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International review of economics & finance : IREF
Journal of econometrics
455
Economics letters
208
Discussion paper series / IZA
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Econometric theory
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
134
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106
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98
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Discussion paper / Tinbergen Institute
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Energy economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
Working paper / Department of Econometrics and Business Statistics, Monash University
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1
An analysis of the return-volume relationship in decentralised finance (DeFi)
Chu, Jeffrey
;
Chan, Stephen
;
Zhang, Yuanyuan
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 236-254
Persistent link: https://www.econbiz.de/10014424205
Saved in:
2
Financial distress and jump tail risk : evidence from China's listed companies
Liu, Xiaoqun
;
Zhang, Yuchen
;
Tian, Mengqiao
;
Chao, Youcong
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 316-336
Persistent link: https://www.econbiz.de/10014427889
Saved in:
3
Risk spillover from international financial markets and China's macro-economy : a MIDAS-CoVaR-QR model
Yang, Lu
;
Cui, Xue
;
Yang, Lei
;
Hamori, Shigeyuki
;
Cai, …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 55-69
Persistent link: https://www.econbiz.de/10014342993
Saved in:
4
Determinants of corporate cash holdings : an application of a robust variable selection technique
Elyasiani, Elyas
;
Movaghari, Hadi
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 967-993
Persistent link: https://www.econbiz.de/10013342797
Saved in:
5
Time-varying comovement of stock and treasury bond markets in Europe : a quantile regression approach
Lee, Hyunchul
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012692434
Saved in:
6
Systemic risk measures and distribution forecasting of macroeconomic shocks
Chen, Guojin
;
Liu, Yanzhen
;
Zhang, Yu
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 178-196
Persistent link: https://www.econbiz.de/10012692464
Saved in:
7
A revisit of capital structure puzzle : global evidence and analysis
Hossain, Mohammed Sawkat
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 657-678
Persistent link: https://www.econbiz.de/10012692812
Saved in:
8
Publication bias in the price effects of monetary policy : a meta-regression analysis for emerging and developing economies
Thi Mai Lan Nguyen
;
Papyrakis, Elissaios
;
Bergeijk, …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 567-583
Persistent link: https://www.econbiz.de/10012627981
Saved in:
9
Analyzing slowdown and meltdowns in the African countries : new evidence using Fourier quantile unit root test
Lee, Yi-Lung
;
Ranjbar, Omid
;
Jahangard, Fateme
;
Chang, …
- In:
International review of economics & finance : IREF
65
(
2020
),
pp. 187-198
Persistent link: https://www.econbiz.de/10012385339
Saved in:
10
Formal credit and innovation : is there a uniform relationship across types of innovation?
Hewa Wellalage, Nirosha
;
Locke, Stuart
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012486758
Saved in:
11
The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns : a quantile regression approach
Das, Debojyoti
;
Kannadhasan, M.
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 563-581
Persistent link: https://www.econbiz.de/10012487016
Saved in:
12
Regional financial efficiency and its non-linear effects on economic growth in China
Hu, May
;
Jing, Zhang
;
Chao, Chi-Chur
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 193-206
Persistent link: https://www.econbiz.de/10012202512
Saved in:
13
The impact of tail risk on stock market returns : the role of market sentiment
Chevapatrakul, Thanaset
;
Xu, Zhongxiang
;
Yao, Kai
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 289-301
Persistent link: https://www.econbiz.de/10012202875
Saved in:
14
Nonlinear effects of P2P lending on bank loans in a Panel Smooth Transition Regression model
Zhang, Zan
;
Hu, Wenjun
;
Chang, Tsangyao
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 468-473
Persistent link: https://www.econbiz.de/10012203264
Saved in:
15
Telehealth : emerging evidence on efficiency
Chakrabarti, Orna
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012204367
Saved in:
16
Regime shifts and stock return predictability
Hammerschmid, Regina
;
Lohre, Harald
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 138-160
Persistent link: https://www.econbiz.de/10012033680
Saved in:
17
