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Understanding the estimation of oil demand and oil supply elasticities

Kilian, Lutz - In: Energy economics 107 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013202405

Structure and asymptotic theory for multivariate asymmetric conditional volatility

McAleer, Michael; Hoti, Suhejla; Chan, Felix - In: Econometric reviews 28 (2009) 5, pp. 422-440

Persistent link: https://www.econbiz.de/10003873066

Direct tests of the permanent income hypothesis under uncertainty, inflationary expectations and liquidity constraints

Madsen, Jakob Brøchner; McAleer, Michael - In: Journal of macroeconomics 22 (2000) 2, pp. 229-252

Persistent link: https://www.econbiz.de/10001469483

Private and public risk sharing across Italian regions

Fiorelli, Cristiana; Giannini, Massimo; Martini, Barbara - In: Journal of macroeconomics 74 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013472116

Systematic risk at the industry level : a case study of Australia

Thang Cong Nguyen; Tan Ngoc Vu; Duc Hong Vo; McAleer, … - In: Risks : open access journal 8 (2020) 2/36, pp. 1-14

The cornerstone of the capital asset pricing model (CAPM) lies with its beta. The question of whether or not beta is dead has attracted great attention from academics and practitioners in the last 50 years or so, and the debate is still ongoing. Many empirical studies have been conducted to test...

Persistent link: https://www.econbiz.de/10012204460