Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance
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(FIVE YEARS 14)

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(FIVE YEARS 0)

Published By Springer International Publishing

9783030542511, 9783030542528

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets

Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-030-54252-8_12 ◽

2020 ◽

pp. 303-314

Author(s):

Stéphane Goutte ◽

Benjamin Keddad

Keyword(s):

Commodity Markets ◽

Linear Approach ◽

Non Linear

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Revisiting the Glick–Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries

Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-030-54252-8_10 ◽

2020 ◽

pp. 265-291

Author(s):

Yushi Yoshida ◽

Weiyang Zhai

Keyword(s):

Current Account ◽

Brics Countries

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Revisiting Wealth Effects in France: A Double-Nonlinearity Approach

Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-030-54252-8_6 ◽

2020 ◽

pp. 147-169

Author(s):

Olivier Damette ◽

Fredj Jawadi

Keyword(s):

Wealth Effects

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An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the Euro Area

Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-030-54252-8_5 ◽

2020 ◽

pp. 113-146

Author(s):

Mariam Camarero ◽

Juan Sapena ◽

Cecilio Tamarit

Keyword(s):

Euro Area ◽

Time Varying ◽

Velocity Of Money

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Cycles and Long-Range Behaviour in the European Stock Markets

Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-030-54252-8_11 ◽

2020 ◽

pp. 293-302

Author(s):

Guglielmo Maria Caporale ◽

Luis A. Gil-Alana ◽

Carlos Poza

Keyword(s):

Long Range ◽

Stock Markets ◽

European Stock Markets

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Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series

Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-030-54252-8_1 ◽

2020 ◽

pp. 3-34

Author(s):

Gilles Dufrénot ◽

Takashi Matsuki ◽

Kimiko Sugimoto

Keyword(s):

Time Series ◽

Economic Time Series ◽

New Approach ◽

Economic Time

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Commodity Prices in Empirical Research

Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-030-54252-8_8 ◽

2020 ◽

pp. 199-227

Author(s):

Jean-François Carpantier

Keyword(s):

Empirical Research ◽

Commodity Prices

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Pareto Models for Risk Management

Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-030-54252-8_14 ◽

2020 ◽

pp. 355-387

Author(s):

Arthur Charpentier ◽

Emmanuel Flachaire

Keyword(s):

Risk Management

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On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?

Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-030-54252-8_2 ◽

2020 ◽

pp. 35-59

Author(s):

Antonia López-Villavicencio ◽

Valérie Mignon

Keyword(s):

Exchange Rate ◽

Regional Trade ◽

Import Prices ◽

Pass Through ◽

Exchange Rate Pass Through

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Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs

Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-3-030-54252-8_9 ◽

2020 ◽

pp. 229-264

Author(s):

Marcel Aloy ◽

Floris Laly ◽

Sébastien Laurent ◽

Christelle Lecourt

Keyword(s):

Time Varying ◽

Comparison Of Methods ◽

Conditional Betas

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Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

A Non-linear Approach to Measure the Dependencies Between Bitcoin and Other Commodity Markets

Revisiting the Glick–Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries

Revisiting Wealth Effects in France: A Double-Nonlinearity Approach

An Analysis of the Time-Varying Behavior of the Equilibrium Velocity of Money in the Euro Area

Cycles and Long-Range Behaviour in the European Stock Markets

Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series

Commodity Prices in Empirical Research

Pareto Models for Risk Management

On the Seemingly Incompleteness of Exchange Rate Pass-Through to Import Prices: Do Globalization and/or Regional Trade Matter?

Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs

Recent Econometric Techniques for Macroeconomic and Financial Data - Dynamic Modeling and Econometrics in Economics and Finance
Latest Publications