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isPartOf:"Journal of international money and finance"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Journal of international money and finance
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1
The spillover of macroeconomic uncertainty between the U.S. and China
Huang, Zhuo
;
Tong, Chen
;
Qiu, Han
;
Shen, Yan
- In:
Economics letters
171
(
2018
),
pp. 123-127
Persistent link: https://www.econbiz.de/10012021901
Saved in:
2
Global risk aversion and emerging market return comovements
Demirer, Rıza
;
Omay, Tolga
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Economics letters
173
(
2018
),
pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
Saved in:
3
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
4
Inflation, output and uncertainty in the era of inflation targeting – a multi-economy view on causal linkages
Hartmann, Matthias
;
Roestel, Jan
- In:
Journal of international money and finance
37
(
2013
),
pp. 98-112
Persistent link: https://www.econbiz.de/10010209149
Saved in:
5
Macroeconomic uncertainty and performance in the European Union
Bredin, Donal
;
Fountas, Stilianos
- In:
Journal of international money and finance
28
(
2009
)
6
,
pp. 972-986
Persistent link: https://www.econbiz.de/10003888026
Saved in:
6
Inflation, output growth, and nominal and real uncertainty : empirical evidence for the G7
Fountas, Stilianos
;
Karanasos, Menelaos
- In:
Journal of international money and finance
26
(
2007
)
2
,
pp. 229-250
Persistent link: https://www.econbiz.de/10003429334
Saved in:
7
Why it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku
;
Saikkonen, Pentti
- In:
Economics letters
92
(
2006
)
1
,
pp. 118-125
Persistent link: https://www.econbiz.de/10003336529
Saved in:
8
Re-examining inflation and inflation uncertainty in developed and emerging countries
Daal, Elton
;
Naka, Atsuyuki
;
Sanchez, Benito
- In:
Economics letters
89
(
2005
)
2
,
pp. 180-186
Persistent link: https://www.econbiz.de/10003172032
Saved in:
9
Inflation and output growth uncertainty and their relationship with inflation and output growth
Fountas, Stilianos
;
Karanasos, Menelaos
;
Kim, Jinki
- In:
Economics letters
75
(
2002
)
3
,
pp. 293-301
Persistent link: https://www.econbiz.de/10001667162
Saved in:
10
Relationship between inflation rate and inflation uncertainty
Hwang, Y.
- In:
Economics letters
73
(
2001
)
2
,
pp. 179-186
Persistent link: https://www.econbiz.de/10001613710
Saved in:
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