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Quantitative easing in the Euro Area : an event study approach
Urbschat, Florian; Watzka, Sebastian - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 14-36
Persistent link: https://www.econbiz.de/10012430851
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The impact of unconventional monetary policy on the tail risks of stock markets between U.S. and Japan
Wang, Yi-Chen; Wang, Ching-Wen; Huang, Chia-Hsing - In: International review of financial analysis 41 (2015), pp. 41-51
Persistent link: https://www.econbiz.de/10011508566
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Fiscal Policy, Growth and Competitiveness in EMU: Evidence from Portugal and Greece
Psychalis, Marios; Gournas, Panagiotis; Grigorakou, Nagia; … - In: International journal of economics and financial issues … 10 (2020) 4, pp. 18-24
Persistent link: https://www.econbiz.de/10012299796
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Box-Jenkins modeling of Greek stock prices data
Dritsaki, Chaido - In: International journal of economics and financial issues … 5 (2015) 3, pp. 740-747
Persistent link: https://www.econbiz.de/10011454204
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Monetary policy rate and economic growth in Nigeria
Ovat, Okey Oyama; Ishaku, Rimamtanung Nyiputen; Ugbaka, … - In: International journal of economics and financial issues … 12 (2022) 3, pp. 53-59
Persistent link: https://www.econbiz.de/10013259375
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On the link between the shadow economy and stock market development : an asymmetry analysis
Hajilee, Massomeh; Stringer, Donna Y.; Hayes, Linda A. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 303-316
Persistent link: https://www.econbiz.de/10012655478
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Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas; Konstantatos, Christoforos; … - In: International review of financial analysis 74 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
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How interdependent are Eastern European economies and the Euro area?
Keppel, Catherine; Prettner, Klaus - In: The quarterly review of economics and finance : journal … 58 (2015), pp. 18-31
Persistent link: https://www.econbiz.de/10011574014
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Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market
Kartsonakis Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of economics and financial issues … 11 (2021) 1, pp. 49-60
Persistent link: https://www.econbiz.de/10012436893
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Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet; Bathia, Deven; Demirer, Rıza; Gupta, … - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 290-302
Persistent link: https://www.econbiz.de/10012655054