Narrow search
Showing 1 - 10 of 325
Cover Image
Individual effects and dynamics in count data models
Blundell, Richard W.; Griffith, Rachel; Windmeijer, Frank - In: Journal of econometrics 108 (2002) 1, pp. 113-131
Persistent link: https://www.econbiz.de/10001656604
Cover Image
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Cover Image
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu; Brugal, Ivan - In: The North American journal of economics and finance : a … 25 (2013), pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Cover Image
A spatial autoregressive stochastic frontier model for panel data with asymmetric efficiency spillovers
Glass, Anthony; Kenjegalieva, Karligash; Sickles, Robin C. - In: Journal of econometrics 190 (2016) 2, pp. 289-300
Persistent link: https://www.econbiz.de/10011592268
Cover Image
Geographical spillovers on the relation between risk-taking and market power in the US banking sector
Pino, Gabriel; Herrera, Rodrigo; Rodriguez, Alejandro - In: The North American journal of economics and finance : a … 47 (2019), pp. 351-364
Persistent link: https://www.econbiz.de/10012117877
Cover Image
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco; Koopman, Siem Jan; Lucas, André; … - In: Journal of econometrics 195 (2016) 2, pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Cover Image
Analyzing quantile spillover effects among international financial markets
Wang, Jie; Liu, Tangyong; Pan, Na - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014247022
Cover Image
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na; Jin, Xiu - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
Cover Image
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid; Kamal, Md Rajib; Xuan Vinh Vo; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Cover Image
Should we worry about the decline of the public corporation? : a brief survey of the economics and external effects of the stock market
Koptyug, Nikita; Persson, Lars; Tåg, Joacim - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012659554