EMU equity markets' return variance and spillover effects from the short-term interest rate (Q5746775): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Theory and inference for a Markov switching GARCH model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: An algorithm for nonparametric GARCH modelling. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of time series subject to changes in regime / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive conditional heteroskedasticity and changes in regime / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Intertemporal Capital Asset Pricing Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of Financial Time Series / rank
 
Normal rank

Latest revision as of 07:54, 7 July 2024

scientific article; zbMATH DE number 6256486
Language Label Description Also known as
English
EMU equity markets' return variance and spillover effects from the short-term interest rate
scientific article; zbMATH DE number 6256486

    Statements

    EMU equity markets' return variance and spillover effects from the short-term interest rate (English)
    0 references
    0 references
    8 February 2014
    0 references
    MCMC
    0 references
    Markov-switching
    0 references
    GJR-M
    0 references
    EMU stock markets
    0 references
    short-term interest rates
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references