Narrow search
Showing 1 - 10 of 12,750
Cover Image
R&D, international technical diffusion and total factor productivity
Frantzen, Dirk J. - In: Kyklos : international review for social sciences 51 (1998) 4, pp. 489-507
Persistent link: https://www.econbiz.de/10001253981
Cover Image
Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L. - 1997
Persistent link: https://www.econbiz.de/10000964264
Cover Image
Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
Gannon, Gerard L. - In: International review of financial analysis 7 (1998) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10001252958
Cover Image
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Econometric reviews 34 (2015) 1/5, pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Cover Image
Detecting nonlinear dependencies in eurozone peripheral equity markets : a multistep filtering approach
Avdoulas, Christos; Bekiros, Stelios; Boubaker, Sabri - In: Economic modelling 58 (2016), pp. 580-587
Persistent link: https://www.econbiz.de/10011647569
Cover Image
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Cover Image
Recession propagation in small regional economies : spatial spillovers and endogenous clustering
Shibaev, Sergei S. - 2016
significant spatial spillovers between small regional economies, meaning that shocks to regions are expected to be higher, when …
Persistent link: https://www.econbiz.de/10011567460
Cover Image
Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - 2016
. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions …
Persistent link: https://www.econbiz.de/10011536626
Cover Image
Technology spillover effects and economic integration evidence from integrating EU countries
Hafner, Kurt - In: Applied economics 46 (2014) 25/27, pp. 3021-3036
Persistent link: https://www.econbiz.de/10010418165
Cover Image
The multivariate simultaneous unobserved components model and identification via heteroskedasticity
Li, Mengheng; Mendieta-Muñoz, Ivan - 2019
estimation. Empirical implementations for both Okun's law and the Phillips curve show evidence of significant spillovers between …
Persistent link: https://www.econbiz.de/10012010854