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  • Search: subject:"Generalized Auto-Regressive Conditional Heteroscedasticity Model"
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Year of publication
Subject
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ARCH model 2 ARCH-Modell 2 Geldpolitik 2 Monetary policy 2 Aktienindex 1 Aktienmarkt 1 Asia 1 Asien 1 Börsenkurs 1 Capital Stock Market 1 Correlation 1 East Asia 1 Estimation 1 Generalized Auto-Regressive Conditional Heteroscedasticity Model 1 Impact assessment 1 Inter-Bank Interest Rate 1 Interest rate 1 Iran 1 Japan 1 Korrelation 1 Non-Linear Method 1 Ostasien 1 Quantitative Lockerung 1 Quantitative easing 1 Schätzung 1 Share price 1 Spillover 1 Spillover effect 1 Spillover-Effekt 1 Stock index 1 Stock market 1 Total Stock Market Index 1 USA 1 United States 1 Volatility 1 Volatilität 1 Wirkungsanalyse 1 Zins 1 country factors 1 dynamic correlation coefficient-generalized auto-regressive conditional heteroscedasticity model (DCC-GARCH) 1
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Free 1 Undetermined 1
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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Chen, Mei-Ping 1 Davoudi, Pedram 1 Hemmati, Maryam 1 Huang, Chun-Chie 1 Lee, Chien-Chiang 1 Zarei, Zhale 1
Published in...
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Iranian economic review : journal of University of Tehran 1 The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Evaluating the effects of the monetary policy on the total stock market index in the Iranian economy : using the TVP-VAR and GARCH approaches
Zarei, Zhale; Hemmati, Maryam; Davoudi, Pedram - In: Iranian economic review : journal of University of Tehran 28 (2024) 3, pp. 899-920
Persistent link: https://www.econbiz.de/10015402933
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The effects of U.S. unconventional monetary policy on Asian stock markets
Lee, Chien-Chiang; Chen, Mei-Ping; Huang, Chun-Chie - In: The Singapore economic review : journal of the Economic … 65 (2020) 4, pp. 917-945
Persistent link: https://www.econbiz.de/10012509364
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