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subject:"USA"
~isPartOf:"Discussion papers / National Institute of Economic and Social Research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working Paper"
~isPartOf:"Working paper"
~person:"Bollerslev, Tim"
~person:"Carroll, Christopher D."
~person:"Hall, Stephen G."
~person:"McAleer, Michael"
~subject:"Euro area"
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USA
Euro area
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31
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Bollerslev, Tim
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
Guo, Hui
4
Heimonen, Kari
4
Kapetanios, George
4
Nyholm, Ken
4
Scharler, Johann
4
Snower, Dennis J.
4
Altshuler, Rosanne
3
Armah, Nii Ayi
3
Baker, Malcolm
3
Contessi, Silvio
3
Duffie, Darrell
3
Gibson, Heather D.
3
Guidolin, Massimo
3
Honoré, Peter
3
Hotchkiss, Julie L.
3
Krey, Boris
3
Mas, Alexandre
3
Savickas, Robert
3
Siliverstovs, Boriss
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Swanson, Norman
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Tate, Geoffrey
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Tavlas, George S.
3
Theodoridis, Konstantinos
3
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3
Timmermann, Allan
3
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3
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3
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Discussion papers / National Institute of Economic and Social Research
The journal of finance : the journal of the American Finance Association
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New directions in macromodelling
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ECONIS (ZBW)
12
EconStor
3
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1
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
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
3
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:
4
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:
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
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
10
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:
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