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subject:"USA"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working Paper"
~isPartOf:"Working paper"
~person:"Hall, Stephen G."
~person:"McAleer, Michael"
~subject:"Euro area"
~subject:"Monetary policy"
~subject:"Risikomaß"
~subject:"Taiwan"
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USA
Euro area
Monetary policy
Risikomaß
Taiwan
Estimation
28
Schätzung
28
Volatility
17
Volatilität
17
Financial crisis
15
Finanzkrise
15
Forecasting model
13
Prognoseverfahren
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Welt
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International tourism
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Internationaler Tourismus
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4
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4
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Hall, Stephen G.
McAleer, Michael
Mumtaz, Haroon
15
Karanassou, Marika
10
Chang, Chia-Lin
9
Neely, Christopher J.
9
Gibson, Heather D.
8
Mignon, Valérie
8
Owyang, Michael T.
8
Tavlas, George S.
8
Zweifel, Peter
8
Sala, Hector
7
Theodoridis, Konstantinos
7
Kapetanios, George
6
Kaufmann, Sylvia
6
Scharler, Johann
6
Thornton, Daniel L.
6
Österholm, Pär
6
Allen, David E.
5
Bénassy-Quéré, Agnès
5
Guidolin, Massimo
5
Mazumder, Bhashkar
5
Pérez Amaral, Teodosio
5
Demiralp, Selva
4
Francis, Neville
4
Guo, Hui
4
Heimonen, Kari
4
Jiménez-Martín, Juan-Ángel
4
Nyholm, Ken
4
Snower, Dennis J.
4
Wheelock, David C.
4
Aizenman, Joshua
3
Altshuler, Rosanne
3
Armah, Nii Ayi
3
Baker, Malcolm
3
Bianchi, Javier
3
Bollerslev, Tim
3
Carroll, Christopher D.
3
Contessi, Silvio
3
Delatte, Anne-Laure
3
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University of Canterbury / Dept. of Economics and Finance
3
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Journal of macroeconomics
The journal of finance : the journal of the American Finance Association
Working Paper
Working paper
Econometric Institute research papers
31
Discussion paper / Tinbergen Institute
18
Tinbergen Institute Discussion Paper
9
Working Paper / Bank of Greece
6
Bank of Greece Working Paper
4
Journal of international money and finance
4
Discussion paper / Centre for Economic Forecasting
3
Discussion papers / University of Leicester, Department of Economics
3
International review of economics & finance : IREF
3
Journal of financial stability
3
Econometric reviews
2
Journal of risk and financial management : JRFM
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Schriften / Rheinisch-Westfälisches Institut für Wirtschaftsforschung, RWI
2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
Global economic institutions working paper series
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International journal of forecasting
1
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Journal of forecasting
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1
New directions in macromodelling
1
Open economies review
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Oxford economic papers
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Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The econometrics journal
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ECONIS (ZBW)
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1
Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Journal of macroeconomics
39
(
2014
)
2
,
pp. 405-419
Persistent link: https://www.econbiz.de/10010496445
Saved in:
2
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:
3
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
4
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
5
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
6
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:
7
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
8
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009711737
Saved in:
9
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
10
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
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