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~isPartOf:"AEI studies in telecommunications deregulation"
~isPartOf:"Journal of applied econometrics"
~subject:"Country risk"
~subject:"Euro area"
~subject:"Theory"
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Country risk
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2
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Lucas, André
7
Koopman, Siem Jan
4
Schwaab, Bernd
2
Barra, István
1
Creal, Drew
1
D'Innocenzo, Enzo
1
Dijk, Dick van
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Franses, Philip Hans
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AEI studies in telecommunications deregulation
Journal of applied econometrics
Discussion paper / Tinbergen Institute
70
Working paper series / European Central Bank
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
International journal of forecasting
4
Report / Erasmus Center for Financial Research, Erasmus University
3
Sveriges Riksbank working paper series
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CFS working paper series
2
Discussion papers in statistics and econometrics
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Econometric reviews
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Economics letters
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Report / Econometric Institute, Erasmus University Rotterdam
2
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
2
Applied mathematical finance
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Applying Kernel and nonparametric estimation to economic topics
1
Auditing : a journal of practice & theory
1
CefES paper series
1
DNB working paper
1
Discussion paper / Tinbergen Institue / Tinbergen Institute
1
Discussion papers in economics
1
Econometric theory
1
Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
1
Finance research letters
1
Global COE Hi-Stat discussion paper series
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International journal of applied econometrics and quantitative studies : IJAEQS
1
Journal of banking & finance
1
Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of money, credit and banking : JMCB
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Reihe Quantitative Ökonomie : Ökon
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Rotterdam Institute for Business Economic Studies
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Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
1
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
1
Systemic risk tomography : signals, measurement and transmission channels
1
The econometrics journal
1
The review of economics and statistics
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ECONIS (ZBW)
7
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1
Heterogeneity and dynamics in network models
D'Innocenzo, Enzo
;
Lucas, André
;
Opschoor, Anne
; …
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 150-173
Persistent link: https://www.econbiz.de/10014474448
Saved in:
2
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
3
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
4
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
5
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
6
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
Saved in:
7
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
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