Article
Publicly Available
Frontmatter
Published/Copyright:
June 30, 2022
Published Online: 2022-06-30
©2022 Walter de Gruyter GmbH, Berlin/Boston
Articles in the same Issue
- Frontmatter
- Research Articles
- Multivariate Markov-switching score-driven models: an application to the global crude oil market
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
- Regulated seasonal unit root process
- Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration
- Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: a panel cointegration approach for 50 US states
- Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model
- The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks?
Articles in the same Issue
- Frontmatter
- Research Articles
- Multivariate Markov-switching score-driven models: an application to the global crude oil market
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
- Regulated seasonal unit root process
- Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration
- Consumption, personal income, financial wealth, housing wealth, and long-term interest rates: a panel cointegration approach for 50 US states
- Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model
- The co-integration of CDS and bonds in time-varying volatility dynamics: do credit risk swaps lower bond risks?
