Sydney NSW 2109
Macquarie University - Department of Economics
in Total Papers Downloads
in Total Papers Citations
Carbon-dioxide allowances, economics of climate change, global warming
Carbon-Dioxide Allowances, Futures, Cost-of-Carry, Price Discovery, Market Efficiency, Cointegration, Granger Causality, Volatility Spillover, Global Warming
Real Estate Investment Trusts (REITs), Conditional Correlations, Economic Drivers, Asia-Pacific, Property Investment
Financial Contagion, Real Estate Investment Trusts, Equity Markets, Global Financial Crisis
Endogeneity, Multivariate Structural Models, Quasi Maximum Likelihood, Asymptotics, Stock Prices and Volumes
Real Estate Investment Trusts, REITs, Financial Crisis, Financial Contagion, Convergence, Price Bubbles
Identification, Structural VAR, GARCH
stock market interdependencies, Asia-Pacific region, constant conditional correlation, dynamic conditional correlation, international diversification
GFC, European Equities, Structural Breaks, EGARCH
GARCH, spillover, integration, transmission, efficiency
Contagion, Structural GARCH, Global Financial Crisis
Structural vector autoregression, conditional heteroskedasticity, GARCH, identification via heteroskedasticity
Liquidity, Illiquidity Transmissions, Frontier Markets, Balkans
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ecor.
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Identification via heteroskedasticity, structural vector autoregression
File name: j-4932.
G14, G15, C52
Heteroskedasticity, Simultaneous Equations Models, Testing for Identification, Davies' Problem
Heteroskedasticity, simultaneous equations models, testing for identification, Davies' problem
Speculative bubbles, price-earnings ratio, explosive dynamics, real-time trading, stochastic dominance
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