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A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates
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Panel data tests of PPP
a critical overview -
Parameter instability and forecasting performance
a Monte Carlo study -
Long-run and cyclical dynamics in the US stock market
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Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of structural invariance
some Monte Carlo evidence -
Long-run and cyclical dynamics in the US stock market
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Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of Structural invariance
some Monte Carlo evidence / -
Panel data tests of PPP
a critical overview -
Parameter instability and forecasting performance
a Monte Carlo study -
Testing unemployment theories
a multivariate long memory approach -
Long memory in UK real GDP, 1851 - 2013
an ARFIMA-FIGARCH analysis -
Oil price uncertainty and sectoral stock returns in China
a time-varying approach -
Macro news and stock returns in the euro area
a VAR-GARCH-in-mean analysis -
Macro news and stock returns in the euro area
a VAR-GARCH-in-mean analysis -
Short-term price overreaction
identification, testing, exploitation -
Macro news and bond yield spreads in the euro area
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Short-term price overreactions
identification, testing, exploitation -
Short-term price overreactions
identification, testing, exploitation -
Macro news and bond yield spreads in the euro area
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Macro news and bond yield spreads in the Euro area
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International capital markets structure, preferences and puzzles
the US-China case -
Youth unemployment in Europe
persistence and macroeconomic determinants -
International capital markets structure, preferences and puzzles
the US-China case -
Oil price uncertainty and sectoral stock returns in China
a time-varying approach -
A non-linear analysis of Gibson's paradox in the Netherlands, 1800 - 2012