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Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo; Guerrero, David E.; McAleer, … - In: Economic modelling 52 (2016), pp. 913-925
Persistent link: https://www.econbiz.de/10011643102
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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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Linkages between the center and periphery stock prices : evidence from the vector ARFIMA model
Olgun, Hasan; Ozdemir, Zeynel Abidin - In: Economic modelling 25 (2008) 3, pp. 512-519
Persistent link: https://www.econbiz.de/10003724876
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Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris; Henry, Ólan Thomas John - In: Economic modelling 17 (2000) 4, pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
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US economic policy uncertainty and co-movements between Chinese and US stock markets
Li, Xiaoming; Peng, Lu - In: Economic modelling 61 (2017), pp. 27-39
Persistent link: https://www.econbiz.de/10011736687
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Financial integration in the euro area : pro-cyclical effects and economic convergence
Ewijk, Saskia E. van; Arnold, Ivo J. M. - In: Economic modelling 44 (2015), pp. 335-342
Persistent link: https://www.econbiz.de/10011326206
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The reliability of real-time estimates of the euro area output gap
Marcellino, Massimiliano; Musso, Alberto - In: Economic modelling 28 (2011) 4, pp. 1842-1856
Persistent link: https://www.econbiz.de/10009272436
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The New Keynesian Phillips curve and the role of expectations : evidence from the CESifo World Economic Survey
Henzel, Steffen; Wollmershäuser, Timo - In: Economic modelling 25 (2008) 5, pp. 811-832
Persistent link: https://www.econbiz.de/10003800087
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Changes in the transmission of monetary policy during crisis episodes : evidence from the euro area and the U.S.
Olmo, Jose; Sanso-Navarro, Marcos - In: Economic modelling 48 (2015), pp. 155-166
Persistent link: https://www.econbiz.de/10011452513