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Long-run bulls and bears
Albuquerque, Rui; Eichenbaum, Martin S.; Papanikolaou, … - In: Journal of monetary economics 76 (2015), pp. 21-36
Persistent link: https://www.econbiz.de/10011488090
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Time scale and fractionality in financial time series
Sproul, Thomas W. - In: Agricultural finance review 76 (2016) 1, pp. 76-93
Persistent link: https://www.econbiz.de/10011695555
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How informative is high-frequency data for tail risk estimation and forecasting? : an intrinsic time perspectice
Dimitriadis, Timo; Halbleib, Roxana - 2019
This paper proposes a novel and simple approach to compute daily Value at Risk (VaR) and Expected Shortfall (ES) directly from high-frequency data. It assumes that financial logarithm prices are subordinated unifractal processes in the intrinsic time, which stochastically transforms the clock...
Persistent link: https://www.econbiz.de/10012317619
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Exchange rate regime, real misalignment and currency crises
Holtemöller, Oliver; Mallick, Sushanta Kumar - In: Economic modelling 34 (2013), pp. 5-14
Persistent link: https://www.econbiz.de/10010360656
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Economic growth and recovery after civil wars
Gil-Alaña, Luis A.; Prakarsh Singh - In: Peace economics, peace science and public policy 20 (2014) 4, pp. 565-574
Persistent link: https://www.econbiz.de/10010510893
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Fertility rates around the world : a cluster analysis of time series data from 1960 to 2013
Drago, Carlo; Talamo, Giuseppina - In: Gender issues in business and economics : selections …, (pp. 19-35). 2018
Persistent link: https://www.econbiz.de/10011904091
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The effects of the global financial crisis on the Shanghai stock market
Kong, Su Qian; Morales, Lucía; Coughlan, Joseph - In: The globalisation of Chinese business : implications …, (pp. 169-188). 2014
Persistent link: https://www.econbiz.de/10012016677
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Volatility linkages and co-movements between international stocks and the sukuk market
Dreassi, Alberto; Miani, Stefano; Paltrinieri, Andrea; … - In: Bank funding, financial instruments and decision-making …, (pp. 31-61). 2016
Persistent link: https://www.econbiz.de/10011619504
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Spekulation mit Nahrungsmitteln, Regulierung und Selbstregulierung
Kalkuhl, Matthias - In: Markt und Verantwortung : wirtschaftsethische und …, (pp. 159-185). 2015
Persistent link: https://www.econbiz.de/10010492936
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Have food and financial markets integrated? : an empirical assessment on aggregate data
Lehecka, Georg - In: Wie viel Markt und wie viel Regulierung braucht eine …, (pp. 39-49). 2014
Persistent link: https://www.econbiz.de/10010418013