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~isPartOf:"Research in international business and finance"
~source:"econis"
~subject:"State space model"
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State space model
Zustandsraummodell
14
Capital income
5
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4
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4
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Research in international business and finance
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Economics letters
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International journal of forecasting
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Finance research letters
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CAMA working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Interdependence between foreign exchange rate and international reserves : fresh evidence from China
Jiang, Zhuhua
;
Yoon, Seong-min
- In:
Research in international business and finance
69
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015052405
Saved in:
2
Hedging gas in a multi-frequency semiparametric CVaR portfolio
Živkov, Dejan
;
Balaban, Suzana
;
Simić, Milica
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014451522
Saved in:
3
Correlation between geopolitical risk, economic policy uncertainty, and Bitcoin using partial and multiple wavelet coherence in P5 + 1 nations
Sanjeet Singh
;
Bansal, Pooja
;
Bhardwaj, Nav
- In:
Research in international business and finance
63
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248923
Saved in:
4
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
5
Causal relationship between spot and futures prices with multiple time horizons : a nonparametric wavelet Granger causality test
Torun, Erdost
;
Chang, Tzu-pu
;
Chou, Ray Yeutien
- In:
Research in international business and finance
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012543339
Saved in:
6
The forward premium anomaly in the energy futures markets : a time-varying approach
Charfeddine, Lanouar
;
Ben Khediri, Karim
;
Mrabet, Zouhair
- In:
Research in international business and finance
47
(
2019
),
pp. 600-615
Persistent link: https://www.econbiz.de/10012135806
Saved in:
7
Time-frequency analysis of behaviourally classified financial asset markets
Omane-Adjepong, Maurice
;
Ababio, Kofi A.
;
Alagidede, …
- In:
Research in international business and finance
50
(
2019
),
pp. 54-69
Persistent link: https://www.econbiz.de/10012176983
Saved in:
8
Information transmission across stock indices and stock index futures : international evidence using wavelet framework
Aloui, Chaker
;
Hkiri, Besma
;
Lau, Chi Keung
;
Yarovaya, …
- In:
Research in international business and finance
44
(
2018
),
pp. 411-421
Persistent link: https://www.econbiz.de/10011983072
Saved in:
9
Estimating the credibility of Brazilian monetary policy using a Kalman filter approach
Klotzle, Marcelo Cabus
;
Pinto, Antônio Carlos Figueiredo
; …
- In:
Research in international business and finance
41
(
2017
),
pp. 37-53
Persistent link: https://www.econbiz.de/10011912874
Saved in:
10
Dynamic herding analysis in a frontier market
Arjoon, Vaalmikki
;
Bhatnagar, Chandra Shekhar
- In:
Research in international business and finance
42
(
2017
),
pp. 496-508
Persistent link: https://www.econbiz.de/10011750464
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