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Testing for common cycles in non-stationary VARS with varied frequency data
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: VAR models in macroeconomics - new developments and …, (pp. 361-393). 2013
Persistent link: https://www.econbiz.de/10010252319
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Comovements in international stock markets : what can we learn from a common trend-common cycle analysis?
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: De economist : Netherlands economic review ; quarterly … 148 (2000) 3, pp. 395-406
Persistent link: https://www.econbiz.de/10001508864
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Testing for common cycles in non-stationary VARs with varied frecquency data
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2013
Persistent link: https://www.econbiz.de/10009736971
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Consistent ranking of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - 2009
Persistent link: https://www.econbiz.de/10003850918
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On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - In: Journal of econometrics 173 (2013) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
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The impact of Central Bank FX interventions on currency components
Beine, Michel; Bos, Charles S.; Laurent, Sébastien - 2005
Persistent link: https://www.econbiz.de/10003204049
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001596369
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L' impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar
Boubel, Aurélie; Laurent, Sébastien; Lecourt, Christelle - In: Revue économique : revue bimestrielle 52 (2001) 2, pp. 353-370
Persistent link: https://www.econbiz.de/10001699345
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Official central bank interventions and exchange rate volatility : evidence from a regime-switching analysis
Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - In: European economic review : EER 47 (2003) 5, pp. 891-911
Persistent link: https://www.econbiz.de/10001802776
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - In: Journal of applied econometrics 18 (2003) 6, pp. 641-664
Persistent link: https://www.econbiz.de/10001843499