S&P500 volatility analysis using high-frequency multipower variation volatility proxies.
- Published in:
- Empirical Economics, 2018, v. 54, n. 3, p. 1297, doi. 10.1007/s00181-017-1345-z
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- Publication type:
- Article
Works matching IS 03777332 AND DT 2018 AND VI 54 AND IP 3
Results: 19
1
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Banking market structure and industry growth in the Central-East Europe region.
- Published in:
- Empirical Economics, 2018, v. 54, n. 3, p. 1319, doi. 10.1007/s00181-017-1262-1
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- Article
3
Strategic decisions on bilateral bidding behavior: evidence from a wholesale electricity market.
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- Empirical Economics, 2018, v. 54, n. 3, p. 1353, doi. 10.1007/s00181-017-1261-2
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- Publication type:
- Article
4
Public debt dynamics: the effects of austerity, inflation, and growth shocks.
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- Empirical Economics, 2018, v. 54, n. 3, p. 1087, doi. 10.1007/s00181-017-1260-3
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- Publication type:
- Article
5
A dual theory approach to estimating risk preferences in the parimutuel betting market.
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- Empirical Economics, 2018, v. 54, n. 3, p. 1335, doi. 10.1007/s00181-017-1258-x
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- Publication type:
- Article
6
Calendar effects in Latin American stock markets.
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- Empirical Economics, 2018, v. 54, n. 3, p. 1215, doi. 10.1007/s00181-017-1257-y
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- Publication type:
- Article
7
Financial crises and time-varying risk premia in a small open economy: a Markov-switching DSGE model for Estonia.
- Published in:
- Empirical Economics, 2018, v. 54, n. 3, p. 1017, doi. 10.1007/s00181-017-1256-z
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- Publication type:
- Article
8
The impact of monetary policy on local housing markets: Do regulations matter?
- Published in:
- Empirical Economics, 2018, v. 54, n. 3, p. 989, doi. 10.1007/s00181-017-1255-0
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- Publication type:
- Article
9
Leading indicators of non-performing loans in Greece: the information content of macro-, micro- and bank-specific variables.
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- Empirical Economics, 2018, v. 54, n. 3, p. 1187, doi. 10.1007/s00181-017-1247-0
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- Publication type:
- Article
10
Forecasting financial distress for French firms: a comparative study.
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- Empirical Economics, 2018, v. 54, n. 3, p. 1173, doi. 10.1007/s00181-017-1246-1
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- Article
11
Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis.
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- Empirical Economics, 2018, v. 54, n. 3, p. 1267, doi. 10.1007/s00181-017-1245-2
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- Publication type:
- Article
12
Pollution havens: international empirical evidence using a shadow price measure of climate policy stringency.
- Published in:
- Empirical Economics, 2018, v. 54, n. 3, p. 1137, doi. 10.1007/s00181-017-1244-3
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- Publication type:
- Article
13
More powerful threshold cointegration tests.
- Published in:
- Empirical Economics, 2018, v. 54, n. 3, p. 887, doi. 10.1007/s00181-017-1243-4
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- Article
14
Internalization of externalities and local government consolidation: empirical evidence from Japan.
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- Empirical Economics, 2018, v. 54, n. 3, p. 1061, doi. 10.1007/s00181-017-1242-5
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- Article
15
Does international tourism affect international trade and economic growth? The Indian experience.
- Published in:
- Empirical Economics, 2018, v. 54, n. 3, p. 945, doi. 10.1007/s00181-017-1241-6
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- Article
16
The changing transmission mechanism of US monetary policy.
- Published in:
- Empirical Economics, 2018, v. 54, n. 3, p. 959, doi. 10.1007/s00181-017-1240-7
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- Publication type:
- Article
17
Inflation-growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model.
- Published in:
- Empirical Economics, 2018, v. 54, n. 3, p. 913, doi. 10.1007/s00181-017-1237-2
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- Publication type:
- Article
18
Accelerating the transition to employment at benefit exhaustion: still possible after four years of unemployment?
- Published in:
- Empirical Economics, 2018, v. 54, n. 3, p. 1107, doi. 10.1007/s00181-017-1236-3
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- Publication type:
- Article
19
Copula-based nonlinear modeling of the law of one price for lumber products.
- Published in:
- Empirical Economics, 2018, v. 54, n. 3, p. 1237, doi. 10.1007/s00181-017-1235-4
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- Publication type:
- Article