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Does Bayesian shrinkage help to better reflect what happened during the subprime crisis?
Kaabia, Olfa; Abid, Ilyes; Guesmi, Khaled - In: Economic modelling 31 (2013), pp. 423-432
Persistent link: https://www.econbiz.de/10010088116
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Does shift contagion exist between OECD stock markets during the financial crisis?
Guesmi, Khaled; Kaabia, Olfa; Kazi, Irfan - In: The journal of applied business research 29 (2013) 2, pp. 469-484
Persistent link: https://www.econbiz.de/10010117226
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Theoretical channels of international transmission during the subprime crisis to OECD countries : a FAVAR model under Bayesian framework
Kaabia, Olfa; Abid, Ilyes - In: The journal of applied business research 29 (2013) 2, pp. 443-460
Persistent link: https://www.econbiz.de/10010117228
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Detecting contagion effects during the subprime crisis using different VAR size models : comparison between OLS and Bayesian shrinkage
Kaabia, Olfa; Abid, Ilyes - In: The journal of applied business research 29 (2013) 3, pp. 717-736
Persistent link: https://www.econbiz.de/10010159870