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The COVID-19 pandemic, policy responses and stock markets in the G20, file d86c5ef2-f888-4bea-a250-067c4bd9101e
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20
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Cyber-attacks, spillovers and contagion in the cryptocurrency markets, file f39e4338-d223-4384-8399-8670481742e0
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20
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The impact of business and political news on the GCC stock markets, file c8f268c6-d7b9-4631-8078-a3bb83892a8b
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16
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The COVID-19 pandemic, policy responses and stock markets in the G20, file c9593422-e0bd-43bb-b5e0-1b24373d96c3
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15
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Cross-border portfolio flows and news media coverage, file 954ded97-a993-4420-a04a-97ccfb2f71a5
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13
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Political tension and stock markets in the Arabian Peninsula, file f2ac58cb-4538-41b0-ba53-32eb4ff75a7b
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10
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Climate physical risk on stock prices: evidence from S&P 500 stocks, file 433f96e7-ba21-40ae-9e32-dffc3548ccc5
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9
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Political tension and stock markets in the Arabian Peninsula, file a7e28a18-3cf0-4a1b-93dc-30eba60c6844
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8
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Renewable energy and economic growth: A Markov-switching approach, file 57490570-b8de-4794-bdd6-d2fca6f17dfb
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7
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Cyber-Attacks, Cryptocurrencies, and Cyber Security, file 64975d13-cb43-4bc6-a685-a42cc88d9e00
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6
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The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20, file 2c7e3b73-ff68-4bc3-9730-a23328024aec
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4
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Renewable Energy and Economic Growth in Canada, file 5b77dc3b-e2c5-450c-822b-318719603c9e
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4
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A test for volatility spillovers, file 7cd44323-9ce4-458d-b391-c450a52aa612
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3
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The economic and welfare state determinants of well-being in Europe, file a04ff381-2486-4efb-9eb6-51ec4e7d614a
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3
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Modelling the EU allowances spot price with regime-switching models, file dbcaf752-237c-4b24-b3df-04aeb7287578
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3
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Brutality or Frequency?, file 08b86527-99cb-4869-b0c8-886b71a12455
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2
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Exchange rates and macro news in emerging markets, file 3e7735b3-d5e3-437f-a020-94d5981df55a
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2
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Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model, file 4e0c4dee-84db-470d-b05e-eebec0651b17
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2
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Macro News and Commodity Returns, file 546a453a-6b8c-4158-a82b-b2dde44ef53b
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2
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Portfolio flows and the US dollar-yen exchange rate, file 5cdf2c9c-72b8-4c0d-8943-e625f82c2830
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2
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Treasury Management Model with Foreign Exchange Exposure, file 735f9d64-ede0-44a2-85bc-fb8e9c185371
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2
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Non-linearities, cyber attacks and cryptocurrencies, file dc600590-8c8a-4710-b8f0-2226d489b50f
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2
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Spillovers between food and energy prices and structural breaks, file 0e16cb94-0808-44da-97d1-a9c944c1ed7d
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1
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State-Dependent Threshold Smooth Transition Autoregressive Models, file 1f7d8210-92e5-4725-8999-5d6d3fc1dd02
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1
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Sustainable Developments, Renewable Energy, and Economic Growth in Canada, file 25ae468f-c389-4b13-a4b0-844b8126d165
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1
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An Empirical Investigation of the Unbiased Forward Exchange Rate Hypothesis in a Regime Switching Market, file 35c5d4a5-04f7-4163-929b-2a7c472f4616
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1
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Macro news and bond yield spreads in the euro area, file 3cd7b19c-8cf7-4ab6-8a9a-2b59a8b5daac
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1
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Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach, file 40e40694-164e-4280-b64a-67e4997e3e80
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1
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The prisoner's dilemma and regime-switching in the Greek-Turkish arms race, file 46c25d6a-1221-4918-aa88-644d6179ff9a
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1
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Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables, file 473bfa05-2806-46a8-b75e-d8c4a5a04dd5
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1
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Contemporaneous-Threshold Smooth Transition GARCH Models, file 5aee846b-ab0a-4cce-825b-140a20f18cd2
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1
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Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach, file 681a647a-a1b2-40f9-bb5c-8a39926a51f2
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1
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Contemporaneous threshold autoregressive models: Estimation, testing and forecasting, file 73e64f05-f690-4e94-9ee1-014da4e89132
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1
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Selecting nonlinear time series models using information criteria, file 880668e0-57c4-492c-bb51-992483fb269c
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1
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Predicting Markov volatility switches using monetary policy variables, file 8c0341bc-6320-4dbf-b506-1c82393d370a
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1
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Inflation Targeting, Exchange Rate Volatility and International Policy Coordination, file a70ed1ae-e802-45d6-9bef-421074bfd1cb
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1
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Forecast performance of nonlinear error-correction models with multiple regimes, file c2c98947-6d85-459a-8c07-f2a2cf7c27b2
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1
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An Empirical Investigation of the Unbiased Forward Exchange Rate Hypothesis in a Regime Switching Market, file ca7e1289-b576-4a0e-96e3-ce75418ddd38
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1
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Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates, file de6e2650-1c42-4bc8-8ccb-3c42e7cfb0dd
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1
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International portfolio flows and exchange rate volatility in emerging Asian markets, file dfe25d71-5cae-4605-8d07-74114706fa06
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1
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Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis, file e3b4c3fa-04df-4789-9d84-f8c0faf559ab
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1
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Multivariate contemporaneous-threshold autoregressive models, file ed230ab7-8ead-4c0d-be3b-cdf8ddfd17bb
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1
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The Effects of Different Parameterizations of Markov-Switching in a {CIR} Model of Bond Pricing, file ef2618c8-b073-456a-a7b9-4779c839917b
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1
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Macro news and exchange rates in the BRICS, file ff6faadc-30e4-4b16-9a52-7a5d3bd32c14
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1
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| Totale |
177 |