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Fragile Liquidity
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331
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202
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Phillips, Peter C. B.
32
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
16
Ghysels, Eric
15
Gouriéroux, Christian
15
Timmermann, Allan
15
Aït-Sahalia, Yacine
14
Granger, C. W. J.
14
Swanson, Norman R.
14
Li, Qi
13
Yu, Jun
13
Hsiao, Cheng
12
Schmidt, Peter
12
Taylor, Robert
12
Chib, Siddhartha
11
Corradi, Valentina
11
Diebold, Francis X.
11
Linton, Oliver
11
Steel, Mark F. J.
11
Maasoumi, Esfandiar
10
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10
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10
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9
Barnett, William A.
9
Bollerslev, Tim
9
Dijk, Herman K. van
9
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9
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9
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9
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9
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9
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9
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9
Tsionas, Efthymios G.
9
Bai, Jushan
8
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8
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(EC)2 Conference <1, 1990; 2, 1991>
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National Bureau of Economic Research
1
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Journal of econometrics
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9,938
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3,008
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2,834
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2,781
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2,759
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2,594
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2,543
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2,415
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2,345
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2,295
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2,254
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2,237
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2,225
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2,218
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2,218
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2,103
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1,981
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1,906
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1,902
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1,774
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ECONIS (ZBW)
1,752
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1
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
2
Methods for measuring expectations and uncertainty in Markov-switching models
Bianchi, Francesco
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10011591621
Saved in:
3
Business-cycle consumption
risk
and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
4
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
5
Multiperiod corporate default prediction : a forward intensity approach
Duan, Jin-Chuan
;
Sun, Jie
;
Wang, Tao
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 191-209
Persistent link: https://www.econbiz.de/10009673113
Saved in:
6
Market
liquidity
as dynamic factors
Hallin, Marc
;
Mathias, Charles
;
Pirotte, Hugues
; …
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 42-50
Persistent link: https://www.econbiz.de/10009270591
Saved in:
7
Modeling frailty-correlated defaults using many macroeconomic covariates
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10009270628
Saved in:
8
Reinforced urn processes for credit
risk
models
Peluso, Stefano
;
Mira, Antonietta
;
Mulière, Pietro
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011326824
Saved in:
9
Mixture of distribution hypothesis : analyzing daily
liquidity
frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
10
Commercial and residential mortgage defaults : spatial dependence with frailty
Babii, Andrii
;
Chen, Xi
;
Ghysels, Eric
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 47-77
Persistent link: https://www.econbiz.de/10012303871
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