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Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper; Nielsen, Morten Ørregaard; … - In: Journal of empirical finance 17 (2010) 3, pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
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Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex; Rodriguez, Gabriel - 2021 - Primera edición
Persistent link: https://www.econbiz.de/10013273010
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Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel; Vassallo, Renato - 2022 - Primera edición
Persistent link: https://www.econbiz.de/10013273028
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Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility
Chávez, Paulo; Rodriguez, Gabriel - 2022 - Primera edición
Persistent link: https://www.econbiz.de/10013273077
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Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto; Rodriguez, Gabriel; Salcedo Cisneros, … - 2022 - Primera edición
Persistent link: https://www.econbiz.de/10013273080
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Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio; Rodriguez, Gabriel - 2024 - This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328