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Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya; Borges, Maria Rosa - In: Applied economics 48 (2016) 10/12, pp. 835-853
Persistent link: https://www.econbiz.de/10011432728
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The US monetary performance prior to the 2008 crisis
Li, Kui-wai - In: Applied economics 45 (2013) 22/24, pp. 3450-3461
Persistent link: https://www.econbiz.de/10010345354
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The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
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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
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Is Beta-t-EGARCH(1,1) superior to GARCH(1,1)?
Blazsek, Szabolcs; Villatoro, Marco - In: Applied economics 47 (2015) 16/18, pp. 1764-1774
Persistent link: https://www.econbiz.de/10010511965
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QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500
Blazsek, Szabolcs; Mendoza, Vicente - In: Applied economics 48 (2016) 10/12, pp. 1119-1129
Persistent link: https://www.econbiz.de/10011432926
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Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh; Hammoudeh, Shawkat; Balcilar, Mehmet - In: Applied economics 47 (2015) 58/60, pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
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A stylized model of home buyers' and bankers' behaviours during the 2007-2009 US subprime mortgage crisis : a predatory perspective
Mesly, Olivier; Racicot, François-Éric - In: Applied economics 49 (2017) 9, pp. 915-928
Persistent link: https://www.econbiz.de/10011811075
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Measuring the systemic risk transfer from the United States to the South African financial sector
Foggitt, Gregory M.; Heymans, André; Van Vuuren, Gary - In: Applied economics 51 (2019) 27, pp. 2934-2944
Persistent link: https://www.econbiz.de/10012196765
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The time-varying characteristics of the Chinese financial cycle and impact from the United States
Wang, Bo; Li, Haoran - In: Applied economics 52 (2020) 11, pp. 1200-1218
Persistent link: https://www.econbiz.de/10012197523