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~person:"Spagnolo, Fabio"
~subject:"Kapitaleinkommen"
~type_genre:"Arbeitspapier"
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Kapitaleinkommen
Volatility
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Spagnolo, Fabio
Caporale, Guglielmo Maria
12
Gupta, Rangan
10
Spagnolo, Nicola
10
Engle, Robert F.
9
Bauwens, Luc
7
Chang, Chia-Lin
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McAleer, Michael
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Paolella, Marc S.
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Haas, Markus
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Teräsvirta, Timo
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Wolf, Michael
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Mittnik, Stefan
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Grassi, Stefano
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Lanne, Markku
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Lucas, André
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Roengchai Tansuchat
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Amisano, Gianni
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Andersen, Torben
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Bollerslev, Tim
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Bouri, Elie
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Cepni, Oguzhan
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Christensen, Bent Jesper
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De Nard, Gianluca
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Geweke, John
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Jondeau, Eric
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Kočenda, Evžen
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Lux, Thomas
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Nguyen, Duc Binh Benno
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Raaij, Gabriela de
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ECONIS (ZBW)
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1
Macro news and bond yield spreads in the Euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
estimation of a VAR-
GARCH
model. The results can be summarized as follows. Negative news have significant positive effects on …
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
estimation of a VAR-
GARCH
model. The results can be summarised as follows. Negative news have significant positive effects on …
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
-2013. The econometric analysis is based on the estimation of a VAR-
GARCH
-in-mean model. The results can be summarised as follows …
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
- 2013. The econometric analysis is based on the estimation of a VAR-
GARCH
-in-mean model. The results can be summarised as …
Persistent link: https://www.econbiz.de/10010383808
Saved in:
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