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VAR model
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Morana, Claudio
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Bagliano, Fabio C.
7
Beltratti, Andrea
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Cassola, Nuno
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University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
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Euro money market spreads during the 2007 - ? financial crisis
Cassola, Nuno
;
Morana, Claudio
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 548-557
Persistent link: https://www.econbiz.de/10009615662
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2
Medium-term macroeconomic determinants of exchange rate volatility
Morana, Claudio
- In:
Journal / The Capco Institute : journal of financial …
25
(
2009
),
pp. 55-64
Persistent link: https://www.econbiz.de/10003904898
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3
The oil price-macroeconomy relationship since the mid-1980s : a global perspective
Morana, Claudio
- In:
The energy journal
34
(
2013
)
3
,
pp. 153-189
Persistent link: https://www.econbiz.de/10009771872
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4
Oil price dynamics, macro-finance interactions and the role of financial speculation
Morana, Claudio
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 206-226
Persistent link: https://www.econbiz.de/10009675544
Saved in:
5
International stock markets comovements : the role of economic and financial integration
Morana, Claudio
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
2
,
pp. 333-359
Persistent link: https://www.econbiz.de/10003758013
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6
Insights on the global macro-finance interface : structural sources of risk factor fluctuations and the cross-section of expected stock returns
Morana, Claudio
- In:
Journal of empirical finance
29
(
2014
),
pp. 64-79
Persistent link: https://www.econbiz.de/10011300504
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7
Macroeconomic and financial effects of oil price shocks : evidence for the euro area
Morana, Claudio
- In:
Economic modelling
64
(
2017
),
pp. 82-96
Persistent link: https://www.econbiz.de/10011756484
Saved in:
8
A common trends model of UK core inflation
Bagliano, Fabio C.
;
Morana, Claudio
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
1
,
pp. 157-172
Persistent link: https://www.econbiz.de/10001724138
Saved in:
9
International house prices and macroeconomic fluctuations
Beltratti, Andrea
;
Morana, Claudio
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 533-545
Persistent link: https://www.econbiz.de/10003951907
Saved in:
10
Determinants of US financial fragility conditions
Bagliano, Fabio C.
;
Morana, Claudio
- In:
Research in international business and finance
30
(
2014
),
pp. 377-392
Persistent link: https://www.econbiz.de/10010391728
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