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Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach
Chu, Xiaojun - In: Applied economics letters 22 (2015) 10/12, pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
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Weak dependence between the Brazilian consumer inflation and expected inflation : non-linear and Copulas methods and a note on the Central Bank's credibility
Moreira, Ricardo Ramalhete; Chaiboonsri, Chukiat; … - In: International journal of monetary economics and finance 6 (2013) 1, pp. 40-54
Persistent link: https://www.econbiz.de/10010250294
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Inflation, interest rate and output gap in the US economy : a vine copula modeling
Candido, Osvaldo; Divino, José Angelo - In: Journal of economic studies 44 (2017) 3, pp. 412-430
Persistent link: https://www.econbiz.de/10011757542
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Threshold endogeneity in threshold VARs : an application to monetary state dependence
Christopulos, Dēmētrēs K.; McAdam, Peter; Tzavalis, Elias - 2023
Persistent link: https://www.econbiz.de/10014317517
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Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos; Xu, Libo - In: Macroeconomic dynamics 26 (2022) 8, pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
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Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz; Neely, Christopher J.; Yang, Xiye - 2023
Persistent link: https://www.econbiz.de/10014320683
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The dependence structure of macroeconomic variables in the US
Chollete, Lor´an; Ning, Cathy Q. - 2009
Persistent link: https://www.econbiz.de/10008758212
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Essays on financial econometrics
D'Amico, Stefania - 2004
Persistent link: https://www.econbiz.de/10003386855
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Choosing the right skew normal distribution: the macroeconomist dilemma
Charemza, Wojciech; Díaz, Carlos; Makarova, Svetlana D. - 2015
Persistent link: https://www.econbiz.de/10011287620
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Infinite-variance, alpha-stable shocks in monetary SVAR
Hannsgen, Greg - In: International review of applied economics 26 (2012) 6, pp. 755-786
Persistent link: https://www.econbiz.de/10009719299