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Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: Energy economics 33 (2011) 5, pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
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A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - In: The North American journal of economics and finance : a … 42 (2017), pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
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Longevity, health spending, and pay-as-you-go pensions
Pestieau, Pierre; Ponthiere, Gregory; Sato, Motohiro - In: FinanzArchiv : European journal of public finance 64 (2008) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10003713592
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Is migration a good substitute for education subsidies?
Docquier, Frédéric; Faye, Ousmane; Pestieau, Pierre - In: Journal of development economics 86 (2008) 2, pp. 263-276
Persistent link: https://www.econbiz.de/10003717748
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A Portfolio Index GARCH model
Asai, Manabu; McAleer, Michael - In: International journal of forecasting 24 (2008) 3, pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
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A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
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A note on longevity enhancing investment
Eeckhoudt, Louis R.; Pestieau, Pierre - In: Economics letters 101 (2008) 1, pp. 57-59
Persistent link: https://www.econbiz.de/10003787479
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Designing a linear pension scheme with forced savings and wage heterogeneity
Cremer, Helmuth; De Donder, Philippe; Maldonado, Dario; … - In: International tax and public finance 15 (2008) 5, pp. 547-562
Persistent link: https://www.econbiz.de/10003780639
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Prodigality and myopia: two rationales for social security
Pestieau, Pierre; Possen, Uri M. - In: The Manchester School 76 (2008) 6, pp. 629-652
Persistent link: https://www.econbiz.de/10003771154
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Is there a political support for the double burden on prolonged activity?
Casamatta, Georges; Cremer, Helmuth; Pestieau, Pierre - In: Economics of governance 7 (2006) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10003330169