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~accessRights:"restricted"
~person:"Engle, Robert F."
~person:"Ravazzolo, Francesco"
~subject:"USA"
~subject:"Zeitreihenanalyse"
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Engle, Robert F.
Ravazzolo, Francesco
Gupta, Rangan
110
Bahmani-Oskooee, Mohsen
47
Autor, David H.
45
Marcellino, Massimiliano
41
Finkelstein, Amy
38
Neumark, David
38
Bloom, Nicholas
37
Kerr, William R.
37
Kilian, Lutz
37
Violante, Giovanni L.
37
Acharya, Viral V.
36
Nieuwerburgh, Stijn van
36
Acemoglu, Daron
35
Glaeser, Edward L.
35
Zenou, Yves
35
Akcigit, Ufuk
34
Currie, Janet M.
34
Gorodnichenko, Yuriy
34
List, John A.
34
Gruber, Jonathan
33
Mitchell, Olivia S.
33
Bordo, Michael D.
32
Gil-Alaña, Luis A.
32
Haltiwanger, John C.
32
Stulz, René M.
32
Massa, Massimo
31
Patacchini, Eleonora
31
Van Reenen, John
31
Dave, Dhaval
30
Hanson, Gordon H.
30
Redding, Stephen
30
Wohar, Mark E.
30
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29
Peri, Giovanni
29
Rossi-Hansberg, Esteban
29
Apergēs, Nikolaos
28
Cutler, David M.
28
Link, Albert N.
28
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28
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ECONIS (ZBW)
16
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1
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
2
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009745648
Saved in:
3
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2014
Persistent link: https://www.econbiz.de/10010341259
Saved in:
4
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
-
2013
Persistent link: https://www.econbiz.de/10009741443
Saved in:
5
Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
Saved in:
6
Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of applied econometrics
31
(
2016
)
7
,
pp. 1352-1370
Persistent link: https://www.econbiz.de/10011687515
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7
Density forecasts with MIDAS models
Aastveit, Knut Are
;
Foroni, Claudia
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
32
(
2017
)
4
,
pp. 783-801
Persistent link: https://www.econbiz.de/10011862204
Saved in:
8
Hedging climate change news
Engle, Robert F.
;
Giglio, Stefano
;
Kelly, Bryan T.
; …
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1184-1216
Persistent link: https://www.econbiz.de/10012198087
Saved in:
9
SRISK: a conditional capital shortfall measure of systemic risk
Brownlees, Christian
;
Engle, Robert F.
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 48-79
Persistent link: https://www.econbiz.de/10011738007
Saved in:
10
Why did bank stocks crash during COVID-19?
Acharya, Viral V.
;
Engle, Robert F.
;
Steffen, Sascha
-
2021
Persistent link: https://www.econbiz.de/10012490620
Saved in:
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