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Essays on asset pricing and the macroeconomy
Kliem, Martin - 2009
Persistent link: https://www.econbiz.de/10003924973
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Volatility Spillover between Oil and Stock Prices : Structural Connectedness Based on a Multi-Sector DSGE Model Approach with Bayesian Estimation
Chan, Ying Tung; Qiao, Hui - 2022
stochastic general equilibrium (DSGE) model with Bayesian estimation technique. In contrast to existing approaches, our DSGE …
Persistent link: https://www.econbiz.de/10014238179
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Volatility spillover between oil and stock prices : structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation
Chan, Ying Tung; Qiao, Hui - In: International review of economics & finance : IREF 87 (2023), pp. 265-286
Persistent link: https://www.econbiz.de/10014472255
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On the identification of the oil-stock market relationship
Arampatzidis, Ioannis; Panagiōtidēs, Theodōros - In: Economic modelling 120 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
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On the identification of the oil-stock market relationship
Arampatzidis, Ioannis; Panagiōtidēs, Theodōros - 2022
Persistent link: https://www.econbiz.de/10013467188
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Fernández-Villaverde, Jesús; … - 2013
Persistent link: https://www.econbiz.de/10009744137
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Villaverde, Jesús … - 2013
Persistent link: https://www.econbiz.de/10009745582
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Fernández-Villaverde, Jesús; … - 2013
Persistent link: https://www.econbiz.de/10009733564
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Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - In: Journal of political economy 112 (2004) 5, pp. 1054-1090
Persistent link: https://www.econbiz.de/10002361129
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Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - 2001
Persistent link: https://www.econbiz.de/10001585169