Narrow search
Showing 1 - 4 of 4
Cover Image
On the asymmetric U-shaped relationship between inflation, inflation uncertainty, and relative price skewness in the UK
Chaudhuri, Kausik; Greenwood-Nimmo, Matthew; Kim, Minjoo; … - In: Journal of money, credit and banking : JMCB 45 (2013) 7, pp. 1431-1449
Persistent link: https://www.econbiz.de/10010197456
Cover Image
US natural-gas price volatility and the collapse of ENRON
Abosedra, Salah S.; Chaudhuri, Kausik; Dah, Abdallah - In: The Journal of energy and development 32 (2006) 1, pp. 59-68
Persistent link: https://www.econbiz.de/10003685073
Cover Image
Testing extreme dependence in financial time series
Chaudhuri, Kausik; Sen, Rituparna; Tan, Zheng - In: Economic modelling 73 (2018), pp. 378-394
Persistent link: https://www.econbiz.de/10012100537
Cover Image
On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty and Relative Price Skewness in the UK
Chaudhuri, Kausik; Greenwood-Nimmo, Matthew; Kim, Minjoo; … - 2012
We investigate asymmetries in the relationship between the cross-sectional mean (aggregate) rate of inflation and the second and third central moments of the cross-sectional distribution of relative prices by means of a modified Calvo pricing model with regime-dependent price rigidities. We...
Persistent link: https://www.econbiz.de/10014180378