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~person:"Cipollini, Andrea"
~person:"Sosvilla-Rivero, Simón"
~subject:"VAR model"
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VAR model
Decomposition method
6
Dekompositionsverfahren
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VAR-Modell
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4
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4
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Spillover-Effekt
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Cipollini, Andrea
Sosvilla-Rivero, Simón
Baumeister, Christiane
9
Hamilton, James D.
9
Pesaran, M. Hashem
8
Smith, L. Vanessa
7
Smith, Ron
7
Yılmaz, Kamil
7
Antonakakis, Nikolaos
4
Dées, Stéphane
4
Hecq, Alain W. J.
4
Adil, Masudul Hasan
3
Campbell, John Y.
3
Diebold, Francis X.
3
Engsted, Tom
3
Ghosh, Taniya
3
Gottschalk, Jan
3
Hatekar, Neeraj R.
3
Maurin, Laurent
3
Nurudeen, Ibrahim
3
Palm, Franz C.
3
Roma, Moreno
3
Shin, Yongcheol
3
Tanggaard, Carsten
3
Urbain, Jean-Pierre
3
Vetlov, Igor
3
Vuolteenaho, Tuomo
3
Andrada Félix, Julián
2
Caloia, Francesco Giuseppe
2
Chatziantoniou, Ioannis
2
Damane, Moeti
2
Dees, Stephane
2
Doan Van Dinh
2
Dungey, Mardi H.
2
Fernandez-Perez, Adrian
2
Fernández Rodríguez, Fernando
2
Filis, George
2
Forni, Mario
2
Fry-McKibbin, Renée
2
Gambetti, Luca
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Applied economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Energy economics
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International review of economics & finance : IREF
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International review of financial analysis
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1
Time connectedness of fear
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 905-931
Persistent link: https://www.econbiz.de/10012819510
Saved in:
2
How do normalization schemes affect net spillovers? : a replication of the Diebold and Yilmaz (2012) study
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
Energy economics
84
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012183350
Saved in:
3
Fear connectedness among asset classes
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Applied economics
50
(
2018
)
39
,
pp. 4234-4249
Persistent link: https://www.econbiz.de/10012060721
Saved in:
4
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
5
Volatility spillovers in EMU sovereign bond markets
Fernández Rodríguez, Fernando
;
Gómez Puig, Marta
; …
- In:
International review of economics & finance : IREF
39
(
2015
),
pp. 337-352
Persistent link: https://www.econbiz.de/10011572456
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