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Tsiaplias, Sarantis's
Scholarly Papers
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Total Downloads
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Total
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Chua, Chew Lian University of Melbourne - Melbourne Institute of Applied Economic and Social Research Tsiaplias, Sarantis University of Melbourne - Melbourne Institute of Applied Economic and Social Research
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25 Aug 09
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Last Revised:
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22 Mar 11
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138
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multivariate GARCH, spillovers, contagion, exchange rates
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2.
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Chua, Chew Lian University of Melbourne - Melbourne Institute of Applied Economic and Social Research Suardi, Sandy La Trobe University Tsiaplias, Sarantis University of Melbourne - Melbourne Institute of Applied Economic and Social Research
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64
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Bayesian model averaging, out-of-sample forecasts
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3.
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Lim, G. C. Melbourne Institute of Applied Economic and Social Research Tsiaplias, Sarantis University of Melbourne - Melbourne Institute of Applied Economic and Social Research Chua, Chew Lian University of Melbourne - Melbourne Institute of Applied Economic and Social Research
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51
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bank interest rates, time-varying asymmetric adjustments, monetary interest rate policy
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4.
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Tsiaplias, Sarantis University of Melbourne - Melbourne Institute of Applied Economic and Social Research Chua, Chew Lian University of Melbourne - Melbourne Institute of Applied Economic and Social Research
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5.
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LIM, G.C. affiliation not provided to SSRN Tsiaplias, Sarantis University of Melbourne - Melbourne Institute of Applied Economic and Social Research
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6.
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Chua, Chew Lian University of Melbourne - Melbourne Institute of Applied Economic and Social Research Suardi, Sandy La Trobe University Tsiaplias, Sarantis University of Melbourne - Melbourne Institute of Applied Economic and Social Research
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multivariate GARCH, spillovers, latent factors, impulse re-
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7.
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Chua, Chew Lian University of Melbourne - Melbourne Institute of Applied Economic and Social Research Suardi, Sandy La Trobe University Tsiaplias, Sarantis University of Melbourne - Melbourne Institute of Applied Economic and Social Research
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Bayesian model averaging, short-term interest rates, out-of-sample forecasts
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Records 1 -
7
of 7 matches
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