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Estimation
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ECONIS (ZBW)
9,335
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1
A Markov regime switching model of crises and contagion : the case of the Iberian countries in the EMS
Lopes, José Mário
;
Nunes, Luis C.
- In:
Journal of macroeconomics
34
(
2012
)
4
,
pp. 1141-1153
Persistent link: https://www.econbiz.de/10009703298
Saved in:
2
Transparent and unique sovereign default risk assessment
Altman, Edward I.
;
Rijken, Herbert A.
- In:
The Oxford handbook of economic and institutional …
,
(pp. 116-143)
.
2015
Persistent link: https://www.econbiz.de/10010464772
Saved in:
3
Transparent and Unique Sovereign Default Risk Assessment
Altman, Edward I.
;
Rijken, Herbert A.
- In:
The Oxford handbook of economic and institutional …
.
2014
Persistent link: https://www.econbiz.de/10013476611
Saved in:
4
Time-varying bond market integration in EMU
Gupta, Priyanshi
;
Sehgal, Sanjay
;
Deisting, Florent
- In:
Journal of economic integration
30
(
2015
)
4
,
pp. 708-760
Persistent link: https://www.econbiz.de/10011403510
Saved in:
5
Volatility and asymmetric dependence in Central and East European stock markets
Joseph, Nathan Lael
;
Vo, Thi Thuy Anh
;
Mobarek, Asma
; …
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1241-1303
Persistent link: https://www.econbiz.de/10012304151
Saved in:
6
Asymmetry effects in volatility on the the major European stock markets : the EGARCH based approach
Olbrys, Joanna
;
Majewska, Elzbieta
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 411-427
Persistent link: https://www.econbiz.de/10012137861
Saved in:
7
How do macroeconomic fundamentals affect sovereign bond yields? : new evidence from European forecasts
Jalles, João Tovar
- In:
CESifo economic studies : a joint initiative of the …
65
(
2019
)
1
,
pp. 44-67
Persistent link: https://www.econbiz.de/10012117580
Saved in:
8
Estimating Malmquist productivity indexes using probabilistic directional distances : an application to the European banking sector
Kevork, Ilias S.
;
Pange, Jenny
;
Tzeremes, Panayiotis
; …
- In:
European journal of operational research : EJOR
261
(
2017
)
3
,
pp. 1125-1140
Persistent link: https://www.econbiz.de/10011740596
Saved in:
9
Assessing time-varying stock market integration in Economic and Monetary Union for normal and crisis periods
Sehgal, Sanjay
;
Gupta, Priyanshi
;
Deisting, Florent
- In:
The European journal of finance
23
(
2017
)
10/12
,
pp. 1025-1058
Persistent link: https://www.econbiz.de/10011741442
Saved in:
10
The Covid-19 pandemic and European trade flows : evidence from a dynamic panel model
Caporale, Guglielmo Maria
;
Sova, Anamaria Diana
;
Sova, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2563-2580
Persistent link: https://www.econbiz.de/10014635142
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