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~person:"Caporale, Guglielmo Maria"
~person:"Pisani-Ferry, Jean"
~person:"Smets, Frank"
~subject:"Volatilität"
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Search: ("EU-Schuldenkrise" OR "Euro" OR "Europäische Wirtschafts- und Währungsunion") AND NOT isPartOf:Wirtschaftsdienst
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Caporale, Guglielmo Maria
Pisani-Ferry, Jean
Smets, Frank
Spagnolo, Nicola
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1
Macro news and bond yield spreads in the
Euro
area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
German Bund and on sovereign bonds in eight countries belonging to the
euro
area (Belgium, France, Greece, Ireland, Italy …
Persistent link: https://www.econbiz.de/10010417491
Saved in:
2
Macro news and bond yield spreads in the
euro
area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
German Bund and on sovereign bonds in eight countries belonging to the
euro
area (Belgium, France, Greece, Ireland, Italy …
Persistent link: https://www.econbiz.de/10010417494
Saved in:
3
Macro news and bond yield spreads in the
euro
area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
4
Macro news and stock returns in the
euro
area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
the
euro
area (Belgium, France, Germany, Greece, Ireland, Italy, Portugal and Spain) using daily data for the period 1994 …
Persistent link: https://www.econbiz.de/10010399794
Saved in:
5
Macro news and stock returns in the
euro
area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402688
Saved in:
6
Macro news and stock returns in the
euro
Area : a VAR-GARCH-in-means analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
the
euro
area (Belgium, France, Germany, Greece, Ireland, Italy, Portugal and Spain) using daily data for the period 1994 …
Persistent link: https://www.econbiz.de/10010383808
Saved in:
7
Macro News and Stock Returns in the
Euro
Area : A VAR-GARCH-in-Mean Analysis
Caporale, Guglielmo Maria
-
2014
the
euro
area (Belgium, France, Germany, Greece, Ireland, Italy, Portugal and Spain) using daily data for the period 1994 …
Persistent link: https://www.econbiz.de/10013048822
Saved in:
8
Macro News and Stock Returns in the
Euro
Area : A VAR-GARCH-in-Mean Analysis
Caporale, Guglielmo Maria
-
2014
the
euro
area (Belgium, France, Germany, Greece, Ireland, Italy, Portugal and Spain) using daily data for the period 1994 …
Persistent link: https://www.econbiz.de/10013050104
Saved in:
9
Macro news and bond yield spreads in the
euro
area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
10
Macro news and stock returns in the
Euro
area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
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