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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:"Carroll, Christopher D."
~person:"Hall, Stephen G."
~person:"McAleer, Michael"
~subject:"Euro area"
~subject:"Volatilität"
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Carroll, Christopher D.
Hall, Stephen G.
McAleer, Michael
Mumtaz, Haroon
16
Neely, Christopher J.
11
Karanassou, Marika
10
Zweifel, Peter
8
Mignon, Valérie
7
Sala, Hector
7
Theodoridis, Konstantinos
7
Owyang, Michael T.
6
Chang, Chia-Lin
5
Escribano, Álvaro
5
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5
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5
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5
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5
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4
Guidolin, Massimo
4
Heimonen, Kari
4
Kapetanios, George
4
Nyholm, Ken
4
Savickas, Robert
4
Scharler, Johann
4
Snower, Dennis J.
4
Österholm, Pär
4
Alessandri, Piergiorgio
3
Allen, David E.
3
Altshuler, Rosanne
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Andersen, Torben
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Armah, Nii Ayi
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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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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
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
3
Testing the Box-Cox parameter for an integrated process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760495
Saved in:
4
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
5
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
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