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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:"Taiwan"
~subject:"World"
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USA
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Estimation
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Hall, Stephen G.
McAleer, Michael
Mumtaz, Haroon
17
Mignon, Valérie
13
Karanassou, Marika
11
Chang, Chia-Lin
10
Neely, Christopher J.
10
Owyang, Michael T.
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8
Kapetanios, George
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Tavlas, George S.
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Theodoridis, Konstantinos
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Zweifel, Peter
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Bénassy-Quéré, Agnès
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Sala, Hector
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Cavallo, Eduardo A.
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Kaufmann, Sylvia
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Scharler, Johann
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Valencia, Oscar M.
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Österholm, Pär
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Mazumder, Bhashkar
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4
Jiménez-Martín, Juan-Ángel
4
Mayer, Thierry
4
Mody, Ashoka
4
Nyholm, Ken
4
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University of Canterbury / Dept. of Economics and Finance
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Journal of macroeconomics
The journal of finance : the journal of the American Finance Association
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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
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:
6
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:
7
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:
8
Comment on: "Fundamentally wrong : market pricing of sovereigns and the Greek financial crisis"
Kazanas, Thanassis
;
Tzavalis, Elias
- In:
Journal of macroeconomics
39
(
2014
)
2
,
pp. 420-423
Persistent link: https://www.econbiz.de/10010496443
Saved in:
9
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
10
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:
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