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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Applied economics letters"
~subject:"Risk"
~subject:"Time series analysis"
~type_genre:"Reprint"
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Gil-Alaña, Luis A.
5
Cook, Steven
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Caporale, Guglielmo Maria
3
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2
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2
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Applied economics letters
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128
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ECONIS (ZBW)
112
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1
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
2
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
3
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
4
Certainty equivalent, risk attitudes and housing
Tomal, Mateusz
;
Brzezicka, Justyna
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2576-2580
Persistent link: https://www.econbiz.de/10014366798
Saved in:
5
The hidden compliance zone of fiscal rules
Parro, Francisco
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1661-1670
Persistent link: https://www.econbiz.de/10014304908
Saved in:
6
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
Saved in:
7
(Simple) ΔCoVaR bounds
Mercadier, Mathieu
;
Strobel, Frank
- In:
Applied economics letters
30
(
2023
)
14
,
pp. 1874-1881
Persistent link: https://www.econbiz.de/10014305372
Saved in:
8
The role of aggregate risk aversion in the pricing of economic uncertainty
Ren, Kangyu
;
Qin, Tianyu
;
Mu, Yuandong
- In:
Applied economics letters
30
(
2023
)
14
,
pp. 1896-1903
Persistent link: https://www.econbiz.de/10014305383
Saved in:
9
Income allocation of "insurance + futures" with risk modified Shapley value method
Wang, Haiping
;
Xu, Sining
- In:
Applied economics letters
30
(
2023
)
6
,
pp. 740-750
Persistent link: https://www.econbiz.de/10013553952
Saved in:
10
Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang
;
Liu, Peipei
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
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