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Current account reversals and long term imbalances : application to the Central and Eastern European countries

Benhima, Kenza (contributor); Havrylchyk, Olena (contributor) - 2006

Persistent link: https://www.econbiz.de/10003406244

Sectoral productivity, demand, and terms of trade : what drives the real appreciation of East European currencies?

Astrov, Vasily (contributor) - 2005

Persistent link: https://www.econbiz.de/10003009854

Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics

Kundu, Srikanta; Paul, Amartya - 2021

Persistent link: https://www.econbiz.de/10013365985

Euroization: what factors drive its persistence? : household data evidence for Croatia, Slovenia and Slovakia

Stix, Helmut - 2008

Persistent link: https://www.econbiz.de/10003720128

On the invertibility of EGARCH

Martinet, Guillaume Gaetan; McAleer, Michael - 2014

Persistent link: https://www.econbiz.de/10010410195

A one line derivation of EGARCH

McAleer, Michael; Hafner, Christian M. - 2014

Persistent link: https://www.econbiz.de/10010410204

Econometric analysis of financial derivatives : an overview

Chang, Chia-Lin; McAleer, Michael - 2014

Persistent link: https://www.econbiz.de/10011296515

Does the tail wag the dog? : evidence from fund flow to VIX ETFs and ETNs

Białkowski, Je̜drzej; Dang, Huong; Wei, Xiaopeng - 2017

Persistent link: https://www.econbiz.de/10011886575

COVID-induced economic uncertainty

Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Terry, … - 2020

Persistent link: https://www.econbiz.de/10012204869

Pricing of idiosyncratic equity and variance risks

Gourier, Elise - 2016

This paper decomposes the risk premia of individual stocks into contributions from systematic and idiosyncratic risks … 80% of the equity and variance risk premia, respectively. I provide a categorization of sectors based on the risk profile …

Persistent link: https://www.econbiz.de/10011410917

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