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~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"Geldpolitik"
~subject:"Volatilität"
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Geldpolitik
Volatilität
VAR
38
VAR model
33
VAR-Modell
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Egypt
29
Ägypten
29
Oil price
26
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Abuzayed, Bana
1
Afonso, António
1
Agbo, Elias Igwebuike
1
Ahmed, Abdullahi Dahir
1
Al-Fayoumi, Nedal
1
Alawi, Suha Mahmoud
1
Aloui, Riadh
1
Andrada Félix, Julián
1
Bagadeem, Salim
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Bataineh, Khaled
1
Baum, Christopher F.
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Bhagav, Sharan
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1
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1
Chen, Xiuyun
1
Costa, Luis Filipe Pereira da
1
Cover, James Peery
1
Dempsey, Michael
1
Du, Limin
1
Eluyela, Damilola Felix
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Emam, Hebatalla Atef
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Fernandez-Perez, Adrian
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Guo, Yawei
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1
Laopodis, Nikiforos
1
Lee, Hye-Jin
1
Lux, Thomas
1
Mozumder, Sharif
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Nguyen, Duc Khuong
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Applied economics
Energy economics
International Journal of Energy Economics and Policy : IJEEP
Discussion paper / Tinbergen Institute
17
Working paper series / European Central Bank
16
Working paper
14
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
11
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10
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Middle East development journal : a publication of the Economic Research Forum
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Afro-Asian Journal of Finance and Accounting : AAJFA
4
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Fear connectedness among asset classes
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Applied economics
50
(
2018
)
39
,
pp. 4234-4249
Persistent link: https://www.econbiz.de/10012060721
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2
Pricing and hedging options with GARCH-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
3
Assessing monetary policies in the Eurozone, U.S., U.K. and Japan : new evidence from the post-crisis period
Salachas, Evangelos
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Applied economics
50
(
2018
)
59
,
pp. 6481-6500
Persistent link: https://www.econbiz.de/10012063438
Saved in:
4
Extreme risk spillovers between crude oil and stock markets
Du, Limin
;
He, Yanan
- In:
Energy economics
51
(
2015
),
pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
Saved in:
5
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
6
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
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7
The microstructure of exchange rate management : FX intervention and capital controls in Brazil
Roure, Calebe de
;
Furnagiev, Steven
;
Reitz, Stefan
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3617-3632
Persistent link: https://www.econbiz.de/10011293482
Saved in:
8
Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery
;
Lee, Hye-Jin
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329
Saved in:
9
Long range dependence in an emerging stock market's sectors : volatility modelling and
VaR
forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
Saved in:
10
Risk spillover of international crude oil to China's firms : evidence from granger causality across quantile
Peng, Cheng
;
Zhu, Huiming
;
Guo, Yawei
;
Chen, Xiuyun
- In:
Energy economics
72
(
2018
),
pp. 188-199
Persistent link: https://www.econbiz.de/10011972302
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