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~isPartOf:"IMF staff country report"
~subject:"Theorie"
~subject:"USA"
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1
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
2
Evaluating fiscal effort in heterogeneous contexts using a conditional nonparametric frontier approach
Pedraja, Francisco M.
;
Polo, Cristina
;
Suárez …
- In:
Applied economics
52
(
2020
)
7
,
pp. 710-725
Persistent link: https://www.econbiz.de/10012197459
Saved in:
3
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
4
Dynamics and synchronization of global equilibrium interest rates
Beyer, Robert
;
Milivojević, Lazar
- In:
Applied economics
55
(
2023
)
28
,
pp. 3195-3214
Persistent link: https://www.econbiz.de/10014299143
Saved in:
5
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
6
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
7
Non-linear dependence modelling with bivariate copulas : statistical arbitrage pairs trading on the S&P 100
Krauss, Christopher
;
Stübinger, Johannes
- In:
Applied economics
49
(
2017
)
52
,
pp. 5352-5369
Persistent link: https://www.econbiz.de/10011845139
Saved in:
8
Causal effects of the United States and Japan on Pacific-Rim stock markets : nonparametric quantile causality approach
Balcilar, Mehmet
;
Gupta, Rangan
;
Nguyen, Duc Khuong
; …
- In:
Applied economics
50
(
2018
)
53
,
pp. 5712-5727
Persistent link: https://www.econbiz.de/10012062898
Saved in:
9
Do futures prices exhibit maturity effect? : a nonparametric revisit
Liu, Wei-han
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 813-825
Persistent link: https://www.econbiz.de/10010398924
Saved in:
10
Human Capital Index (HCI) : from uncertainty to robustness of comparisons
Abdelkhalek, Touhami
;
Boccanfuso, Dorothée
- In:
Applied economics
54
(
2022
)
28
,
pp. 3246-3260
Persistent link: https://www.econbiz.de/10013410743
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