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Volatility transmission in agricultural futures markets
Beckmann, Joscha; Czudaj, Robert - In: Economic modelling 36 (2014), pp. 541-546
Persistent link: https://www.econbiz.de/10010416370
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Consumption externality and indeterminacy under increasing returns to scale and endogenous capital depreciation
Wang, Gaowang; Zou, Heng-fu - In: Economic modelling 38 (2014), pp. 282-287
Persistent link: https://www.econbiz.de/10010419112
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Measuring cost inefficiency : a dual approach
Liu, Tung - In: Economic modelling 99 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012795796
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Interdependencies between Atlantic and Pacific agreements : evidence from agri-food sectors
Disdier, Anne-Célia; Emlinger, Charlotte; Fouré, Jean - In: Economic modelling 55 (2016), pp. 241-253
Persistent link: https://www.econbiz.de/10011642516
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A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios - In: Economic modelling 14 (1997) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10001241607
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Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu; Gao, Ping; Li, Handong - In: Economic modelling 46 (2015), pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin - In: Economic modelling 46 (2015), pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
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Exchange rate movements and the Australian economy
Manalo, Josef; Perera, Dilhan; Rees, Daniel M. - In: Economic modelling 47 (2015), pp. 53-62
Persistent link: https://www.econbiz.de/10011438408
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Stochastic lattice models for valuation of volatility options
Ma, Jingtang; Li, Wenyuan; Han, Xu - In: Economic modelling 47 (2015), pp. 93-104
Persistent link: https://www.econbiz.de/10011438895
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Speculative behaviour and oil price predictability
Panopulu, Aikaterinē; Pantelidis, Theologos - In: Economic modelling 47 (2015), pp. 128-136
Persistent link: https://www.econbiz.de/10011438977