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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Gambetti, Luca"
~person:"Le, Vo Phuong Mai"
~person:"Sarno, Lucio"
~person:"Sentana, Enrique"
~subject:"Deutschland"
~subject:"Japan"
~subject:"Share price"
~subject:"Theory"
~subject:"VAR model"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
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Gambetti, Luca
Le, Vo Phuong Mai
Sarno, Lucio
Sentana, Enrique
Marcellino, Massimiliano
15
Favero, Carlo A.
10
Massa, Massimo
10
Lettau, Martin
9
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Guner, Nezih
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Journal of risk and financial management : JRFM
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VAR information and the empirical validation of DSGE models
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2016
Persistent link: https://www.econbiz.de/10011482286
Saved in:
2
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
3
Monetarism rides again? : US monetary policy in a world of quantitative easing
Le, Vo Phuong Mai
;
Meenagh, David
;
Minford, Patrick
-
2014
Persistent link: https://www.econbiz.de/10010461814
Saved in:
4
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
5
The effects of monetary policy on stock market bubbles : some evidence
Galí, Jordi
;
Gambetti, Luca
-
2014
Persistent link: https://www.econbiz.de/10010395173
Saved in:
6
The dynamic effects of monetary policy : a structural factor model approach
Forni, Mario
;
Gambetti, Luca
-
2008
Persistent link: https://www.econbiz.de/10003793645
Saved in:
7
Some problems in the testing of DSGE models
Le, Vo Phuong Mai
;
Minford, Patrick
;
Wickens, Michael R.
-
2010
Persistent link: https://www.econbiz.de/10003943927
Saved in:
8
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10003945578
Saved in:
9
The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale
;
Sarno, Lucio
;
Sestieri, Giulia
-
2010
Persistent link: https://www.econbiz.de/10008747149
Saved in:
10
Do expectations matter? : the great moderation revisited
Canova, Fabio
;
Gambetti, Luca
-
2009
Persistent link: https://www.econbiz.de/10003931302
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