Browsing by Subject GARCH model
Showing results 1 to 6 of 6
Issue Date | Title | Author(s) |
---|---|---|
2011 | Contemporaneous-threshold smooth transition GARCH models | Dueker, MJ; Psaradakis, Z; Sola, M; Spagnolo, F |
2018 | Exchange rates and macro news in emerging markets | Caporale, GM; Spagnolo, F; Spagnolo, N |
2017 | Happy PIIGS? | Spagnolo, N; Bonasia, M; Napolitano, O |
13-Dec-2016 | Macro news and exchange rates in the BRICS | Caporale, GM; Spagnolo, F; Spagnolo, N |
2010 | Negative volatility spillovers in the unrestricted ECCC-GARCH model | Conrad, C; Karanasos, M |
2011 | Stock market and economic growth: Evidence from three CEECs | Caporale, GM; Spagnolo, N |