Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject time-varying parameters
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
|---|---|---|
| Nov-2024 | Measuring the time-varying impact of conventional monetary policy on stock markets via an identified multivariate GARCH model | Xu, F; Herwartz, H; Roestel, J |
| 8-Oct-2022 | Oil prices and sectoral stock returns in the BRICS-T countries: a time-varying approach | Caporale, GM; Catik, AN; Kisla, GSH; Helmi, MH; Akdeniz, C |
| 30-Jan-2024 | Time-varying parameters in monetary policy rules: a GMM approach | Anderl, C; Caporale, GM |
| 2014 | The transmission of international shocks to the UK. Estimates based on a time-varying factor augmented VAR | Liu, P; Mumtaz, H; Theophilopoulou, A |