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How do great shocks influence the correlation between oil and international stock markets?

Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526

Persistent link: https://www.econbiz.de/10011813622

Deconstructing theories of overeducation in Europe : a wage decomposition approach

McGuinness, Séamus; Pouliakas, Konstantinos - 2016

rich, previously unavailable, set of factors in the estimation of the effect of overeducation on earnings. Oaxaca …

Persistent link: https://www.econbiz.de/10011451997

Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition

Dai, Zhifeng; Zhu, Huan - In: Applied economics 52 (2020) 21, pp. 2309-2323

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Analysis of wage flexibility across the Euro Area : evidence from the process of convergence of the labour income share ratio

Pino, Gabriel; Soto, Ariel - In: Applied economics 46 (2014) 28/30, pp. 3572-3580

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The European Phillips curve : does the NAIRU exist?

Karanassou, Marika (contributor); Sala, Héctor (contributor) - 2003 - [Elektronische Ressource]

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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution

Pesaran, Bahram (contributor); … - 2007

than by GARCH type volatility estimates. The t-DCC estimation procedure is applied to a portfolio of daily returns on …-DCC specification. The t-DCC model also passes a number of VaR diagnostic tests over an evaluation sample. The estimation results …