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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
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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
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Partisan conflict, policy uncertainty and aggregate corporate cash holdings
Cheng, Chak Hung Jack; Chiu, Ching Wai Jeremy; Hankins, … - In: Journal of macroeconomics 58 (2018), pp. 78-90
Persistent link: https://www.econbiz.de/10012128090
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The impact of uncertainty shocks on state-level employment
Hankins, William B.; Cheng, Chak Hung Jack; Stone, … - In: Journal of macroeconomics 73 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013443846
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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