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person:"Pesaran, M. Hashem"
subject:"World"
~isPartOf:"Discussion paper / Centre for Economic Forecasting"
~isPartOf:"Economic modelling"
~person:"Caporale, Guglielmo Maria"
~subject:"Economic growth"
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Pesaran, M. Hashem
Caporale, Guglielmo Maria
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram
;
Pesaran, M. Hashem
- In:
Economic modelling
27
(
2010
)
6
,
pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Saved in:
2
Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
1998
Persistent link: https://www.econbiz.de/10000667260
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