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Uncertainty and economic activity : a multi-country perspective
Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - 2018
Persistent link: https://www.econbiz.de/10011812225
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Uncertainty and economic activity : a multicountry perspective : editor's choice
Cesa-Bianchi, Ambrogio; Pesaran, M. Hashem; Rebucci, … - In: The review of financial studies 33 (2020) 8, pp. 3393-3445
Persistent link: https://www.econbiz.de/10012248939
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10003981032
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - 2010
diagnostics when applied to the post 2007 period that includes the recent financial crisis. -- volatilities and correlations …
Persistent link: https://www.econbiz.de/10003965868
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash
Pesaran, Bahram - 2013
diagnostics when applied to the post 2007 period that includes the recent financial crisis …
Persistent link: https://www.econbiz.de/10013094817
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Exploring the international linkages of the euro area : a global VAR analysis
Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem; … - 2005
the monetary policy shocks, and consider the time profiles of their effects on the euro area. To this end we include the …
Persistent link: https://www.econbiz.de/10002746106
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Exploring the international linkages of the euro area : a global VAR analysis ; presented at CESifo Area Conference on Macro, Money and International Finance, February 2005
Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem - 2005
the monetary policy shocks, and consider the time profiles of their effects on the euro area. To this end we include the …
Persistent link: https://www.econbiz.de/10002754808
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Exploring the international linkages of the euro area : a global VAR anaylsis
Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem; … - 2005
Persistent link: https://www.econbiz.de/10002808817
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Exploring the international linkages of the euro area : a global VAR analysis
Dées, Stéphane; Di Mauro, Filippo; Pesaran, M. Hashem; … - In: Journal of applied econometrics 22 (2007) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10003448504