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Finanzkrise
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Krishnamurthy, Arvind
97
Caballero, Ricardo J.
82
Aizenman, Joshua
52
Allen, Franklin
50
Sornette, Didier
40
Mendoza, Enrique G.
37
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35
Rebucci, Alessandro
35
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34
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33
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33
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33
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31
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31
Martin, Alberto
31
Benigno, Gianluca
30
Semmler, Willi
30
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29
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29
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26
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25
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25
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24
Illing, Gerhard
24
Peydró, José-Luis
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Stein, Jerome L.
24
Bacchetta, Philippe
23
Bordo, Michael D.
23
Caporale, Guglielmo Maria
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Devereux, Michael B.
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Eichengreen, Barry
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Gertler, Mark
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Gorton, Gary
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He, Zhiguo
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Kose, M. Ayhan
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McAleer, Michael
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Leibniz-Institut für Wirtschaftsforschung Halle
2
Martin-Luther-Universität Halle-Wittenberg
2
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Journal of banking & finance
110
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97
IMF working papers
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Finance research letters
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65
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Journal of international financial markets, institutions & money
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Journal of international economics
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The North American journal of economics and finance : a journal of financial economics studies
51
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Journal of financial economics
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Staff working papers / Bank of England
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Discussion paper / Tinbergen Institute
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Global financial crisis : navigating and understanding the legal and regulatory aspects
31
Journal of economic theory
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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RePEc
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USB Cologne (business full texts)
1
OLC EcoSci
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1
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012064799
Saved in:
2
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2019
Persistent link: https://www.econbiz.de/10012183847
Saved in:
3
Identification of global and local shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 462-494
Persistent link: https://www.econbiz.de/10012054816
Saved in:
4
Identification of global and national shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
-
2017
Persistent link: https://www.econbiz.de/10011673310
Saved in:
5
Inference on self-exciting jumps in prices and
volatility
using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
6
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
7
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
8
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
9
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
10
Financial regimes and uncertainty shocks
Alessandri, Piergiorgio
;
Mumtaz, Haroon
-
2014
uncertainty is proxied by the (unobserved)
volatility
of the structural shocks, and a regime change occurs whenever credit …
Persistent link: https://www.econbiz.de/10010472852
Saved in:
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