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The effects of inflation uncertainty: some international evidence
8 references·3 citing·46 second hop
The effects of inflation uncertainty: some international evidence (2009)The effects of inflation uncertainty: som…Exchange rate volatility and trade flows: a review article (2007)Exchange rate volatility and …Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance (2006)Inflation Uncertainty, Output…Another Perspective on the Effects of Inflation Uncertainty (2004)Another Perspective on the Ef…An impulse-response function for a vector autoregression with multivariate GARCH-in-mean (2003)An impulse-response function …International transmission of U.S. monetary policy shocks: Evidence from VAR's (2001)International transmission of…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Inflation, inflation uncertainty and output growth: what does the data say for Malaysia? (2014)Inflation, inflation uncertai…Conceptual Exposition of the Effect of Inflation on Bank Performance (2014)Conceptual Exposition of the …The impact of the Athens Olympic Games on the Athens Stock Exchange (2010)The impact of the Athens Olym…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Dynamic Conditional Correlation (2002)Modeling and Forecasting Realized Volatility (2003)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Bounds testing approaches to the analysis of level relationships (2001)Exchange Rate Volatility and Exports: New Empirical Evidence from the Emerging East Asian Economies (2010)Exchange rate volatility and international trade: International evidence from the MINT countries (2016)Income and Price Effects in Foreign Trade (2017)Does ICT have symmetric or asymmetric effects on CO2 emissions? Evidence from selected Asian economies (2021)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Macroeconomics and Reality (1980)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Oil price uncertainty in Canada (2009)Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model (2016)Financial stress, economic policy uncertainty, and oil price uncertainty (2021)Expectations and Exchange Rate Dynamics (1976)Interpreting the macroeconomic time series facts (1992)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference (2009)The federal funds rate and the channels of monetary transmission (1989)Monetary Policy Shocks: What Have We Learned and to What End? (1998)The transmission of US shocks to Latin America (2005)Economic policy uncertainty in the US: Does it matter for the Euro area? (2013)Panel Vector Autoregressive Models: A Survey (2013)Measuring and Testing the Impact of News on Volatility (1993)An examination of calendar anomalies: evidence from the Thai stock market (2021)Why does high inflation raise inflation uncertainty? (1992)Inflation, financial markets and long-run real activity (1999)The impact of inflation on financial sector performance (2001)The Determinants of Bank Performance: The Case of Tunisian Listed Banks (2017)Credit Management, Credit Policy and Financial Performance of Commercial Banks in Uganda (2020)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)The Science of Monetary Policy: A New Keynesian Perspective (1999)Inflation and inflation uncertainty: evidence from the Caribbean region (2008)NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL (2009)Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Oil Price Uncertainty (2010)How Does Political Instability Affect Economic Growth? (2011)
this work references cited by second hop

References

  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 2001International transmission of U.S. monetary policy shocks: Evidence from VAR's538 cited
  • 2007Exchange rate volatility and trade flows: a review article372 cited
  • 2004Another Perspective on the Effects of Inflation Uncertainty209 cited
  • 2006Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance176 cited
  • 2003An impulse-response function for a vector autoregression with multivariate GARCH-in-mean70 cited

Cited by

  • 2010The impact of the Athens Olympic Games on the Athens Stock Exchange30 cited
  • 2014Conceptual Exposition of the Effect of Inflation on Bank Performance27 cited
  • 2014Inflation, inflation uncertainty and output growth: what does the data say for Malaysia?10 cited

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