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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Testing for Granger causality in distribution tails : an application to oil markets integration
Candelon, Bertrand; Joëts, Marc; Tokpavi, Sessi - In: Economic modelling 31 (2013), pp. 276-285
Persistent link: https://www.econbiz.de/10009729103
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A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2020
Persistent link: https://www.econbiz.de/10012298775
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Identifying global and national output and fiscal policy shocks usging GVAR
Chudik, Alexander; Pesaran, M. Hashem; Mohaddes, Kamiar - 2019
Persistent link: https://www.econbiz.de/10012024425
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Country factors and the investment decision-making process of sovereign wealth funds
Amar, Jeanne; Candelon, Bertrand; Lecourt, Christelle; … - In: Economic modelling 80 (2019), pp. 34-48
Persistent link: https://www.econbiz.de/10012199171
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Sovereign yield curves and the COVID-19 in emerging markets
Candelon, Bertrand; Moura, Rubens - In: Economic modelling 127 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014464281