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subject:"Volatility"
subject:"Volatilität"
~isPartOf:"Review of world economics"
~person:"Rodriguez, Gabriel"
~person:"Todorov, Viktor"
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Volatility
Volatilität
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Peru
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Review of world economics
Journal of econometrics
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Documento de trabajo
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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Journal of financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International review of economics & finance : IREF
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Journal of emerging market finance
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Review of Pacific Basin financial markets and policies
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SFB 649 discussion paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Evolution of the effects of mineral commodity prices on fiscal fluctuations : empirical evidence from TVP-VAR-SV models for Peru
Urbina, Dante A.
;
Rodriguez, Gabriel
- In:
Review of world economics
159
(
2023
)
1
,
pp. 153-184
Persistent link: https://www.econbiz.de/10014307241
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2
Time changing effects of external shocks on macroeconomic fluctuations in Peru : empirical application using regime-switching VAR models with stochastic volatility
Chávez, Paulo
;
Rodriguez, Gabriel
- In:
Review of world economics
159
(
2023
)
2
,
pp. 505-544
Persistent link: https://www.econbiz.de/10014308071
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