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111
The macroeconomic
shock
with the highest price of risk
Pinter, Gabor
-
2016
Persistent link: https://www.econbiz.de/10011557416
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112
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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113
Monetary policy and the stock market - A partly recursive SVAR estimator
Keweloh, Sascha Alexander
;
Seepe, Andre
-
Sonderforschungsbereich Statistical Modelling of …
-
2020
Persistent link: https://www.econbiz.de/10012592608
Saved in:
114
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
115
Productivity
-conditioned market reaction of US Bank acquisitions during regulation-deregulation eras
Al-Khasawneh, Jamal A.
;
Essaddam, Naceur
;
Nusair, Salah A.
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 368-385
Persistent link: https://www.econbiz.de/10014252686
Saved in:
116
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
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117
Firm volatility and credit : a macroeconomic analysis
Kaas, Leo
- In:
Review / Federal Reserve Bank of St. Louis
91
(
2009
)
2
,
pp. 95-106
Persistent link: https://www.econbiz.de/10003815270
Saved in:
118
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2014
Persistent link: https://www.econbiz.de/10010239958
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119
Trendy business cycles and asset prices
Davis, Jesse
;
Segal, Gill
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2509-2570
Persistent link: https://www.econbiz.de/10014320679
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120
On the use of trade-to-trade returns for risk estimation in thin security markets : a note
Berglund, Tom
-
1984
Persistent link: https://www.econbiz.de/10000534283
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