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~person:"Apostolakis, George N."
~person:"Koop, Gary"
~subject:"Volatilität"
~subject:"vector autoregressive process"
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Volatilität
vector autoregressive process
labor market dynamics
5
sign-restricted impulse responses
5
time-varying parameter VAR
5
unemployment hazards
5
Volatility
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Impact assessment
3
Schock
3
Schätzung
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Shock
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Spillover effect
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Spillover-Effekt
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VAR model
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Wirkungsanalyse
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Arbeitslosigkeit
2
Arbeitsmobilität
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Asymmetric effects
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Börsenkurs
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Coronavirus
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Fractionally Integrated Models
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Futures
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Impulse Responses
2
Labour mobility
2
Oil price
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Share price
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Time Series
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Time series analysis
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Trend Stationarity
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Unemployment
2
Unit Root
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VECM
2
Volatility impulse responses
2
Volatility spillovers
2
Welt
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World
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Zeitreihenanalyse
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Apostolakis, George N.
Koop, Gary
Staszewska-Bystrova, Anna
17
Winker, Peter
17
Lütkepohl, Helmut
16
Luetkepohl, Helmut
7
Lanne, Markku
5
Floros, Christos
3
Gillas, Konstantinos Gkillas
3
Wohar, Mark E.
3
Allen, David E.
2
Caporale, Guglielmo Maria
2
Chang, Chia-Lin
2
Kyriacou, Kyriacos
2
McAleer, Michael
2
Singh, Abhay Kumar
2
Abdelkefi, Samar Zlitni
1
Abid, Ilyes
1
Alexandridis, George
1
Amir Ahmadi, Pooyan
1
Campolieti, Michele
1
Cao, Jin
1
Chomicz-Grabowska, Agnieszka M.
1
Funke, Michael
1
Gefang, Deborah
1
Heybati, Reza
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Kaabia, Olfa
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Khoufi, Walid
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Liu, Xiaochun
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Loermann, Julius
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Lyu, Yongjian
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Matthes, Christian
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Mengesha, Lula G.
1
Miller, Tom W.
1
Mkaouar, Farid
1
Orłowski, Lucjan T.
1
Sahoo, S.
1
Saini, Sakshi
1
Sehgal, Sanjay
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Spagnolo, Nicola
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University of Strathclyde / Department of Economics
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Energy economics
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Journal of international financial markets, institutions & money
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Strathclyde discussion papers in economics
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
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Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
2
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
3
Financial stress, economic policy uncertainty, and oil price uncertainty
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Energy economics
104
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013364361
Saved in:
4
Time variation in the dynamics of worker flows : evidence from the US and Canada
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009531109
Saved in:
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