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DateTitle Authors
2015 Mixed Density based Copula LikelihoodAzam, Kazim / Lucas, Andre
1996 One-factor-Garch models for German stocks: Estimation and forecastingKaiser, Thomas
1997 Trading volume and the short and long-run components of volatilityLiesenfeld, Roman
2001 Explaining the Dollar-Euro rate: Do stock market returns mater?Kaltenhäuser, Bernd
2009 Monetary Transmission in Three Central European Economies: Evidence from Time-Varying Coefficient Vector AutoregressionsDarvas, Zsolt
2012 Persistence and cycles in the US Federal Funds rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2006 Sources of real exchange rate fluctuations in Central and Eastern Europe: temporary or permanent?Stazka, Agnieszka
2008 A VECX model of the Swiss economyAssenmacher-Wesche, Katrin / Pesaran, Mohammad Hashem
2006 Modelling structural breaks in the US, UK and Japanese unemployment ratesCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2006 Learning to forecast the exchange rate: two competing approachesDe Grauwe, Paul / Markiewicz, Agnieszka

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