Showing 1 - 10 of 19,726
Persistent link: https://www.econbiz.de/10009628442
Persistent link: https://www.econbiz.de/10012429051
Persistent link: https://www.econbiz.de/10013468980
demand depend on policy variables in a non-linear and non-monotonous way. -- Endogenous money ; loans market ; bonds market …
Persistent link: https://www.econbiz.de/10003765967
Persistent link: https://www.econbiz.de/10011898821
Persistent link: https://www.econbiz.de/10003635732
State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective of this book is to analyze the relative merits of modern time series techniques, such as Markov regime switching and the Kalman filter, to model structural changes in the...
Persistent link: https://www.econbiz.de/10003922552
Persistent link: https://www.econbiz.de/10003961372
Persistent link: https://www.econbiz.de/10003858376
events impact market sentiment / Peter Ager Hafez -- Relating news analytics to stock returns / David Leinweber and Jacob … financial market risk / Dan diBartolomeo -- Volatility asymmetry, news, and private investors / Michal Dzielinski, Marc Oliver … / Petko S. Kalev and Huu Nhan Duong -- Equity portfolio risk estimation using market information and sentiment / Leela Mitra …
Persistent link: https://www.econbiz.de/10009007336