Works matching IS 03777332 AND DT 2021 AND VI 61 AND IP 2

Results: 20

A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 799, doi. 10.1007/s00181-020-01916-1

By:

Qian, Yan;
Wang, Zijun

Publication type:

Article

Electricity derivatives: an application to the futures Italian market.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 637, doi. 10.1007/s00181-020-01915-2

By:

Casula, Laura;
Masala, Giovanni

Publication type:

Article

Embedding effect and the consequences of advanced disclosure: evidence from the valuation of cultural goods.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 1039, doi. 10.1007/s00181-020-01897-1

By:

Carrasco Garcés, Moisés;
Vasquez-Lavin, Felipe;
Ponce Oliva, Roberto D.;
Bustamante Oporto, José Luis;
Barrientos, Manuel;
Cerda, Arcadio A.

Publication type:

Article

Multivariate time-varying parameter modelling for stock markets.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 947, doi. 10.1007/s00181-020-01896-2

By:

Neslihanoglu, Serdar;
Bekiros, Stelios;
McColl, John;
Lee, Duncan

Publication type:

Article

Convergence in obesity and overweight rates across OECD countries: evidence from the stochastic and club convergence tests.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 1063, doi. 10.1007/s00181-020-01895-3

By:

Kasman, Saadet;
Kasman, Adnan

Publication type:

Article

Crises, market shocks, and herding behavior in stock price forecasts.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 919, doi. 10.1007/s00181-020-01894-4

By:

Tsuchiya, Yoichi

Publication type:

Article

Cost of CO2 emission mitigation and its decomposition: evidence from coal-fired thermal power sector in India.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 693, doi. 10.1007/s00181-020-01892-6

By:

Kumar, Surender;
Jain, Rakesh Kumar

Publication type:

Article

Horizon confidence sets.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 667, doi. 10.1007/s00181-020-01891-7

By:

Fosten, Jack;
Gutknecht, Daniel

Publication type:

Article

Does high debt ratio influence Chinese firms' performance? A semiparametric stochastic frontier approach with zero inefficiency.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 587, doi. 10.1007/s00181-020-01889-1

By:

Wang, Taining;
Tian, Jinjing;
Yao, Feng

Publication type:

Article

Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 855, doi. 10.1007/s00181-020-01888-2

By:

Cipollini, Andrea;
Mikaliunaite, Ieva

Publication type:

Article

International confidence spillovers and business cycles in small open economies.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 773, doi. 10.1007/s00181-020-01887-3

By:

Brzoza-Brzezina, Michał;
Kotłowski, Jacek

Publication type:

Article

Bank stability and economic growth: trade-offs or opportunities?

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 827, doi. 10.1007/s00181-020-01886-4

By:

Stewart, Robert;
Chowdhury, Murshed;
Arjoon, Vaalmikki

Publication type:

Article

Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 973, doi. 10.1007/s00181-020-01882-8

By:

Nonejad, Nima

Publication type:

Article

Return and volatility spillovers to African equity markets and their determinants.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 883, doi. 10.1007/s00181-020-01881-9

By:

Atenga, Eric Martial Etoundi;
Mougoué, Mbodja

Publication type:

Article

Can licensing induce productivity? Exploring the IPR effect.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 549, doi. 10.1007/s00181-020-01880-w

By:

Canavire-Bacarreza, Gustavo;
Castro Peñarrieta, Luis

Publication type:

Article

On Zipf's law and the bias of Zipf regressions.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 529, doi. 10.1007/s00181-020-01879-3

By:

Schluter, Christian

Publication type:

Article

Revisiting the link between output growth and volatility: panel GARCH analysis.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 743, doi. 10.1007/s00181-020-01878-4

By:

Deniz, Pinar;
Stengos, Thanasis;
Yazgan, M. Ege

Publication type:

Article

"Who'll take the chair?" Maternal employment effects of a Polish (pre)school reform.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 1097, doi. 10.1007/s00181-020-01877-5

By:

Akgündüz, Yusuf Emre;
van Huizen, Thomas;
Plantenga, Janneke

Publication type:

Article

Racial demographics and cigarette tax shifting: evidence from scanner data.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 1011, doi. 10.1007/s00181-020-01876-6

By:

Kim, Hyunchul;
Lee, Dongwon

Publication type:

Article

Dynamic linkage between oil prices and exchange rates: new global evidence.

Published in:

Empirical Economics, 2021, v. 61, n. 2, p. 719, doi. 10.1007/s00181-020-01874-8

By:

Huang, Bwo-Nung;
Lee, Chi-Chuan;
Chang, Yu-Fang;
Lee, Chien-Chiang

Publication type:

Article