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Evidence from a nonparametric causality-in-quantiles approach ," Resources Policy , Elsevier, vol. A nonparametric causality-in-quantiles approach ," Resources Policy , Elsevier, vol. Evidence from a parametric test of Granger causality in quantiles ," Papers Evidence from wavelet-based quantile-in-quantile regressions ," Finance Research Letters , Elsevier, vol.

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Statistical Mechanics and its Applications , Elsevier, vol. Evidence from implied volatility indices ," Finance Research Letters , Elsevier, vol. A multi-scale correlation framework ," Finance Research Letters , Elsevier, vol. Evidence from a quantile-vector autoregressive approach ," Journal of International Financial Markets, Institutions and Money , Elsevier, vol.

A time-varying approach ," Economics Letters , Elsevier, vol. Evidence from a time-varying stochastic volatility model ," Resources Policy , Elsevier, vol. On asymmetric loss and forecast rationality ," Economic Systems , Elsevier, vol. Expectations, Constraints and Interaction of Agents. Sheng, Xuguang Simon , Asymmetric loss, forecast rationality, and forecaster herding ," International Journal of Forecasting , Elsevier, vol. E ," Energy Economics , Elsevier, vol. Evidence, effects and explanation ," International Journal of Forecasting , Elsevier, vol.

Asymmetric loss, forecast rationality and forecaster herding ," International Journal of Forecasting , Elsevier, vol. Leppin, Julian Sebastian, Rationality, accuracy and herding ," Japan and the World Economy , Elsevier, vol. Michael P Clements, Evidence from the global financial crisis ," International Review of Financial Analysis , Elsevier, vol. Leppin, Julian Sebstian, Banking and Financial Studies ,01, Deutsche Bundesbank.

Economic Studies ,10, Deutsche Bundesbank. Wisniewski, Tomasz Piotr, David Le Bris, Is there a cointegration? State dependency and implications for financial stability in UK: A welfare-based approach ," Economic Modelling , Elsevier, vol. Louis, issue Nov, pages How substantial is the effect on firm value?

Evidence of efficacy from intra-daily data ," Journal of the Japanese and International Economies , Elsevier, vol. A simultaneous equations approach using realized volatility ," Journal of International Financial Markets, Institutions and Money , Elsevier, vol.

Implications for business cycle volatility ," Journal of Policy Modeling , Elsevier, vol. Martin Evans and Viktoria Hnatkovska, Your list has reached the maximum number of items. Please create a new list with a new name; move some items to a new or existing list; or delete some items. Your request to send this item has been completed. Citations are based on reference standards.

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