المؤلفون: Pérez Forero, Fernando José

المساهمون: University/Department: Universitat Pompeu Fabra. Departament d'Economia i Empresa

مرشدي الرسالة: Nimark, Kristoffer, Canova, Fabio

المصدر: TDX (Tesis Doctorals en Xarxa)

مصطلحات موضوعية: Time-varying coefficient structural VAR models, Metropolis algorithm, Gibbs Sampling, Identification restrictions, Monetary transmission mechanism, Interbank Market, Operating Procedures, Monetary Policy Stance, Surveys of expectations, Disagreement, Signal Extraction, Regime Switches, Modelos VAR estructurales con parámetros que cambian en el tiempo, Algoritmo Metrópolis, Muestreo de Gibbs, Restricciones de Identificación, Mecanismo de transmisión monetaria, Mercado Interbancario, Procedimientos Operativos, Posición de Política Monetaria, Encuestas de Expectativas, Desacuerdo, Extracción de Señales, Cambios de Régimen

وصف الملف: application/pdf

الوصول الحر: http://hdl.handle.net/10803/119323Test

المؤلفون: Ferrão, Ana Margarida de Carvalho

مصطلحات موضوعية: Séries temporais -- Time series, Estacionaridade, Modelo VAR, Causalidade de Granger, Função impulso-resposta, Stationarity, VAR models, Granger cause-to-effect, Impulse-response function

وصف الملف: application/pdf

الإتاحة: http://hdl.handle.net/10071/30381Test

المؤلفون: Mendes, Guilherme Luís Simões

المساهمون: Sobreira, Nuno, Repositório da Universidade de Lisboa

مصطلحات موضوعية: Financial Contagion, VAR Models, Multivariate GARCH Models, Market Shocks, Time Series Analysis

وصف الملف: application/pdf

العلاقة: Mendes, Guilherme Luís Simões (2023). “Global crises and market turmoil : exploring financial contagion”. Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão

الإتاحة: http://hdl.handle.net/10400.5/29581Test

المؤلفون: Wenxue Wang, Fuyu Yang

المصدر: Energy Reports, Vol 9, Iss , Pp 3458-3472 (2023)

مصطلحات موضوعية: U.S. shale oil revolution, Geopolitical risk, Oil price volatility, Structural break threshold VAR models, Electrical engineering. Electronics. Nuclear engineering, TK1-9971

وصف الملف: electronic resource

العلاقة: http://www.sciencedirect.com/science/article/pii/S2352484723001816Test; https://doaj.org/toc/2352-4847Test

الوصول الحر: https://doaj.org/article/adb72e2b02be44b8923ff4fe03856ae1Test

المؤلفون: Hapau Razvan Gabriel

المصدر: Management şi Marketing, Vol 18, Iss 3, Pp 290-314 (2023)

مصطلحات موضوعية: capital market volatility, oil price insights, vix index, gold price analysis, granger causality analysis, var models, Business, HF5001-6182

وصف الملف: electronic resource

العلاقة: https://doaj.org/toc/2069-8887Test

الوصول الحر: https://doaj.org/article/d7556711c7fc495d95e367648e1c50d6Test

المؤلفون: Tugba Bas, Issam Malki, Sheeja Sivaprasad

المصدر: Heliyon, Vol 10, Iss 2, Pp e24615- (2024)

مصطلحات موضوعية: Connectedness, Structural breaks, VAR models, Cryptocurrencies, NFTs and tech stocks, Science (General), Q1-390, Social sciences (General), H1-99

وصف الملف: electronic resource

العلاقة: http://www.sciencedirect.com/science/article/pii/S2405844024006467Test; https://doaj.org/toc/2405-8440Test

الوصول الحر: https://doaj.org/article/f77e94d71fa6499486d87553ac05345eTest

المؤلفون: Sivaprasad, S., Bas, T., Malki, I.

مصطلحات موضوعية: Connectedness, Structural Breaks, VAR models, Cryptocurrencies, NFTs, Tech Stocks

وصف الملف: application/pdf

العلاقة: https://westminsterresearch.westminster.ac.uk/download/75b92f9b6434ff77a242e40f9ba735cad99b726dc786f6cf735a13446b08df73/5567226/Do_returns_and_volatility_exist.pdfTest; https://doi.org/10.1016/j.heliyon.2024.e24615Test; Sivaprasad, S., Bas, T. and Malki, I. 2024. Do returns and volatility spillovers exist across tech stocks, cryptocurrencies and NFTs? Heliyon. 10 (2) e24615. https://doi.org/10.1016/j.heliyon.2024.e24615Test

الإتاحة: https://doi.org/10.1016/j.heliyon.2024.e24615Test
https://westminsterresearch.westminster.ac.uk/item/w7w8v/do-returns-and-volatility-spillovers-exist-across-tech-stocks-cryptocurrencies-and-nftsTest
https://westminsterresearch.westminster.ac.uk/download/75b92f9b6434ff77a242e40f9ba735cad99b726dc786f6cf735a13446b08df73/5567226/Do_returns_and_volatility_exist.pdfTest

المؤلفون: Focacci, Antonio

المصدر: China Finance Review International, 2023, Vol. 13, Issue 2, pp. 157-182.

الوصول الحر: http://www.emeraldinsight.com/doi/10.1108/CFRI-07-2022-0110Test

المؤلفون: Graña-Colella, Santiago, Silva Neira, Ignacio

مصطلحات موضوعية: ddc:330, C32, E12, F31, F41, Dutch Disease, VAR models, Argentina, Chile, manufacture export, commodity price boom

العلاقة: Series: Working Paper; No. 232-2024; gbv-ppn:1890567531; https://hdl.handle.net/10419/296489Test; RePEc:zbw:ipewps:296489

الإتاحة: https://hdl.handle.net/10419/296489Test

المؤلفون: Cordoni, Francesco, Dorémus, Nicolas, Moneta, Alessio

مصطلحات موضوعية: ddc:330, C32, C52, E52, Structural VAR models, Causal Discovery, Nonlinearity, Additive Noise Models, Impulse response functions

العلاقة: Series: LEM Working Paper Series; No. 2023/07; gbv-ppn:1837171491; https://hdl.handle.net/10419/297115Test

الإتاحة: https://hdl.handle.net/10419/297115Test