Narrow search
Showing 1 - 5 of 5
Cover Image
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - In: The Japanese economic review : the journal of the … 63 (2012) 3, pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
Cover Image
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
Cover Image
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
Cover Image
Currency returns and downside risk : Debt, volatility, and the gap from benchmark values
Cavusoglu, Nevin; Goldberg, Michael D.; Stillwagon, Josh - In: Journal of macroeconomics 68 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012630994
Cover Image
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