Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach
- 期刊名称Economic Modelling
- 作者Jawadi, Fredj; Ftiti, Zied; Hdia, Mouna
- 印刷ISSN0264-9993
- 文件大小458.66KB
- 发表时间2017-5
- DOI10.1016/j.econmod.2017.04.021
Measuring Systemic Vulnerability in European Banking SystemsGibson, Heather D.; Hall, Stephen G.; Tavlas, George S. · Journal of Financial Stability · 2018
The Macroeconomic and Fiscal Implications of Inflation Forecast ErrorsDellas, Harris; Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. · Journal of Economic Dynamics and Control · 2018
Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial CrisisGibson, Heather D.; Hall, Stephen G.; Tavlas, George S. · Journal of Macroeconomics · 2014
The effectiveness of the ECB's asset purchase programs of 2009 to 2012Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. · Journal of Macroeconomics · 2015
Nonlinear forecast combinations: An example using euro-area real GDP growthGibson, Heather D.; Hall, Stephen G.; Tavlas, George S. · Journal of Economic Behavior & Organization · 2018
On the Effects of the ECB’s Funding Policies on Bank LendingGibson, Heather D.; Hall, Stephen G.; Petroulas, Pavlos; Tavlas, George S. · Journal of International Money and Finance · 2019
Are all sovereigns equal? A test of the common determination of sovereign spreads in the euro areaGibson, Heather D.; Hall, Stephen G.; Tavlas, George S. · Empirical Economics · 2015
Price formation on the EuroMTS platformCaporale, Guglielmo Maria; Girardi, Alessandro · Applied Economics Letters · 2011
Physical attractiveness, employment and earningsPfeifer, Christian · Applied Economics Letters · 2012
Are US gasoline price adjustments asymmetric?Rao, B. Bhaskara; Rao, Gyaneshwar · Applied Economics Letters · 2008
The role of information in contestsDubey, Pradeep · Economics Letters · 2013
Investment ratio in growth equationsRao, B. Bhaskara; Singh, Rup; Gounder, Neelesh · Applied Economics Letters · 2007
Purchasing power parity and long memoryYoon, Gawon · Applied Economics Letters · 2009
Easy and flexible mixture distributionsFosgerau, Mogens; Mabit, Stefan L. · Economics Letters · 2013
Episodic nonstationarity in exchange ratesBrooks, Christopher; Hinich, Melvin J. · Applied Economics Letters · 1998