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Equity market neutral hedge funds and the stock market : an application of score-driven copula models
Ayala, Astrid; Blazsek, Szabolcs - In: Applied economics 50 (2018) 37, pp. 4005-4023
Persistent link: https://www.econbiz.de/10012060246
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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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Endogenous growth and European fiscal rules
Afonso, Oscar; Alves, Rui Henrique Ribeiro Rodrigues - In: Applied economics 41 (2009) 7/9, pp. 849-858
Persistent link: https://www.econbiz.de/10003842232
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Skill-biased technological knowledge without scale effects
Afonso, Oscar - In: Applied economics 38 (2006) 1, pp. 13-21
Persistent link: https://www.econbiz.de/10003292245
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A non-scale-directed technical change model with endogenous labor share
Afonso, Oscar; Lima, Pedro Garrido da Costa - In: Applied economics 52 (2020) 59, pp. 6416-6431
Persistent link: https://www.econbiz.de/10012416000
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Inflation, complexity and endogenous growth
Sequeira, Tiago Neves; Gil, Pedro Mazeda; Afonso, Oscar - In: Applied economics 53 (2021) 23, pp. 2631-2646
Persistent link: https://www.econbiz.de/10012501369
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Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs; Ho, Han-Chiang; Liu, Su-Ping - In: Applied economics 50 (2018) 56, pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
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Tradable and nontradable directed technical change
Afonso, Oscar; Sequeira, Tiago Neves - In: Applied economics 52 (2020) 36, pp. 3874-3897
Persistent link: https://www.econbiz.de/10012258986
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Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails
Blazsek, Szabolcs; Monteros, Luis Antonio - In: Applied economics 49 (2017) 53, pp. 5426-5440
Persistent link: https://www.econbiz.de/10011845187
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Labour-market institutions, (un)employment, wages, and growth : theory and data
Afonso, Oscar; Bandeira, Ana Maria; Magalhães, Manuela - In: Applied economics 50 (2018) 6, pp. 613-633
Persistent link: https://www.econbiz.de/10011847063