Nonlinear relationship between institutional factors and FDI flows : dynamic panel threshold analysis
Kurul, Zühal
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 148-160
Persistent link: https://www.econbiz.de/10011747116
Saved in:
18
What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach
Lee, Hyunchul
;
Seung Mo Cho
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011754455
Saved in:
19
Threshold effects of financial stress on monetary policy rules : a panel data analysis
Floro, Danvee
;
Roye, Björn van
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 599-620
Persistent link: https://www.econbiz.de/10011754672
Saved in:
20
Do financial stress and policy uncertainty have an impact on the energy and metals markets? : a quantile regression approach
Reboredo, Juan Carlos
;
Uddin, Mohammed Gazi Salah
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 284-298
Persistent link: https://www.econbiz.de/10011625701
Saved in:
21
Time-varying nature and macroeconomic determinants of exchange rate pass-through
Ozkan, Ibrahim
;
Erden, Lutfi
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 56-66
Persistent link: https://www.econbiz.de/10011572335
Saved in:
22
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
23
Modeling OECD energy demand : an international panel smooth transition error-correction model
Lee, Chien-chiang
;
Chiu, Yi-bin
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 372-383
Persistent link: https://www.econbiz.de/10009693287
Saved in:
24
Nonlinear earnings persistence
Cheng, Che-hui
;
Wu, Po-chin
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 156-168
Persistent link: https://www.econbiz.de/10009693328
Saved in:
25
Estimating the spot rate curve using the Nelson-Siegel model : a ridge regression approach
Annaert, Jan
;
Claes, Anouk G. P.
;
De Ceuster, Marc J.
; …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 482-496
Persistent link: https://www.econbiz.de/10009740778
Saved in:
26
Nonlinear bilateral trade balance-fundamentals nexus : a panel smooth transition regression approach
Wu, Po-chin
;
Liu, Shiao-yen
;
Pan, Sheng-chieh
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 318-329
Persistent link: https://www.econbiz.de/10009740797
Saved in:
27
Return distribution predictability and its implications for portfolio selection
Zhu, Min
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 209-223
Persistent link: https://www.econbiz.de/10009740823
Saved in:
28
Identifying multiple regimes in the model of credit to households
Serwa, Dobromił
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 198-208
Persistent link: https://www.econbiz.de/10009740826
Saved in:
29
Causality between trading volume and returns : evidence from quantile regressions
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 144-159
Persistent link: https://www.econbiz.de/10009740837
Saved in:
30
The impact of real income on insurance premiums : evidence from panel data
Lee, Chien-chiang
;
Chiu, Yi-bin
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 245-260
Persistent link: https://www.econbiz.de/10009486124
Saved in:
31
Corporate governance and cash holdings : a quantile regression approach
Kuan, Tsung-han
;
Li, Chu-shiu
;
Liu, Chwen-chi
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 303-314
Persistent link: https://www.econbiz.de/10009690156
Saved in:
32
Volatility forecasting of exchange rate by quantile regression
Huang, Alex
;
Peng, Sheng-pen
;
Li, Fangjhy
;
Ke, Ching-jie
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 591-606
Persistent link: https://www.econbiz.de/10009303959
Saved in:
33
Asymmetric output growth effects of government spending : cross-sectional and panel data evidence
Wahab, Mamoud S.
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 574-590
Persistent link: https://www.econbiz.de/10009303966
Saved in:
34
The dynamics of market structure and firm-level adjustment to India's pro-market economic liberalizing reforms, 1988 - 2006 : a time varying panel smooth transition regression (TV-...
Geng, Nan
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 506-519
Persistent link: https://www.econbiz.de/10009303995
Saved in:
35
The puzzling dual of the uncovered interest parity puzzle evidence from Pacific Rim capital flows
Cook, David
- In:
International review of economics & finance : IREF
18
(
2009
)
3
,
pp. 449-456
Persistent link: https://www.econbiz.de/10003881636
Saved in:
36
An examination of the economic significance of stock return predictability in UK stock returns
Fletcher, Jonathan
;
Hillier, Joe
- In:
International review of economics & finance : IREF
11
(
2002
)
4
,
pp. 373-392
Persistent link: https://www.econbiz.de/10001719424
Saved in:
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