Search Results - subject:"quantile vector autoregression"

Changing dynamics and tail risks of aggregate demand and income distribution

Barrales-Ruiz, Jose; Mendieta-Muñoz, Ivan - 2024

study the interactions between aggregate demand and income distribution in both periods using structural quantile vector … autoregression models. This allows us to assess the informational content of the dynamic interactions at all parts of the relevant …

Persistent link: https://www.econbiz.de/10015394093

Changing dynamics and tail risks of aggregate demand and income distribution

Barrales-Ruiz, Jose; Mendieta-Muñoz, Ivan - 2024

Persistent link: https://www.econbiz.de/10015194294

Connectedness between healthcare cryptocurrencies and major asset classes : implications for hedging and investments strategies

Patel, Ritesh Jayantibhai; Gubareva, Mariya; Chishti, … - In: International review of financial analysis 93 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014543529

Directional connectedness between the electricity prices and natural gas prices : evidence from Alberta's electricity market

Oviedo-Gómez, Andrés; Londoño-Hernández, Sandra Milena - In: Studies in economics and finance 42 (2025) 1, pp. 115-134

Persistent link: https://www.econbiz.de/10015199640

Food-fuel nexus beyond mean-variance : new evidence from a quantile approach

Wang, Linjie; Etienne, Xiaoli Liao; Li, Jian - In: Journal of commodity markets : JCM 36 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10015162613

Extreme return connectedness between DeFi tokens and traditional financial markets : an entrepreneurial perspective

Gunay, Samet; Muhammed, Shahnawaz; Kirimhan, Destan; … - In: Decentralized Finance : The Impact of Blockchain-Based …, (pp. 31-50). 2024

Persistent link: https://www.econbiz.de/10014477803

Investigating extreme linkage topology in the aerospace and defence industry

Bouri, Elie; Quinn, Barry; Sheenan, Lisa; Tang, Yayan - In: International review of financial analysis 93 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014543474

Dynamic connectedness of inflation around the world : a time-varying approach from G7 and E7 countries

Jiang, Yanhui; Qu, Bo; Hong, Yun; Xiao, Xiyue - In: The quarterly review of economics and finance 95 (2024), pp. 111-125

Persistent link: https://www.econbiz.de/10014631376

Food, energy, and water nexus : a study on interconnectedness and trade-offs

Ghosh, Bikramaditya; Gubareva, Mariya; Ghosh, Anandita; … - In: Energy economics 133 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10015049456

A risk management perspective on macroprudential policy

Chavleishvili, Sulkhan; Fahr, Stephan; Kremer, Manfred; … - 2021

Macroprudential policymakers assess medium-term downside risks to the real economy arising from financial imbalances and implement policies aimed at managing those risks. In doing so, they face an inherent intertemporal trade-off between the expected growth and downside risks. This paper reviews...

Persistent link: https://www.econbiz.de/10012605252

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