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Threshold linkages between volatility and trading volume : evidence from developed and emerging markets
Jawadi, Fredj; Ureche-Rangau, Loredana - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 313-333
Persistent link: https://www.econbiz.de/10009740776
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Fiscal policy in the BRICs
Jawadi, Fredj; Mallick, Sushanta Kumar; Sousa, Ricardo M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 2, pp. 201-215
Persistent link: https://www.econbiz.de/10010347288
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Monetary independence under floating exchange rates : evidence based on international breakeven inflation rates
Herwartz, Helmut; Roestel, Jan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10009514157
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Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales
Klein, Nadja; Herwartz, Helmut; Kneib, Thomas - In: Journal of econometrics 214 (2020) 2, pp. 513-539
Persistent link: https://www.econbiz.de/10012439076
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Causal relationships between inflation and inflation uncertainty
Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
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Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.; Ziegel, Johanna F.; Chen, Rui - In: Journal of econometrics 211 (2019) 2, pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
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Modeling threshold effects in stock price co-movements : a vector nonlinear cointegration approach
Chlibi, Souhir; Jawadi, Fredj; Sellami, Mohamed - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 1, pp. 47-63
Persistent link: https://www.econbiz.de/10011650219
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Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of econometrics 207 (2018) 1, pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
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Innovations in multiple time series analysis
Breitung, Jörg; Herwartz, Helmut - In: Journal of econometrics 192 (2016) 2, pp. 329-331
Persistent link: https://www.econbiz.de/10011704644
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Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - In: Journal of econometrics 195 (2016) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10011705251