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The topological structure of panel variance decomposition networks
Celani, Alessandro; Cerchiello, Paola; Pagnottoni, Paolo - In: Journal of financial stability 71 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014533567
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An empirical analysis of the Shanghai and Shenzhen limit order books
Chung, Huimin; Gao, Cheng; Lu, Jie; Mizrach, Bruce Marshall - In: Economic modelling 34 (2013), pp. 37-41
Persistent link: https://www.econbiz.de/10010360623
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The multifaceted impact of US trade policy on financial markets
Boer, Lukas; Menkhoff, Lukas; Rieth, Malte - 2020
We study the multifaceted effects and persistence of trade policy shocks on financial markets in a structural vector autoregression. The model is identified via event day heteroskedasticity. We find that restrictive US trade policy shocks affect US and international stock prices heterogeneously,...
Persistent link: https://www.econbiz.de/10012424229
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The impact of COVID-19 on the interdependence between US and Chinese oil futures markets
Zhang, Yongmin; Ding, Shusheng; Shi, Haili - In: The journal of futures markets 42 (2022) 11, pp. 2041-2052
Persistent link: https://www.econbiz.de/10013465862
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Industrial agglomeration in China's agricultural product processing industry
Qian, Guixia; Wu, Di; Hao, Yonghong; Pan, Yuehong - In: Proceedings of 2013 world agricultural outlook conference, (pp. 261-270). 2014
Persistent link: https://www.econbiz.de/10010416411
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What drives target price forecasts and their Investment value?
Da, Zhi; Hong, Keejae; Lee, Sangwoo - In: Journal of business finance & accounting : JBFA 43 (2016) 3/4, pp. 487-510
Persistent link: https://www.econbiz.de/10011581838
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Understanding the sources of the exchange rate disconnect puzzle : a variance decomposition approach
Chou, Yu-Hsi - In: International review of economics & finance : IREF 56 (2018), pp. 267-287
Persistent link: https://www.econbiz.de/10012033697
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Identifying fiscal policy shocks in Chile and Colombia
Restrepo L., Jorge Enrique; Rincón Castro, Hernán - In: Fiscal indicators : papers presented at the Banca …, (pp. 583-614). 2007
Persistent link: https://www.econbiz.de/10010257566
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Dynamic effects of fiscal shocks upon diverse macroeconomic variables : a structural VAR analysis for Argentina
Rezk, Ernesto; Avramovich, Maria Cecilia; Basso, Martín - In: Fiscal indicators : papers presented at the Banca …, (pp. 539-581). 2007
Persistent link: https://www.econbiz.de/10010257567
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Bayesian variable selection in a large vector autoregression for origin-destination traffic flow modelling
Deng, Minfeng - In: Spatial econometric interaction modelling, (pp. 199-223). 2016
Persistent link: https://www.econbiz.de/10011529988