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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"
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USA
Euro area
Monetary policy
Estimation
28
Schätzung
28
Volatility
17
Volatilität
17
Financial crisis
15
Finanzkrise
15
Forecasting model
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Prognoseverfahren
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Welt
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Hall, Stephen G.
McAleer, Michael
Mumtaz, Haroon
13
Karanassou, Marika
10
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
Bénassy-Quéré, Agnès
5
Mazumder, Bhashkar
5
Demiralp, Selva
4
Francis, Neville
4
Guidolin, Massimo
4
Guo, Hui
4
Heimonen, Kari
4
Nyholm, Ken
4
Snower, Dennis J.
4
Wheelock, David C.
4
Aizenman, Joshua
3
Altshuler, Rosanne
3
Armah, Nii Ayi
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Baker, Malcolm
3
Bianchi, Javier
3
Bollerslev, Tim
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Carroll, Christopher D.
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Contessi, Silvio
3
Delatte, Anne-Laure
3
Duffie, Darrell
3
Honoré, Peter
3
Hotchkiss, Julie L.
3
Jinjarak, Yothin
3
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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
Working Paper
Working paper
Econometric Institute research papers
15
Working Paper / Bank of Greece
6
Discussion paper / Tinbergen Institute
5
Bank of Greece Working Paper
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2
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1
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1
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ECONIS (ZBW)
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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
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:
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
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:
5
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:
6
The effectiveness of the ECB's asset purchase programs of 2009 to 2012
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Journal of macroeconomics
47
(
2016
),
pp. 45-57
Persistent link: https://www.econbiz.de/10011707486
Saved in:
7
Direct tests of the permanent income hypothesis under uncertainty, inflationary expectations and liquidity constraints
Madsen, Jakob Brøchner
;
McAleer, Michael
- In:
Journal of macroeconomics
22
(
2000
)
2
,
pp. 229-252
Persistent link: https://www.econbiz.de/10001469483
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
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
Saved in:
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