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Degiannakis, Stavros; Filis, George; Kizys, Renatas - In: The energy journal 35 (2014) 1, pp. 35-56

Persistent link: https://www.econbiz.de/10010246079

Macroeconomic fluctuations and the forward yield curve

Chirinos, Ana María; Pagliacci, Carolina - 2014

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Noisy news and exchange rates : a SVAR approach

Redl, Chris - In: Journal of international money and finance 58 (2015), pp. 150-171

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The oil price shocks and Nordic stock markets

Zhang, Dengjun; Asche, Frank - In: International journal of trade and global markets 7 (2014) 4, pp. 300-315

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Macroeconomic shocks and the forward yield curve : how important is monetary policy?

Chirinos, Ana María; Pagliacci, Carolina - In: Macroeconomics and finance in emerging market economies 8 (2015) 1/3, pp. 201-223

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Identifying shocks via time-varying volatility

Lewis, Daniel J. - 2018

An n-variable structural vector auto-regression (SVAR) can be identified (up to shock order) from the evolution of the … process. I propose a new identification argument that identifies the SVAR up to shock orderings using the autocovariance …

Persistent link: https://www.econbiz.de/10011926201

Nonlinear models for the sources of real effective exchange rate fluctuations : evidence from the Republic of Korea

Meng, Xiangcai; Huang, Chia-Hsing - In: Japan and the world economy : international journal of … 40 (2016), pp. 21-30

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Oil price volatility, investment and sectoral responses : the Thai experience

Wadud, I. K. M. Mokhtarul; Ali Ahmed, Huson Joher - In: The journal of developing areas 50 (2016) 3, pp. 357-379

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Electoral uncertainty and the volatility of international capital flows in Nigeria

Balakeffi, Ladi Raulatu; Oboh, Victor Ugbem; Adeleke, … - In: International journal of business and emerging markets … 14 (2022) 4, pp. 349-373

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Economic uncertainty, oil prices, hedging and US stock returns of the airline industry

Kang, Wensheng; Perez de Gracia, Fernando; Ratti, Ronald A. - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012822072