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Economic policy uncertainty, financial markets and probability of US recessions
Karnizova, Lilia; Li, Jiaxiong - In: Economics letters 125 (2014) 2, pp. 261-265
Persistent link: https://www.econbiz.de/10010505323
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The empirical content of marital surplus in matching models
Doorley, Karina; Dupuy, Arnaud; Weber, Simon - In: Economics letters 176 (2019), pp. 51-54
Persistent link: https://www.econbiz.de/10012121229
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Monetary tightening cycles and the predictability of economic activity
Adrian, Tobias; Estrella, Arturo - In: Economics letters 99 (2008) 2, pp. 260-264
Persistent link: https://www.econbiz.de/10003723732
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Asymmetric extreme tails and prospective utility of momentum returns
Gregory-Allen, Russell B.; Lu, Helen; Stork, Philip - In: Economics letters 117 (2012) 1, pp. 295-297
Persistent link: https://www.econbiz.de/10009697756
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Has the Lucas Paradox been fully explained?
Azémar, Céline; Desbordes, Rodolphe - In: Economics letters 121 (2013) 2, pp. 183-187
Persistent link: https://www.econbiz.de/10010346333
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Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model
Yi, Yanping; Feng, Xingdong; Huang, Zhuo - In: Economics letters 124 (2014) 3, pp. 378-381
Persistent link: https://www.econbiz.de/10010495168
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The simple econometrics of tail dependence
Oordt, Maarten R. C. van; Chen Zhou - In: Economics letters 116 (2012) 3, pp. 371-373
Persistent link: https://www.econbiz.de/10009674350
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Financial market activity under capital controls : lessons from extreme events
Gillas, Konstantinos Gkillas; Longin, François M. - In: Economics letters 171 (2018), pp. 10-13
Persistent link: https://www.econbiz.de/10012021830
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An application of extreme value theory to cryptocurrencies
Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi - In: Economics letters 164 (2018), pp. 109-11
Persistent link: https://www.econbiz.de/10011939961
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Tail relation between return and volume in the US stock market : an analysis based on extreme value theory
Longin, François M.; Pagliardi, Giovanni - In: Economics letters 145 (2016), pp. 252-254
Persistent link: https://www.econbiz.de/10011618837