Search Results - subject:"Variance Decomposition"

Habib, Syeda Sumaiya; Sharif, Md. Shahanawaz; Hossain, … - In: Business and Economic Research : BER 9 (2019) 3, pp. 134-149

Persistent link: https://www.econbiz.de/10012220704

Ahalawat, Shweta; Patro, Archana - In: Cogent economics & finance 7 (2019) 1, pp. 1-14

root test, variance decomposition under vector autoregressive (VAR) approach, impulse response function and Granger …

Persistent link: https://www.econbiz.de/10012024051

Buse, Rebekka; Schienle, Melanie - 2019

(CDS) and bond data. The connectedness measure is based on an out-of-sample variance decomposition of model forecast errors …

Persistent link: https://www.econbiz.de/10011958223

Kajurová, Veronika; Linnertová, Dagmar - In: Eastern European economics : EEE 60 (2022) 4, pp. 330-351

Persistent link: https://www.econbiz.de/10013363050

Agnello, Luca; Castro, Vítor; Sousa, Ricardo M. - In: Journal of international financial markets, … 80 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013533144

Mihai, Marius M.; Mansur, Iqbal - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013494275

Ben Aissia, Dorsaf; Neffati, Nizar - In: American journal of finance and accounting 7 (2022) 2, pp. 90-124

Persistent link: https://www.econbiz.de/10014434368

Adcock, Christopher; Bessler, Wolfgang; Conlon, Thomas - In: Journal of empirical finance 65 (2022), pp. 24-50

Persistent link: https://www.econbiz.de/10013286399

Andrada Félix, Julián; Fernandez-Perez, Adrian; … - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 905-931

Persistent link: https://www.econbiz.de/10012819510

Zaefarian, Ghasem; Iurkov, Viacheslav; Koval, Mariia - In: Industrial marketing management : the international … 107 (2022), pp. 315-322

Persistent link: https://www.econbiz.de/10014230705

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