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feedback and interactions developed by Chang et al. (2023). The uncertainty indicator measures overall risk in the shipping …
Persistent link: https://www.econbiz.de/10014435288
Persistent link: https://www.econbiz.de/10009767876
is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of risk …
Persistent link: https://www.econbiz.de/10009741957
is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of risk …
Persistent link: https://www.econbiz.de/10009743845
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the euro area, and investigates their linkages in a VAR framework, also allowing for the possible impact of the policy regime change associated with the start of EMU in 1999. The main...
Persistent link: https://www.econbiz.de/10003993972
Persistent link: https://www.econbiz.de/10003869182
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the euro area, and investigates the linkages between them in a VAR framework, also allowing for the possible impact of the policy regime change associated with the start of EMU in...
Persistent link: https://www.econbiz.de/10003871923
This paper estimates a time-varying AR-GARCH model of inflation producing measures of inflation uncertainty for the euro area, and investigates the linkages between them in a VAR framework, also allowing for the possible impact of the policy regime change associated with the start of EMU in...
Persistent link: https://www.econbiz.de/10003858736
Persistent link: https://www.econbiz.de/10011995622
This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British pound’s implied volatilities (IVs) vis-à-vis the main...
Persistent link: https://www.econbiz.de/10011789327