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Afonso, Oscar
11
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8
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8
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7
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6
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6
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6
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5
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4
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4
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4
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4
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International Conference on Macroeconomic Analysis and International Finance <18., 2014, Rethimnon>
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Economic modelling
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2,173
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1,493
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ECONIS (ZBW)
1,728
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1
Cross-market
index
with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
Economic modelling
40
(
2014
),
pp. 158-166
Persistent link: https://www.econbiz.de/10010425706
Saved in:
2
On the standard achievement and well-being indexes and their relation to the Hicks-Moorsteen productivity
index
Briec, Walter
;
Dumas, Audrey
;
Stenger, Agathe
- In:
Economic modelling
35
(
2013
),
pp. 900-909
Persistent link: https://www.econbiz.de/10010338267
Saved in:
3
Evaluating core inflation indicators
Marques, Carlos Robalo
;
Neves, Pedro D.
;
Sarmento, …
- In:
Economic modelling
20
(
2003
)
4
,
pp. 765-775
Persistent link: https://www.econbiz.de/10001770431
Saved in:
4
A new framework to disentangle the impact of changes in dwelling characteristics on house price indices
Reusens, Peter
;
Vastmans, Frank
;
Damen, Sven
- In:
Economic modelling
123
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462546
Saved in:
5
Nonlinear dynamics in arbitrage of the S&P 500
index
and futures : a threshold error-correction model
Kim, Bonghan
;
Chun, Sun Eae
;
Min, Hong-ghi
- In:
Economic modelling
27
(
2010
)
2
,
pp. 566-573
Persistent link: https://www.econbiz.de/10003952857
Saved in:
6
Calendar anomalies in cash and stock
index
futures : international evidence
Floros, Christos
;
Salvador, Enrique
- In:
Economic modelling
37
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10010417707
Saved in:
7
Stochastic dominance relationships between stock and stock
index
futures markets : international evidence
Qiao, Zhuo
;
Wong, Wing Keung
;
Fung, Joseph K. W.
- In:
Economic modelling
33
(
2013
),
pp. 552-559
Persistent link: https://www.econbiz.de/10010193326
Saved in:
8
A mixed data sampling copula model for the return-liquidity dependence in stock
index
futures markets
Gong, Yuting
;
Chen, Qiang
;
Liang, Jufang
- In:
Economic modelling
68
(
2018
),
pp. 586-598
Persistent link: https://www.econbiz.de/10011936141
Saved in:
9
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
10
The distribution of
index
futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
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