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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
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2021
Persistent link: https://www.econbiz.de/10013167436
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2
Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386989
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3
Improvement on the LR test statistic on the cointegrating relations in VAR models : bootstrap methods and applications
Canepa, Alessandra
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2020
Persistent link: https://www.econbiz.de/10012386990
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4
Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Canepa, Alessandra
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2022
Persistent link: https://www.econbiz.de/10013366360
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5
Socio-economic risk factors and wildfire crime in Italy : a quantile panel approach
Canepa, Alessandra
-
2023
Persistent link: https://www.econbiz.de/10014310999
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6
Time-frequency connectedness across housing markets, stock market and uncertainty : a wavelet-time varying parameter vector autoregression
Alqaralleh, Huthaifa
;
Uddin, Mohammed Gazi Salah
; …
-
2022
Persistent link: https://www.econbiz.de/10013167183
Saved in:
7
Energy market risk management under uncertainty : a VaR based on wavelet approach
Alqaralleh, Huthaifa
;
Al-Saraireh, Ahmad
;
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167200
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8
The role of precious metals in portfolio diversification during the Covid19 pandemic : a wavelet-based quantile approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167223
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9
Financial contagion during the Covid-19 pandemic : a wavelet-copula-GARCH approach
Alqaralleh, Huthaifa
;
Canepa, Alessandra
;
Zanetti …
-
2021
Persistent link: https://www.econbiz.de/10013167422
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10
The role of environmental and financial concerns on energy-saving investments : a stochastic dominance analysis
Canepa, Alessandra
;
Fontana, Magda
;
Chersoni, Giulia
-
2021
Persistent link: https://www.econbiz.de/10013167428
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