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subject:"USA"
~person:"McAleer, Michael"
~source:"econis"
~subject:"Financial crisis"
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USA
Financial crisis
Estimation
153
Schätzung
152
Volatility
107
Volatilität
106
Welt
64
World
64
ARCH model
57
ARCH-Modell
57
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56
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Internationaler Tourismus
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McAleer, Michael
Aizenman, Joshua
246
Bordo, Michael D.
184
Caporale, Guglielmo Maria
160
Eichengreen, Barry
160
Acharya, Viral V.
158
Caballero, Ricardo J.
145
Krishnamurthy, Arvind
130
Gupta, Rangan
122
Claessens, Stijn
118
Stulz, René M.
118
Allen, Franklin
113
Taylor, Alan M.
111
Reinhart, Carmen M.
109
Peydró, José-Luis
107
Laeven, Luc
106
Borio, Claudio E. V.
99
Kose, M. Ayhan
99
Mendoza, Enrique G.
98
Belke, Ansgar
95
Adrian, Tobias
93
Schmukler, Sergio L.
92
Shin, Hyun Song
92
Gil-Alaña, Luis A.
91
Mishkin, Frederic S.
82
Goodhart, Charles A. E.
81
Stiglitz, Joseph E.
81
Schularick, Moritz
80
Berger, Allen N.
74
Metrick, Andrew
74
Gorton, Gary
73
Arestis, Philip
72
Gambacorta, Leonardo
71
Dungey, Mardi H.
70
Park, Donghyun
68
De Grauwe, Paul
67
Frankel, Jeffrey A.
67
Heckman, James J.
67
Hein, Eckhard
66
Jinjarak, Yothin
65
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3
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3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
Journal of risk and financial management : JRFM
2
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ECONIS (ZBW)
EconStor
3
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1
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, David E.
;
McAleer, Michael
;
Shelton, Peiris
; …
-
2015
Persistent link: https://www.econbiz.de/10011432736
Saved in:
2
Nonlinear time series and neural-network models of exchange rates between the US Dollar and major currencies
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2015
in US dollar terms.
Euro
, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …
Persistent link: https://www.econbiz.de/10011378229
Saved in:
3
Nonlinear time series and neural-network models of echange rates between the US Dollar and major currencies
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
- In:
Risks : open access journal
4
(
2016
)
1
,
pp. 1-14
in US dollar terms.
Euro
, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …
Persistent link: https://www.econbiz.de/10011443686
Saved in:
4
Down-side risk metrics as portfolio diversification strategies across the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Journal of risk and financial management : JRFM
9
(
2016
)
2
,
pp. 1-18
investment strategies and a variety of hold-out periods and backtests. We commence by using four two-year
estimation
periods and …
Persistent link: https://www.econbiz.de/10011543960
Saved in:
5
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
6
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
7
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
3
,
pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
Saved in:
8
What happened to risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003877129
Saved in:
9
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
10
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987343
Saved in:
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