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ECONIS (ZBW)
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Wall Street sneezes and global finance catches a cold : How does geopolitical risk contribute? A tale of tail
Neto, David
- In:
Finance research letters
73
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015211455
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2
Testing and estimating time-varying elasticities of Swiss gasoline demand
Neto, David
- In:
Energy economics
34
(
2012
)
6
,
pp. 1755-1762
Persistent link: https://www.econbiz.de/10009687888
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3
The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David
- In:
Economics letters
125
(
2014
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
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4
Dépendance non-monotone : une application à la relation rendement-volume
Neto, David
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 187-216
Persistent link: https://www.econbiz.de/10003511010
Saved in:
5
Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
Neto, David
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
3
,
pp. 909-928
Persistent link: https://www.econbiz.de/10011377316
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6
Are Google searches making the Bitcoin market run amok? : A tail event analysis
Neto, David
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012822265
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7
Tracking fiscal discipline : looking for a PIIGS on the wing
Neto, David
- In:
International economics : a journal published by CEPII …
163
(
2020
),
pp. 147-154
Persistent link: https://www.econbiz.de/10012642571
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8
What to do when effective exchange rates cannot be calculated for developing economies? : PANIC?
Neto, David
- In:
Finance research letters
27
(
2018
),
pp. 283-290
Persistent link: https://www.econbiz.de/10012006882
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9
Examining interconnectedness between media attention and cryptocurrency markets : a transfer entropy story
Neto, David
- In:
Economics letters
214
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013448150
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10
Penalized leads-and-lags cointegrating regression : a simulation study and two empirical applications
Neto, David
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 949-971
Persistent link: https://www.econbiz.de/10014329094
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