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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
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Estimation
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40
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17
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Löthgren, Mickael
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Teräsvirta, Timo
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Tambour, Magnus
7
Hagerud, Gustaf E.
5
Säfvenblad, Patrik
4
Alexius, Annika
3
Eliasson, Ann-Charlotte
3
Johannesson, Magnus
3
Rehnberg, Clas
3
Roszbach, Kasper
3
Söderlind, Paul
3
Vredin, Anders
3
Waldenström, Daniel
3
Björk, Tomas
2
Ellingsen, Tore
2
Friberg, Richard
2
Heshmati, Almas
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Johansson, Per-Olov
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Palme, Mårten
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Cha, Gun-ho
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Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
4,318
International Monetary Fund (IMF)
1,524
International Monetary Fund
725
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
519
Forschungsinstitut zur Zukunft der Arbeit
347
C.E.P.R. Discussion Papers
286
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164
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127
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125
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116
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98
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97
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96
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90
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90
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83
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82
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42
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42
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41
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Working paper series in economics and finance
66
SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
93
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1
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
2
Openness and the exchange rate exposure of national stock markets : a note
Friberg, Richard
;
Nydahl, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000971403
Saved in:
3
Essays on exchange rates, prices and interest rates
Alexius, Annika
-
1997
Persistent link: https://www.econbiz.de/10000961609
Saved in:
4
New techniques to extract market expectations from financial instruments
Söderlind, Paul
;
Svensson, Lars E. O.
-
1996
Persistent link: https://www.econbiz.de/10000955625
Saved in:
5
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
6
Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations
Silvennoinen, Annastiina
(
contributor
); …
-
2005
-
[Elektronische Ressource], Rev. October 2005
; Dynamic conditional correlation ; Return comovement ;
Volatility
model evaluation …
Persistent link: https://www.econbiz.de/10002570445
Saved in:
7
Pricing-to-market in Swedish exports
Alexius, Annika
;
Vredin, Anders
-
1996
Persistent link: https://www.econbiz.de/10000956019
Saved in:
8
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
9
A smooth transition ARCH model for asset returns
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959364
Saved in:
10
Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959372
Saved in:
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