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Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia; Guérin, Pierre; Marcellino, Massimiliano - In: Economics letters 155 (2017), pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
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The time varying effect of monetary policy on stock returns
Jansen, Dennis W.; Zervou, Anastasia - In: Economics letters 160 (2017), pp. 54-58
Persistent link: https://www.econbiz.de/10011903742
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Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis
Eraslan, Sercan; Ali, Faek Menla - In: Economics letters 172 (2018), pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
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Long- versus medium-run identification in fractionally integrated VAR models
Tschernig, Rolf; Weber, Enzo; Weigand, Roland - In: Economics letters 122 (2014) 2, pp. 299-302
Persistent link: https://www.econbiz.de/10010395114
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Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
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Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin; Lütkepohl, Helmut - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
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Identification of business cycles and the Great Moderation in the post-war U.S. economy
Jiang, Yu - In: Economics letters 190 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228144
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GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David; Hoogerheide, Lennart F. - In: Economics letters 123 (2014) 2, pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
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Stock exchange mergers and return co-movement : a flexible dynamic component correlations model
Hellström, Jörgen; Liu, Yuna; Sjögren, Tomas - In: Economics letters 121 (2013) 3, pp. 511-515
Persistent link: https://www.econbiz.de/10010393039
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Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons; Borup, Daniel; Jakobsen, … - In: Economics letters 204 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607808