Results 231 to 240 of about 1,157,980 (244)

The Production Diversity as an Economic Risk with TVP-VAR Model

Mohammadi Amidabadi, Sima, Yazdani, Saeed, MohammadiNejad, Amir   +2 more
openaire   +1 more source

Asymmetric connectedness among financial markets: TVP-VAR approach

Quality & Quantity
Özge Özbek, Mehmet Çınar
openaire   +1 more source

ESG Leaders and Crypto Currency Market: Asymmetric TVP-VAR Connectedness and Investment Approaches

Research In International Business and Finance
Rashida Bibi, Saqib Gulzar, S. J. H. Shahzad   +2 more
semanticscholar   +1 more source

Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility

Journal of Risk and Financial Management, 2018
Shigeyuki Hámori, Xie He
exaly  

The evolution of the monetary transmission channels in Turkey: evidence from a TVP-VAR model

Applied Economics Letters, 2019
Abdurrahman Nazif Çatik, Coşkun Akdeniz   +1 more
exaly  

The Dynamic Impact of COVID-19 Pandemic on Stock Returns: A TVP-VAR-SV Estimation for G7 Countries

Frontiers in Public Health, 2022
exaly  

The impact of COVID-19 on GCC equity and debt markets: Evidence from TVP-VAR estimation

Frontiers in Applied Mathematics and Statistics, 2022
exaly  

DETERMINATION OF DYNAMIC CONNECTEDNESS WITH THE TVP-VAR METHOD: APPLICATION ON CIVETS COUNTRIES

In addition to financial theories, the movements of assets traded in the markets are also important for the investment process. Knowing the relationships between markets and financial assets is also important in the investments and decisions to be made.
openaire   +1 more source

Estimating Electricity Demand in Brazil Using the TVP-VAR Model

SERGIO RODRIGO VALE, Virginia Parente
openaire   +1 more source

How the magnificent seven reshape market spillovers: TVP-VAR evidence

Finance Research Letters
Hojun Kang, Minjeong Kwon, Sang-Gun Lee
openaire   +1 more source