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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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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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Export price and quality adjustment : the role of financial stress and exchange rate
Chen, Meng-Wei; Lu, Cuicui; Tian, Yuan - In: Economic modelling 96 (2021), pp. 336-345
Persistent link: https://www.econbiz.de/10012745425
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Identifying bubbles and the contagion effect between oil and stock markets : new evidence from China
Zhao, Zhao; Wen, Huwei; Li, Ke - In: Economic modelling 94 (2021), pp. 780-788
Persistent link: https://www.econbiz.de/10012695347
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Impacts of China's crash on Asia-Pacific financial integration : volatility interdependence, information transmission and market co-movement
Ahmed, Abdullahi Dahir; Huo, Rui - In: Economic modelling 79 (2019), pp. 28-46
Persistent link: https://www.econbiz.de/10012199007
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Changes in behaviour under EMU
Mayes, David G.; Virén, Matti E. E. - In: Economic modelling 26 (2009) 4, pp. 751-759
Persistent link: https://www.econbiz.de/10003920752
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Business cycles and economic crisis in Greece : 1960 - 2011 ; a long run equilibrium analysis in the Eurozone
Michaelides, Panayotis G.; Papageorgiou, Theofanis; … - In: Economic modelling 31 (2013), pp. 804-813
Persistent link: https://www.econbiz.de/10009732857
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Structural reforms, fiscal consolidation and external reblancing in monetary union : a model based analysis
Vogel, Lucas - In: Economic modelling 29 (2012) 4, pp. 1286-1298
Persistent link: https://www.econbiz.de/10009667375
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Determinants of budget deficits in Europe : the role and relations of fiscal rules, fiscal councils, creative accounting and the Euro
Maltritz, Dominik; Wüste, Sebastian - In: Economic modelling 48 (2015), pp. 222-236
Persistent link: https://www.econbiz.de/10011454092
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Uncertainty and episodes of extreme capital flows in the Euro Area
Schmidt, Torsten; Zwick, Lina - In: Economic modelling 48 (2015), pp. 343-356
Persistent link: https://www.econbiz.de/10011456918