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Systemic risk for financial institutions of major petroleum-based economies
the role of oil -
The relationship between day-ahead and futures prices in the electricity markets
an empirical analysis on Italy, France, Germany and Switzerland -
Oil price uncertainty and conflicts
evidence from the Middle East and North Africa -
Does monetary policy impact international market co-movements?
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Risk spillovers in international equity portfolios
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Forecasting realized (co)variances with a block structure Wishart autoregressive model
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On the predictability of stock prices
a case for high and low prices -
Central bank intervention, bubbles and risk in Walrasian financial markets
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Risk analysis of energy in Vietnam
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
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CO2 emissions, energy consumption and economic growth
evidence from the Trans-Pacific Partnership -
What they did not tell you about algebraic (non-)existence, mathematical (IR-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model
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Size, internationalization and university rankings
evaluating and predicting times higher education (THE) data for Japan -
Rent seeking for export licenses
application to the Vietnam rice market -
What they did not tell you about algebraic (non-)existence, mathematical (IR-)regularity and (non-)asymptotic properties of the dynamic conditional correlation (DCC) model
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Energy consumption and economic growth
evidence from Vietnam -
Corporate financial distress of industry level listings in an emerging market
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Fake news and propaganda
Trump's democratic America and Hitler's National Socialist (Nazi) Germany -
Modelling the relationship between crude oil and agricultural commodity prices
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Drawbacks in the 3-factor approach of Fama and French
(2018) -
Networks in risk spillovers
a multivariate GARCH perspective -
Testing multiple non-nested factor demand systems
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Regression quantiles for unstable autoregressive models
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Properties of ordinary least squares estimators in regression models with non-spherical disturbances
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On the robustness of tests of outliers and functional form