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~isPartOf:"Econometric reviews"
~isPartOf:"Economic modelling"
~isPartOf:"NBER working paper series"
~isPartOf:"The GVAR handbook : structure and applications of a macro model of the global economy for policy analysis"
~person:"Alesina, Alberto"
~person:"Berdiev, Aziz N."
~person:"Braekers, Roel"
~person:"Pesaran, M. Hashem"
~person:"Porter, Michael E."
~subject:"Business cycle"
~subject:"Culture"
~subject:"Preiskonvergenz"
~subject:"Success factor"
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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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2
Introduction: an overview of the GVAR approach and the handbook
Di Mauro, Filippo
;
Pesaran, M. Hashem
- In:
The GVAR handbook : structure and applications of a …
,
(pp. 1-11)
.
2013
Persistent link: https://www.econbiz.de/10009730075
Saved in:
3
Global Business Cycles and Credit Risk
Pesaran, M. Hashem
-
2005
risk factors. Using a global vector autoregressive macroeconomic model accounting for about 80% of
world
output, we propose …
Persistent link: https://www.econbiz.de/10012467187
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