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~isPartOf:"International review of economics & finance : IREF"
~subject:"Forecasting model"
~subject:"Geldpolitik"
~subject:"Zeitreihenanalyse"
~subject:"Ölpreis"
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Forecasting model
Geldpolitik
Zeitreihenanalyse
Ölpreis
Estimation
33
Schätzung
33
Structural break
27
Strukturbruch
27
Exchange rate regime
23
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Abakah, Emmanuel Joel Aikins
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International review of economics & finance : IREF
Applied economics
59
Economic modelling
59
Energy economics
58
Journal of econometrics
42
Economics letters
40
Applied economics letters
35
CESifo working papers
34
NBER working paper series
34
Journal of international money and finance
33
Working paper / National Bureau of Economic Research, Inc.
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
International journal of forecasting
27
NBER Working Paper
27
Discussion paper / Centre for Economic Policy Research
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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25
Discussion paper / Tinbergen Institute
23
Journal of forecasting
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
IMF working papers
21
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of macroeconomics
19
Journal of economic dynamics & control
18
Finance research letters
16
Journal of empirical finance
16
Discussion papers / CEPR
15
Journal of money, credit and banking : JMCB
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Macroeconomic dynamics
14
Econometrics : open access journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International Journal of Energy Economics and Policy : IJEEP
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Journal of applied econometrics
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CREATES research paper
12
European economic review : EER
12
International journal of finance & economics : IJFE
12
International review of financial analysis
11
Open economies review
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ECONIS (ZBW)
27
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1
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
2
Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua
;
Zeng, Qing
;
Li, Tao
- In:
International review of economics & finance : IREF
81
(
2022
),
pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
Saved in:
3
House price decoupling in East Asia and the Pacific : trilemma versus dilemma revisited
Cheng, Ruijie
;
Rajan, Ramkishen S.
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 518-539
Persistent link: https://www.econbiz.de/10013345753
Saved in:
4
Risk-premium shocks and the prudent exchange rate policy
Ali, Syed Zahid
;
Anwar, Sajid
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 97-122
Persistent link: https://www.econbiz.de/10013330739
Saved in:
5
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
6
Let's take a smooth break : stock return predictability revisited
Luo, Shikong
;
Yan, Xinyan
;
Yang, Haoyi
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 300-314
Persistent link: https://www.econbiz.de/10012692492
Saved in:
7
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
8
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
9
Volatility forecasting of crude oil market : can the
regime
switching GARCH model beat the single-
regime
GARCH models?
Zhang, Yue-jun
;
Yao, Ting
;
He, Ling-yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
Saved in:
10
Predicting corporate bankruptcy : what matters?
Li, Leon
;
Faff, Robert W.
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012205443
Saved in:
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