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~institution:"Federal Reserve System / Board of Governors"
~institution:"Massachusetts Institute of Technology / Department of Economics"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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5
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ECONIS (ZBW)
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
4
Exchange rate volatility and the credit channel in emerging markets : a vertical perspective
Caballero, Ricardo J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002160482
Saved in:
5
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
6
On the international financial architecture : insuring emerging markets
Caballero, Ricardo J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002112957
Saved in:
7
A theory of large fluctuations in stock market activity
Gabaix, Xavier
;
Gopikrishnan, Parameswaran
;
Plerou, Vasiliki
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116206
Saved in:
8
Why was stock market volatility so high during the Great Depression? : Evidence from 10 countries during the interwar period
Voth, Hans-Joachim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657129
Saved in:
9
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
10
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
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