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subject:"ARCH model"
subject:"Volatility"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of international money and finance"
~subject:"Estimation"
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ARCH model
Volatility
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Caporale, Guglielmo Maria
7
Herwartz, Helmut
7
Egger, Peter
6
Gil-Alaña, Luis A.
6
Gupta, Rangan
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Lee, Chien-chiang
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5
Beckmann, Joscha
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Chinn, Menzie David
5
Christopulos, Dēmētrēs K.
5
Hall, Stephen G.
5
MacDonald, Ronald
5
Papell, David H.
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Cheung, Yin-Wong
4
Fatum, Rasmus
4
Hayo, Bernd
4
Tavlas, George S.
4
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3
Aysun, Uluc
3
Baillie, Richard
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Bergin, Paul R.
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Byrne, Joseph P.
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Camarero Olivas, Mariam
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Choudhri, Ehsan U.
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Engsted, Tom
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Furceri, Davide
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Gadea, María Dolores
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Hassler, Uwe
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Hoffmann, Mathias
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Holmes, Mark J.
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Kapetanios, George
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Koedijk, Kees
3
Kumbhakar, Subal
3
Labeaga, José M.
3
Lee, Hyejin
3
Lyons, Richard K.
3
Meng, Ming
3
Milas, Costas
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of international money and finance
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SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
286
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1
Technology diffusion and international business cycles
Aysun, Uluc
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014451377
Saved in:
2
Estimating shadow policy rates in a small open economy and the role of foreign factors
Fornero, Jorge
;
Kirchner, Markus
;
Molina, Carlos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014451378
Saved in:
3
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
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4
Price diffusion across international private commercial real estate markets
Zhu, Bing
;
Dijk, Dorinth van
;
Lizieri, Colin
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451419
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5
Regional fiscal spillovers : the role of trade linkages
Bettarelli, Luca
;
Furceri, Davide
;
Pizzuto, Pietro
; …
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014451424
Saved in:
6
Quantifying spillovers among regions
Gefang, Deborah
;
Hall, Stephen G.
;
Tavlas, George S.
; …
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451427
Saved in:
7
Exchange rate elasticities of international tourism and the role of dominant currency pricing
Ding, Ding
;
Timmer, Yannick
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478117
Saved in:
8
Time-varying exchange rate pass-through into terms of trade
Dainauskas, Justas
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478118
Saved in:
9
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
10
International linkages of term structures : US and Korea Treasury bond yields
Yun, Jaeho
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014478198
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