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subject:"VAR model"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
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VAR model
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Ahelegbey, Daniel Felix
1
Al Rababa'a, Abdel Razzaq
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Balke, Nathan S.
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Bracke, Thierry
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Cai, Mei-Ling
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Calmès, Christian
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The North American journal of economics and finance : a journal of financial economics studies
Energy economics
71
Economic modelling
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Applied economics
67
Working paper
65
Working paper series / European Central Bank
59
Economics letters
54
Journal of international money and finance
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CESifo working papers
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48
CAMA working paper series
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Journal of economic dynamics & control
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Temi di discussione / Banca d'Italia
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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1
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
2
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
Saved in:
3
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Saved in:
4
Identifying credit demand, financial intermediation, and supply of funds shocks : a structural VAR approach
Balke, Nathan S.
;
Zeng, Zheng
;
Zhang, Ren
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821445
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5
The effects of oil price shocks on inflation in the G7 countries
Wen, Fenghua
;
Zhang, Keli
;
Gong, Xu
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822091
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6
Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks
Chen, Zhang-HangJian
;
Li, Sai-Ping
;
Cai, Mei-Ling
; …
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186364
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7
Oil price shocks and credit spread : structural effect and dynamic spillover
Jiang, Yong
;
Liu, Cenjie
;
Xie, Rui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013186472
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8
What drives dynamic connectedness of the US equity sectors during different business cycles?
Ngene, Geoffrey M.
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186555
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9
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
10
The role of credit supply shocks in pacific alliance countries : a TVP-VAR-SV approach
Guevara, Carlos
;
Perez Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012657024
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