: https://www.econbiz.de/10008760493
Saved in:
8
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
9
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
10
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
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