|
| Mar 30 2024 |
Ange Nsouadi and Virginie Terraza |
| |
The multi-scale analysis of dynamic transmission volatility of carbon prices |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2023 |
Noritaka Kudoh and Hiroaki Miyamoto |
| |
Time aggregation and unemployment volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2023 |
Adonias Costa Filho |
| |
Trend inflation in Brazil |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2023 |
Sofiane El Ouardi |
| |
Leading indicators of sovereign defaults in middle- and low-income countries: the role of foreign exchange reserve ratios in times of pandemic. |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2023 |
Aineas Kostas Mallios |
| |
Manipulation in reported dividends: Empirical evidence from US banks |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2023 |
Romuald S Kinda and Hajer Kratou |
| |
Climatic variability, remittances and household consumption volatility In developing countries |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2022 |
Corey J.M. Williams |
| |
The evolution of inventory dynamics in a post-crisis economy |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2022 |
Yuta Kurose |
| |
Bayesian GARCH modeling for return and range |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 20 2022 |
Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee |
| |
International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 17 2021 |
Mateus Portelinha , Carlos Heitor Campani and Raphael Roquete |
| |
The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Abdhut Deheri |
| |
The Effects of Monetary Policy on Output and Inflation in India: A Time-varying Approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 23 2020 |
Juanjuan Zhuo and Masao Kumamoto |
| |
Stock market reactions to COVID-19 and containment policies: A panel VAR approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 08 2020 |
Vicente Rios |
| |
Does direct democracy matter for fiscal policy volatility? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 08 2020 |
Kais Tissaoui , Taha Zaghdoudi and Khaled issa Alfreahat |
| |
Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach. |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 14 2020 |
Sena KIMM Gnangnon |
| |
Export Product Diversification and Fiscal Space Volatility in Developing Countries: Exploring the Economic Growth Volatility Channel |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 13 2019 |
Amine Ben Amar |
| |
The Effectiveness of Monetary Policy Transmission in a Dual Banking System: Further Insights from TVP-VAR Model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2019 |
Cynthia Royal Tori and Scott L. Tori |
| |
Swedish krona-euro return volatility and non-traditional monetary policies |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 15 2019 |
Bertrand Groslambert , Devraj Basu and Wan Ni Lai |
| |
Is tail risk the missing link between institutions and risk? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 01 2017 |
Artem Meshcheryakov and Stoyu I Ivanov |
| |
Investor's sentiment in predicting the Effective Federal Funds Rate |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 26 2017 |
Fernanda Maria Müller and Fábio M Bayer |
| |
Improved two-component tests in Beta-Skew-t-EGARCH models |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 08 2016 |
Afees A. Salisu |
| |
Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 14 2016 |
Mohamed Arouri and David Roubaud |
| |
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 02 2015 |
Yazmín V. Soriano-Morales , Francisco Venegas-Martínez and Benjamín Vallejo-Jiménez |
| |
Determination of the equilibrium expansion rate of money when money supply is driven by a time-homogeneous Markov modulated jump diffusion process
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 02 2015 |
Katsuhiro Sugita |
| |
Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 11 2015 |
Sidheswar Panda and Ranjan Kumar Mohanty |
| |
Effects of Exchange Rate Volatility on Exports: Evidence from India |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 20 2014 |
Mohamed Arouri , Christophe Rault and Frédéric Teulon |
| |
Economic policy uncertainty, oil price shocks and GCC stock markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 23 2013 |
M. Hossein Partovi |
| |
Hedging and Leveraging: Principal Portfolios of the Capital Asset Pricing Model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 27 2013 |
Paulo Sergio Ceretta , Alexandre Silva da Costa , Marcelo Brutti Righi and Fernanda Maria Müller |
| |
A 10 min tick volatility analysis between the Ibovespa and the S&P500 |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2013 |
Jani Saastamoinen and Niko Suhonen |
| |
Were the European short selling bans of 2011 effective? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 08 2013 |
Aymen Ben Rejeb |
| |
Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 01 2012 |
Roger Collet |
| |
Household car use in France: a demographic and economic analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
| |
Stock Market Anomalies in South Africa and its Neighbouring Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 14 2011 |
François Benhmad |
| |
A wavelet analysis of oil price volatility dynamic |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 03 2010 |
George Milunovich and Ronald Ripple |
| |
Crude Oil Volatility: Hedgers or Investors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 09 2010 |
Haifeng Xu and Shigeyuki Hamori |
| |
Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 28 2010 |
Jean-michel Sahut |
| |
A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 27 2010 |
Thomas Grennes , Pablo Guerron-quintana and Asli Leblebicioglu |
| |
Economic Development and Volatility among the States |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2010 |
Bolong Cao , Shamila Jayasuriya and William Shambora |
| |
Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 03 2010 |
Sisi Zhang |
| |
Recent Trends in Household Income Dynamics for the
United States, Germany and Great Britain |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 27 2010 |
Cesar R Sobrino |
| |
The Effects of Inflation Targeting
on the Current Account: An Empirical Examination
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2009 |
Olivier Damette |
| |
Exchange rate volatility and noise traders: Currency Transaction Tax as an eviction device |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 29 2009 |
Chee-keong Choong Ph.D and Venus khim-sen Liew Ph.D |
| |
Impact of foreign direct investment volatility on
economic growth of asean-5 countries
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 26 2009 |
Chia-Cheng Ho , Su-Yin Cheng and Han Hou |
| |
Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 28 2008 |
Wan-Hsiu Cheng |
| |
Overestimation in the Traditional GARCH Model During Jump Periods |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 14 2008 |
William Shambora and Shamila Jayasuriya |
| |
The world is shrinking: Evidence for stock market convergence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2008 |
Mark J. Holmes and Sayeeda Bano |
| |
On openness and real exchange rate volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 28 2008 |
Rebecca Neumann and Ron Penl |
| |
Volatile capital flows: Interactions between de jure and de facto financial liberalization |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 17 2007 |
Matei Demetrescu |
| |
Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 09 2007 |
Mark J. Holmes |
| |
Is a more stable exchange rate associated with reduced exchange rate pass-through? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 12 2007 |
Wen-Hsiu Kuo , Liu-Hsiang Hsu and Ching-Chung Lin |
| |
The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 27 2007 |
Ming-Yuan Li , Hsuan-Ho Cheng , Yu-Chen Lin and Alan T. Wang |
| |
Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 10 2007 |
Stefan Norrbin and Onsurang Pipatchaipoom |
| |
Is the real dollar rate highly volatile? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 05 2006 |
Erdal Atukeren and Aylin Seçkin |
| |
Art and the Economy: A First Look at the Market for Paintings in Turkey |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 03 2006 |
Fulvia Focker and Umberto Triacca |
| |
A new proxy of the average volatility of a basket of returns: A Monte Carlo study |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 08 2004 |
Taro Kanatani |
| |
Integrated volatility measuring from unevenly sampled observations |
| |
Abstract Contact Information Citation Full Text - Comment |
| |
| Aug 25 2004 |
Frank Westerhoff and Sebastiano Manzan |
| |
Does liquidity in the FX market depend on volatility? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 19 2004 |
AHAMADA IBRAHIM |
| |
A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 22 2002 |
Konstantin A. Kholodilin |
| |
Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
