//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"McMillan, David G."
~person:"Pedio, Manuela"
~person:"Timmerman, Allan"
~subject:"VAR-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Pessimistic beliefs under rati...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
VAR-Modell
Forecasting model
24
Prognoseverfahren
24
Capital income
21
Estimation
21
Kapitaleinkommen
21
Schätzung
21
Theorie
16
Theory
16
Geldpolitik
11
Markov chain
11
Markov-Kette
11
Monetary policy
11
Time series analysis
11
Zeitreihenanalyse
11
Portfolio selection
9
Portfolio-Management
9
Yield curve
9
Zinsstruktur
9
VAR model
8
Financial crisis
7
Finanzkrise
7
Börsenkurs
6
Corporate bond
6
Regression analysis
6
Regressionsanalyse
6
Share price
6
Unconventional monetary policy
6
Unternehmensanleihe
6
Ansteckungseffekt
5
Contagion effect
5
Geldpolitische Transmission
5
Impact assessment
5
Monetary transmission
5
Public bond
5
USA
5
United States
5
Wirkungsanalyse
5
Öffentliche Anleihe
5
Anleihe
4
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Article
5
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
8
Author
All
McMillan, David G.
Pedio, Manuela
Timmerman, Allan
Guidolin, Massimo
17
Hyde, Stuart
7
Orlov, Alexei G.
3
Massagli, Valentina
2
Bianchi, Daniele
1
Ferrario, Andrea
1
Ono, Sadayuki
1
more ...
less ...
Published in...
All
Working papers / Innocenzo Gasparini Institute for Economic Research
3
Finance research letters
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Quantitative finance and economics
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Unconventional monetary policies and the corporate bond market
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Finance research letters
11
(
2014
)
3
,
pp. 203-212
Persistent link: https://www.econbiz.de/10010441885
Saved in:
2
Comparing in- and out-of-sample approaches to variance decomposition-based estimates of network connectedness an application to the Italian banking system
Ferrario, Andrea
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 661-701
Persistent link: https://www.econbiz.de/10012156828
Saved in:
3
Identifying and measuring the contagion channels at work in the European financial crises
Guidolin, Massimo
;
Pedio, Manuela
-
2016
-
This version: August, 2016
Persistent link: https://www.econbiz.de/10011806010
Saved in:
4
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
-
2015
-
This version: November, 2015
Persistent link: https://www.econbiz.de/10011809312
Saved in:
5
The impact of monetary policy on corporate bonds under regime shifts
Guidolin, Massimo
;
Orlov, Alexei G.
;
Pedio, Manuela
- In:
Journal of banking & finance
80
(
2017
),
pp. 176-202
Persistent link: https://www.econbiz.de/10011816268
Saved in:
6
Identifying and measuring the contagion channels at work in the European financial crises
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 117-134
Persistent link: https://www.econbiz.de/10011892337
Saved in:
7
Does the cost of private debt respond to monetary policy? : heteroskedasticity-based identification in a model with regimes
Guidolin, Massimo
;
Massagli, Valentina
;
Pedio, Manuela
-
2021
-
This version: February, 2021
Persistent link: https://www.econbiz.de/10012495230
Saved in:
8
Does the cost of private debt respond to monetary policy? : heteroskedasticity-based identification in a model with regimes
Guidolin, Massimo
;
Massagli, Valentina
;
Pedio, Manuela
- In:
The European journal of finance
27
(
2021
)
18
,
pp. 1804-1833
Persistent link: https://www.econbiz.de/10013373203
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->