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Use of (time-domain) vector autoregressions to test uncovered interest parity
Itō, Takatoshi - In: The review of economics and statistics 70 (1988) 2, pp. 296-305
Persistent link: https://www.econbiz.de/10001049217
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Stock market volatility and macroeconomic fundamentals
Engle, Robert F.; Ghysels, Eric; Sohn, Bumjean - In: The review of economics and statistics 95 (2013) 3, pp. 776-797
Persistent link: https://www.econbiz.de/10009793016
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Stochastic permanent breaks
Engle, Robert F.; Smith, Aaron D. - In: The review of economics and statistics 81 (1999) 4, pp. 553-574
Persistent link: https://www.econbiz.de/10001437341
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Volatility spillovers in East Asian financial markets : a MEM-based approach
Engle, Robert F.; Gallo, Giampiero M.; Velucchi, Margherita - In: The review of economics and statistics 94 (2012) 1, pp. 221-233
Persistent link: https://www.econbiz.de/10009565360
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Stock Market Volatility and Macroeconomic Fundamentals
Engle, Robert F.; Ghysels, Eric; Sohn, Bumjean - In: The review of economics and statistics 95 (2013) 3, pp. 776-797
Persistent link: https://www.econbiz.de/10010158908
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SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - Stochastic Permanent Breaks
Engle, Robert F.; Smith, Aaron D. - In: The review of economics and statistics 81 (1999) 4, pp. 553-574
Persistent link: https://www.econbiz.de/10006387546
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Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach
Engle, Robert F.; Gallo, Giampiero M.; Velucchi, Margherita - In: The review of economics and statistics 94 (2012) 1, pp. 222-224
Persistent link: https://www.econbiz.de/10009826312