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isPartOf:"Journal of applied econometrics"
subject:"Prognoseverfahren"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Bellos, Sotirios K."
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Prognoseverfahren
Decomposition method
1
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1
Diebold and Yilmaz spillover index
1
Dynamic spillovers
1
Estimation
1
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Generalized forecast error variance decompositions (GFEVDs)
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Generalized impulse response functions (GIRFs)
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Oil price
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Schätzung
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Spillover effect
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Spillover-Effekt
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USA
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Bellos, Sotirios K.
Gupta, Rangan
5
Clark, Todd E.
4
Dai, Zhifeng
4
Nonejad, Nima
3
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3
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Journal of applied econometrics
The North American journal of economics and finance : a journal of financial economics studies
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Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
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