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~isPartOf:"Applied economics letters"
~language:"eng"
~language:"spa"
~person:"Huo, Yanli"
~person:"Jang, Woon Wook"
~subject:"Risiko"
~subject:"factor-augmented vector autoregression"
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factor-augmented vector autoregression
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Huo, Yanli
Jang, Woon Wook
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Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Applied economics letters
29
(
2022
)
18
,
pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
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2
Monetary policy shocks identified using the entire yield curve : an alternative approach
Jang, Woon Wook
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2020-2031
Persistent link: https://www.econbiz.de/10013552915
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