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Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet; Usman, Ojonugwa; Gungor, Hasan; … - In: Economic modelling 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
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Macroeconomic shocks and the endogenous response of the stock market and real interest rates in a neoclassical general equilibrium model
Kong Weng Ho - In: Economic modelling 12 (1995) 1, pp. 28-34
Persistent link: https://www.econbiz.de/10001175636
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Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu; Gao, Ping; Li, Handong - In: Economic modelling 46 (2015), pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua; Li, Xiao; Zhang, Wei - In: Economic modelling 69 (2018), pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
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International stock market contagion : a CEEMDAN wavelet analysis
Zhou, Zhongbao; Lin, Ling; Li, Shuxian - In: Economic modelling 72 (2018), pp. 333-352
Persistent link: https://www.econbiz.de/10012100382
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Modelling stock price-exchange rate nexus in OECD countries : a new perspective
Salisu, Afees A.; Ndako, Umar Bida - In: Economic modelling 74 (2018), pp. 105-123
Persistent link: https://www.econbiz.de/10012101318
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High-dimensional covariance forecasting based on principal component analysis of high-frequency data
Jian, Zhihong; Deng, Pingjun; Zhu, Zhican - In: Economic modelling 75 (2018), pp. 422-431
Persistent link: https://www.econbiz.de/10012101548
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Asset prices and economic fluctuations : the implications of stochastic volatility
Chen, Junping; Xiong, Xiong; Zhu, Jie; Zhu, Xiaoneng - In: Economic modelling 64 (2017), pp. 128-140
Persistent link: https://www.econbiz.de/10011756611
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Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis - In: Economic modelling 58 (2016), pp. 104-115
Persistent link: https://www.econbiz.de/10011647056