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subject:"USA"
~language:"eng"
~person:"McAleer, Michael"
~source:"econis"
~subject:"Financial crisis"
~type_genre:"Article in journal"
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USA
Financial crisis
Estimation
40
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39
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28
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28
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17
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17
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McAleer, Michael
Gupta, Rangan
80
Aizenman, Joshua
47
Caporale, Guglielmo Maria
40
Bahmani-Oskooee, Mohsen
38
Bordo, Michael D.
37
Gil-Alaña, Luis A.
37
Wohar, Mark E.
36
Eichengreen, Barry
35
Hassan, M. Kabir
33
Allen, Franklin
32
Willett, Thomas D.
31
Acharya, Viral V.
29
Apergēs, Nikolaos
29
Dungey, Mardi H.
29
Hammoudeh, Shawkat
28
Kouretas, Georgios P.
28
Jawadi, Fredj
27
Reinhart, Carmen M.
27
Stiglitz, Joseph E.
27
Hamori, Shigeyuki
26
Belke, Ansgar
25
Goodhart, Charles A. E.
25
Shin, Hyun Song
25
Kutan, Ali Mustafa
24
Berger, Allen N.
23
Haan, Jakob de
23
Nguyen, Duc Khuong
23
Semmler, Willi
23
Claessens, Stijn
22
Gorton, Gary
22
Tabak, Benjamin Miranda
22
Tiwari, Aviral Kumar
22
Bouri, Elie
21
Gallegati, Mauro
21
Stulz, René M.
21
Arestis, Philip
20
Park, Donghyun
20
Subbarao, Duvvuri
20
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International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Econometric reviews
2
Journal of risk and financial management : JRFM
2
The Japanese economic review : the journal of the Japanese Economic Association
2
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1
Journal of econometrics
1
Journal of forecasting
1
Journal of macroeconomics
1
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Risks : open access journal
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The Korean economic review
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ECONIS (ZBW)
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1
Nonlinear time series and neural-network models of echange rates between the US Dollar and major currencies
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
- In:
Risks : open access journal
4
(
2016
)
1
,
pp. 1-14
in US dollar terms.
Euro
, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …
Persistent link: https://www.econbiz.de/10011443686
Saved in:
2
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
3
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
3
,
pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
Saved in:
4
Down-side risk metrics as portfolio diversification strategies across the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Journal of risk and financial management : JRFM
9
(
2016
)
2
,
pp. 1-18
investment strategies and a variety of hold-out periods and backtests. We commence by using four two-year
estimation
periods and …
Persistent link: https://www.econbiz.de/10011543960
Saved in:
5
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
6
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
7
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
8
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
9
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
Saved in:
10
Profiteering from the dot-com bubble, subprime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
- In:
The Japanese economic review : the journal of the …
67
(
2016
)
3
,
pp. 257-279
Persistent link: https://www.econbiz.de/10011720858
Saved in:
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