Search Results - subject:"MSV"

Can cryptocurrencies hedge oil price fluctuations? : a pandemic perspective

Będowska-Sójka, Barbara; Kliber, Agata - In: Energy economics 115 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013541809

Mietspiegelrecht : MsV (Mietspiegel-VO), BGB, EGBGB : Kommentar

Börstinghaus, Ulf; Clar, Michael - 2023

Persistent link: https://www.econbiz.de/10012102002

Stable near-rational sunspot equilibria

Evans, George W.; McGough, Bruce - In: Journal of economic theory 186 (2020), pp. 1-33

Persistent link: https://www.econbiz.de/10012415899

Volatility spillover effect between financial markets : evidence since the reform of the RMB exchange rate mechanism

Xiong, Zhengde; Han, Lijun - In: Financial innovation : FIN 1 (2015) 9, pp. 1-12

financial studies. In this paper, GC-MSV model was used to study the spillover effect between the foreign exchange market and …

Persistent link: https://www.econbiz.de/10011541126

Volatility spillover effect between financial markets: evidence since the reform of the RMB exchange rate mechanism

Xiong, Zhengde; Han, Lijun - In: Financial Innovation 1 (2015) 9, pp. 1-12

financial studies. In this paper, GC-MSV model was used to study the spillover effect between the foreign exchange market and …

Persistent link: https://www.econbiz.de/10011808197

Study on globalization of shipping stocks pricing based on a DC-MSV model

Yu, Yiping - In: Modern economy 10 (2019) 12, pp. 2373-2386

Persistent link: https://www.econbiz.de/10012312524

A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model

Osiewalski, Krzysztof; Osiewalski, Jacek - In: Central European Journal of Economic Modelling and … 5 (2013) 1, pp. 65-83

with MGARCH (or sometimes MSV) disturbances. In the second approach, considered here, it is assumed that daily price levels … are linked together and, thus, the error correction term is added to the usual VAR(1)–MGARCH or VAR(1)–MSV model for …

Persistent link: https://www.econbiz.de/10010875625

Sensation seeking, message sensation value, and destinations : a cross-cultural comparison

Lu, Allan Cheng Chieh; Chi, Christina Geng-Qing; Lu, … - In: Journal of hospitality & tourism research : JHTR ; the … 41 (2017) 3, pp. 357-383

Persistent link: https://www.econbiz.de/10011650228

Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model

Osiewalski, Krzysztof; Osiewalski, Jacek - In: Central European Journal of Economic Modelling and … 4 (2012) 3, pp. 169-197

simplest among hybrid MSV-MGARCH models, which can parsimoniously describe volatility of a large number of prices or indices …

Persistent link: https://www.econbiz.de/10010875629

Hybrid MSV-MGARCH models : general remarks and the GMSF-SBEKK specification

Osiewalski, Jacek; Osiewalski, Krzysztof - In: Central European journal of economic modelling and … 8 (2016) 4, pp. 241-271

Persistent link: https://www.econbiz.de/10011634930