Dynamic Modeling and Econometrics in Economics and Finance - Uncertainty, Expectations and Asset Price Dynamics
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Published By Springer International Publishing

9783319987132, 9783319987149

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Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?

Dynamic Modeling and Econometrics in Economics and Finance - Uncertainty, Expectations and Asset Price Dynamics ◽

10.1007/978-3-319-98714-9_2 ◽

2018 ◽

pp. 31-50

Author(s):

Marc Joëts ◽

Valérie Mignon ◽

Tovonony Razafindrabe

Keyword(s):

Oil Prices ◽

Market Volatility ◽

Oil Market ◽

Macroeconomic Uncertainty

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Uncertainty and Stationarity in Financial and Macroeconomic Time Series—Evidence from Fourier Approximated Structural Changes

Dynamic Modeling and Econometrics in Economics and Finance - Uncertainty, Expectations and Asset Price Dynamics ◽

10.1007/978-3-319-98714-9_1 ◽

2018 ◽

pp. 3-29

Author(s):

William A. Barnett ◽

Qing Han

Keyword(s):

Time Series ◽

Structural Changes ◽

Macroeconomic Time Series

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Financial Integration and Business Cycle Synchronization in Sub-Saharan Africa

Dynamic Modeling and Econometrics in Economics and Finance - Uncertainty, Expectations and Asset Price Dynamics ◽

10.1007/978-3-319-98714-9_6 ◽

2018 ◽

pp. 125-146 ◽

Cited By ~ 1

Author(s):

Julien Acalin ◽

Bruno Cabrillac ◽

Gilles Dufrénot ◽

Luc Jacolin ◽

Samuel Diop

Keyword(s):

Business Cycle ◽

Financial Integration ◽

Sub Saharan Africa ◽

Business Cycle Synchronization ◽

Sub Saharan

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Crude Oil and Biofuel Agricultural Commodity Prices

Dynamic Modeling and Econometrics in Economics and Finance - Uncertainty, Expectations and Asset Price Dynamics ◽

10.1007/978-3-319-98714-9_5 ◽

2018 ◽

pp. 107-123 ◽

Cited By ~ 2

Author(s):

Semei Coronado ◽

Omar Rojas ◽

Rafael Romero-Meza ◽

Apostolos Serletis ◽

Leslie Verteramo Chiu

Keyword(s):

Crude Oil ◽

Commodity Prices ◽

Agricultural Commodity

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Stock Market Bubble Migration: From Shanghai to Hong Kong

Dynamic Modeling and Econometrics in Economics and Finance - Uncertainty, Expectations and Asset Price Dynamics ◽

10.1007/978-3-319-98714-9_8 ◽

2018 ◽

pp. 173-192 ◽

Cited By ~ 1

Author(s):

Eric Girardin ◽

Roselyne Joyeux ◽

Shuping Shi

Keyword(s):

Hong Kong ◽

Stock Market

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High Frequency Trading in the Equity Markets During US Treasury POMO

Dynamic Modeling and Econometrics in Economics and Finance - Uncertainty, Expectations and Asset Price Dynamics ◽

10.1007/978-3-319-98714-9_4 ◽

2018 ◽

pp. 81-103

Author(s):

Cheng Gao ◽

Bruce Mizrach

Keyword(s):

High Frequency ◽

Equity Markets ◽

High Frequency Trading

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Informational Efficiency and Endogenous Rational Bubbles

Dynamic Modeling and Econometrics in Economics and Finance - Uncertainty, Expectations and Asset Price Dynamics ◽

10.1007/978-3-319-98714-9_7 ◽

2018 ◽

pp. 149-172

Author(s):

George A. Waters

Keyword(s):

Informational Efficiency ◽

Rational Bubbles

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Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence

Dynamic Modeling and Econometrics in Economics and Finance - Uncertainty, Expectations and Asset Price Dynamics ◽

10.1007/978-3-319-98714-9_3 ◽

2018 ◽

pp. 53-79 ◽

Cited By ~ 1

Author(s):

Saskia ter Ellen ◽

Willem F. C. Verschoor

Keyword(s):

Asset Price ◽

Heterogeneous Beliefs ◽

Price Dynamics

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Dynamic Modeling and Econometrics in Economics and Finance - Uncertainty, Expectations and Asset Price DynamicsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Oil Market Volatility: Is Macroeconomic Uncertainty Systematically Transmitted to Oil Prices?

Uncertainty and Stationarity in Financial and Macroeconomic Time Series—Evidence from Fourier Approximated Structural Changes

Financial Integration and Business Cycle Synchronization in Sub-Saharan Africa

Crude Oil and Biofuel Agricultural Commodity Prices

Stock Market Bubble Migration: From Shanghai to Hong Kong

High Frequency Trading in the Equity Markets During US Treasury POMO

Informational Efficiency and Endogenous Rational Bubbles

Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence

Dynamic Modeling and Econometrics in Economics and Finance - Uncertainty, Expectations and Asset Price Dynamics
Latest Publications