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type:"article"
subject:"USA"
~person:"Serletis, Apostolos"
~person:"Bollerslev, Tim"
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80
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38
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28
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24
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20
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Serletis, Apostolos
Bollerslev, Tim
Gupta, Rangan
51
Bahmani-Oskooee, Mohsen
32
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
25
Wohar, Mark E.
22
Heckman, James J.
14
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13
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13
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12
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12
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12
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12
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11
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11
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10
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10
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10
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10
Hess, Gregory D.
10
Miller, Stephen M.
10
Sarno, Lucio
10
Stock, James H.
10
Attanasio, Orazio P.
9
Bali, Turan G.
9
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9
Diebold, Francis X.
9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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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
3
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2
Open economies review
2
The energy journal
2
The journal of finance : the journal of the American Finance Association
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
New trends in macroeconomics : with 38 tables
1
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1
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1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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ECONIS (ZBW)
24
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1
Macroeconomic fluctuations in the United States : the role of monetary and fiscal policy shocks
Dery, Cosmas
;
Serletis, Apostolos
- In:
Open economies review
34
(
2023
)
5
,
pp. 961-977
Persistent link: https://www.econbiz.de/10014439842
Saved in:
2
Shadow prices of CO2 emissions at US electric utilities : a random-coefficient, random-directional-vector directional output distance function approach
Feng, Guohua
;
Wang, Chuan
;
Serletis, Apostolos
- In:
Empirical economics : a journal of the Institute for …
54
(
2018
)
1
,
pp. 231-258
Persistent link: https://www.econbiz.de/10011947508
Saved in:
3
Are the responses of the U.S. economy asymmetric to positive and negative money supply shocks?
Serletis, Apostolos
;
Istiak, Khandokar
- In:
Open economies review
27
(
2016
)
2
,
pp. 303-316
Persistent link: https://www.econbiz.de/10011591779
Saved in:
4
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
5
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
6
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
7
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
8
Efficiency and productivity of the US banking industry, 1998 - 2005 : evidence from the fourier cost function satisfying global regularity conditions
Feng, Guohua
;
Serletis, Apostolos
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10003807538
Saved in:
9
Semi-nonparametric estimates of interfuel substitution in US energy demand
Serletis, Apostolos
;
Shahmoradi, Ashgar
- In:
Energy economics
30
(
2008
)
5
,
pp. 2123-2133
Persistent link: https://www.econbiz.de/10003773629
Saved in:
10
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
Saved in:
11
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
12
Semi-nonparametric estimates of the demand for money in the United States
Serletis, Apostolos
;
Shahmoradi, Asghar
- In:
Macroeconomic dynamics
9
(
2005
)
4
,
pp. 542-560
Persistent link: https://www.econbiz.de/10003203842
Saved in:
13
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
14
Revenue smoothing in an ARMIA framework : evidence from the United States
Gkonkas, Periklēs
;
Serletis, Apostolos
- In:
New trends in macroeconomics : with 38 tables
,
(pp. 79-88)
.
2005
Persistent link: https://www.econbiz.de/10003022214
Saved in:
15
The welfare cost of inflation in Canada and the United states
Serletis, Apostolos
;
Yavari, Kazem
- In:
Economics letters
84
(
2004
)
2
,
pp. 199-204
Persistent link: https://www.econbiz.de/10002116228
Saved in:
16
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
17
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
18
Monetary aggregation and the neutrality of money
Serletis, Apostolos
;
Koustas, Zisimos
- In:
Economic inquiry : journal of the Western Economic …
39
(
2001
)
1
,
pp. 124-138
Persistent link: https://www.econbiz.de/10001549130
Saved in:
19
An empirical comparison of flexible demand system functional forms
Fisher, Douglas
;
Fleissig, Adrian R.
;
Serletis, Apostolos
- In:
Journal of applied econometrics
16
(
2001
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001557370
Saved in:
20
The North American natural gas liquids markets are chaotic
Serletis, Apostolos
;
Gkonkas, Periklēs
- In:
The energy journal
20
(
1999
)
1
,
pp. 83-103
Persistent link: https://www.econbiz.de/10001256172
Saved in:
21
Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Bollerslev, Tim
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1471-1491
Persistent link: https://www.econbiz.de/10001222036
Saved in:
22
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
23
Business cycles and the behavior of energy prices
Serletis, Apostolos
- In:
The energy journal
15
(
1994
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001166601
Saved in:
24
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
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