Suchergebnisse

Fat Tails, Serial Dependence, and Implied Volatility Index Connections

In: European Journal of Operational Research

The Empirical Relevance of the Shadow Rate and the Zero Lower Bound

In: Journal of Money, Credit and Banking

The case for Divisia monetary statistics: A Bayesian time-varying approach

In: Journal of economic dynamics & control, Band 96, S. 26-41

ISSN: 0165-1889

The Case for Divisia Monetary Statistics: A Bayesian Time-Varying Approach

In: Journal of Economic Dynamics and Control, Forthcoming

Persistence in Financial Connectedness and Systemic Risk

On the economic impact of aggregate liquidity shocks: The case of the UK

In: The quarterly review of economics and finance, Band 80, S. 737-752

ISSN: 1062-9769

Is Broader Better? A Monetary Approach to Forecasting Economic Activity

Dynamic Network Risk

Pushing the BoE to the limit: what a no-deal Brexit will mean for UK exchange and interest rates

Global Liquidity, Money Growth and UK Inflation

UK Policy Uncertainty, Monetary Policy Stance and Exchange Rates in Light of Brexit

Is Broader Better? A Monetary Approach to Forecasting Economic Activity

In: JEDC-D-22-00161

Testing for Differences in High-Frequency Network Connectedness from Variance Decompositions

Common Firm-level Investor Fears: Evidence from Equity Options

Real estate illiquidity and returns: A time-varying regional perspective

In: International journal of forecasting, Band 39, Heft 1, S. 58-72

ISSN: 0169-2070