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~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Economics letters"
~isPartOf:"European economic review : EER"
~source:"econis"
~subject:"Shock"
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ECONIS (ZBW)
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1
Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis
Eraslan, Sercan
;
Ali, Faek Menla
- In:
Economics letters
172
(
2018
),
pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
Saved in:
2
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
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3
Sunspot-driven fat tails : a note
Dave, Chetan
;
Sorge, Marco M.
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509122
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4
Moving average conditional heteroskedastic processes
Yang, Minxian
- In:
Economics letters
49
(
1995
)
4
,
pp. 367-372
Persistent link: https://www.econbiz.de/10001190460
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5
The Hodrick-Prescott technique: a smoother versus a filter : an application to New Zealand GDP
Razzak, Weshah A.
- In:
Economics letters
57
(
1997
)
2
,
pp. 163-168
Persistent link: https://www.econbiz.de/10001235636
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6
A generalized method of impulse identification
Wen, Yi
- In:
Economics letters
73
(
2001
)
3
,
pp. 367-374
Persistent link: https://www.econbiz.de/10001635102
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7
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
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8
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem
;
Levy, Daniel C.
- In:
Economics letters
213
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013442120
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9
On portfolio frictions, asset returns and volatility
Eyquem, Aurélien
;
Poilly, Céline
;
Belianska, Anna
- In:
European economic review : EER
160
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014461518
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10
Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
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