Showing 251 - 260 of 311
Persistent link: https://www.econbiz.de/10005164929
Persistent link: https://www.econbiz.de/10005168291
Persistent link: https://www.econbiz.de/10005311709
Persistent link: https://www.econbiz.de/10005239885
No Abstract
Persistent link: https://www.econbiz.de/10005200878
Persistent link: https://www.econbiz.de/10005205565
Persistent link: https://www.econbiz.de/10005207989
This paper applies the Dynamic Conditional Correlation (DCC) multivariate GARCH model of Engle (2002), in order to examine the time-varying conditional correlations to the weekly index returns of seven emerging stock markets of Central and Eastern Europe. We used weekly data for the period...
Persistent link: https://www.econbiz.de/10009194677
Over the last twenty years the statistical properties of inflation persistence has been the subject of intense investigation and debate without reaching a unanimous conclusion yet. In this article we attempt to shed further light to this debate using a battery of econometric techniques in order...
Persistent link: https://www.econbiz.de/10010549534
Persistent link: https://www.econbiz.de/10008565527