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  • Search: subject:"Changepoint analysis"
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Year of publication
Subject
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Changepoint analysis 2 Estimation 2 Schätzung 2 Aktienmarkt 1 Cash holdings 1 CoVaR 1 Commodity price 1 Commodity prices 1 Copula 1 Estimation theory 1 Exchange rate 1 Geldnachfrage 1 Interest rate 1 Lateinamerika 1 Latin America 1 Latin American stock markets 1 Money demand 1 Multivariate Verteilung 1 Multivariate distribution 1 Preiskonvergenz 1 Price convergence 1 Rohstoffpreis 1 Schätztheorie 1 Stock market 1 Time-varying coefficients (TVC) model 1 Volatility 1 Volatilität 1 Wechselkurs 1 Yield curve 1 Zins 1 Zinsstruktur 1
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Elyasiani, Elyas 1 Manner, Hans 1 Movaghari, Hadi 1 Rodriguez, Gabriel 1 Stöckler, Florian 1
Published in...
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International review of economics & finance : IREF 1 The quarterly review of economics and finance 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Money demand function with time-varying coefficients
Elyasiani, Elyas; Movaghari, Hadi - In: The quarterly review of economics and finance 98 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10015188528
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A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans; Rodriguez, Gabriel; Stöckler, Florian - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
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