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A suggestion for A Dynamic Multi Factor Model (DMFM)
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
-
2020
Persistent link: https://www.econbiz.de/10012493355
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212
The economic impact of pandemics: real and financial transmission channels
Balfoussia, Hiona
;
Gibson, Heather D.
;
Malliaropulos, …
-
2020
Persistent link: https://www.econbiz.de/10012493359
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213
A Monte Carlo study of time varying coefficient (TVC) estimation
Hall, Stephen G.
;
Gibson, Heather D.
;
Tavlas, George S.
; …
- In:
Computational economics
56
(
2020
)
1
,
pp. 115-130
Persistent link: https://www.econbiz.de/10012272018
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214
Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?
Gibson, Heather D.
;
Hall, Stephen G.
;
Gefang, Deborah
; …
-
2020
Persistent link: https://www.econbiz.de/10012264947
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215
Exporting and performance : evidence from Greek firms
Gibson, Heather D.
;
Pavlou, Georgia
- In:
Economic bulletin
45
(
2017
),
pp. 7-30
Persistent link: https://www.econbiz.de/10012250517
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216
Self-fulfilling dynamics : the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
-
2016
Persistent link: https://www.econbiz.de/10011567510
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217
Measuring systemic stress in European banking systems
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
-
2016
Persistent link: https://www.econbiz.de/10011567515
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218
Self-fulfilling dynamics : the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
-
2016
Persistent link: https://www.econbiz.de/10011581024
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219
Exporting and performance: evidence from Greek firms
Gibson, Heather D.
;
Pavlou, Georgia
-
2017
Persistent link: https://www.econbiz.de/10011668101
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220
The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis
Gibson, Heather D.
;
Hall, Stephen G.
;
Petroulas, Pavlos
; …
-
2019
Persistent link: https://www.econbiz.de/10012098520
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