Similar Search Results

Taxing interest on deposits : theoretical and empirical analysis for the case of Lebanon

Azar, Samih Antoine - In: Review of Middle East economics and finance 12 (2016) 1, pp. 31-54

Persistent link: https://www.econbiz.de/10011479997

Risk-free rate effects on conditional variances and conditional correlations of stock returns

Palandri, Alessandro - In: Journal of empirical finance 25 (2014), pp. 95-111

Persistent link: https://www.econbiz.de/10010462056

Dynamics of unemployment insurance claims : an application of ARIMA-GARCH models

Mohammadi, Hassan; Rich, Daniel P. - In: Atlantic economic journal : AEJ 41 (2013) 4, pp. 413-425

Persistent link: https://www.econbiz.de/10010243108

On the predictive ability of conditional market skewness

Serna, Gregorio - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 186-191

Persistent link: https://www.econbiz.de/10014461560

Sentiment's effect on the variance of stock returns

Olson, Eric; Nowak, Adam - In: Applied economics letters 27 (2020) 18, pp. 1469-1473

Persistent link: https://www.econbiz.de/10012315615

Individual mean-variance relation and stock-level investor sentiment

Kim, Jun Sik; Kim, Da-Hea; Seo, Sung Won - In: Journal of business economics and management 18 (2017) 1, pp. 20-34

Persistent link: https://www.econbiz.de/10011721640

Empirical evidence of the monetary approach to the exchange rate determinants under a fully flexible regime : the case of Mexico

Gallegos-David, Alberto; Lorenzo-Valdes, Arturo; Trejo … - In: International journal of monetary economics and finance … 15 (2022) 1, pp. 35-57

Persistent link: https://www.econbiz.de/10013256803

Nonlinear error correction models with an application to commodity prices

Magri, Rafael; Medeiros, Marcelo C. - In: Brazilian review of econometrics : BRE ; the review of … 33 (2013) 2, pp. 145-170

Persistent link: https://www.econbiz.de/10011538653

Efficient policy learning

Athey, Susan; Wager, Stefan - 2017 - Draft version October 2017

Persistent link: https://www.econbiz.de/10011776034

Low frequency and weighted likelihood solutions for mixed frequency dynamic factor models

Blasques, Francisco; Koopman, Siem Jan; Mallee, Max I. P. - 2014

The multivariate analysis of a panel of economic and financial time series with mixed frequencies is a challenging problem. The standard solution is to analyze the mix of monthly and quarterly time series jointly by means of a multivariate dynamic model with a monthly time index: artificial...

Persistent link: https://www.econbiz.de/10010391543