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Economia Chilena

Volumn 12, Issue 2, 2009, Pages 55-65

Efectos derrame en los mercados de valores del continente americano

(2) Diebold, Francis X a Yilmaz, Kamil b

a UNIVERSITY OF PENNSYLVANIA (United States)

b KOÇ UNIVERSITY (Turkey)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 70349675902 PISSN: 07173830 EISSN: None Source Type: Journal
DOI: None Document Type: Article

Times cited : (8)

References (13)

1
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- Alizadeh, S.¹ Brandt, M.W.² Diebold, F.X.³

2
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- Evaluating Density Forecasts, with Applications to Financial Risk Management
- Diebold, F.X., T. Gunther y A. Tay (1998). "Evaluating Density Forecasts, with Applications to Financial Risk Management." International Economic Review 39: 863-83.
- (1998) International Economic Review , vol.39 , pp. 863-83
- Diebold, F.X.¹ Gunther, T.² Tay, A.³

3
- 0030530151
- Measuring Business Cycles: A Modern Perspective
- Diebold, F.X. y G.D. Rudebusch (1996). "Measuring Business Cycles: A Modern Perspective." Review of Economics and Statistics 78: 67-77.
- (1996) Review of Economics and Statistics , vol.78 , pp. 67-77
- Diebold, F.X.¹ Rudebusch, G.D.²

4
- 57749109009
- Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
- Diebold, F.X. y K. Yilmaz (2009a). "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets." Economic Journal 119: 1-14.
- (2009) Economic Journal , vol.119 , pp. 1-14
- Diebold, F.X.¹ Yilmaz, K.²

5
- 70349706181
- Mimeo, University of Pennsylvania y Koc University
- Diebold, F.X. y K. Yilmaz (2009b). "Better to Give than to Receive: Directional Measurement of Stock Market Volatility Spillovers." Mimeo, University of Pennsylvania y Koc University.
- (2009) Better to Give than to Receive: Directional Measurement of Stock Market Volatility Spillovers
- Diebold, F.X.¹ Yilmaz, K.²

6
- 26944501446
- Currency Crises and Contagion: An Introduction
- Edwards, S. y R. Rigobon (2002). "Currency Crises and Contagion: An Introduction." Journal of Development Economics 69: 307-13.
- (2002) Journal of Development Economics , vol.69 , pp. 307-13
- Edwards, S.¹ Rigobon, R.²

7
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- Volatility Dependence and Contagion in Emerging Equity Markets
- Edwards, S. y R. Susmel (2001). "Volatility Dependence and Contagion in Emerging Equity Markets." Journal of Development Economics 66(2): 505-32.
- (2001) Journal of Development Economics , vol.66 , Issue.2 , pp. 505-32
- Edwards, S.¹ Susmel, R.²

8
- 0002243011
- The Robustness of Identified VAR Conclusions About Money
- Faust, J. (1998). "The Robustness of Identified VAR Conclusions About Money." Carnegie-Rochester Conference Series on Public Policy 49: 207-44.
- (1998) Carnegie-Rochester Conference Series on Public Policy , vol.49 , pp. 207-44
- Faust, J.¹

9
- 0003350474
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- Forbes, K.J. y R. Rigobon (2002). "No Contagion, Only Interdependence: Measuring Stock Market Comovements." Journal of Finance 57: 2223-61.
- (2002) Journal of Finance , vol.57 , pp. 2223-61
- Forbes, K.J.¹ Rigobon, R.²

10
- 0002044433
- On the Estimation of Security Price Volatilities from Historical Data
- Garman, M.B. y M.J. Klass (1980). "On the Estimation of Security Price Volatilities from Historical Data." Journal of Business 53: 67-78.
- (1980) Journal of Business , vol.53 , pp. 67-78
- Garman, M.B.¹ Klass, M.J.²

11
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- Chichester: John Wiley
- Gray, D. y S.W. Malone (2008). Macrofinancial Risk Analysis. Chichester: John Wiley.
- (2008) Macrofinancial Risk Analysis
- Gray, D.¹ Malone, S.W.²

12
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- The Extreme Value Method for Estimating the Variance of the Rate of Return
- Parkinson, M. (1980). "The Extreme Value Method for Estimating the Variance of the Rate of Return." Journal of Business 53: 61-5.
- (1980) Journal of Business , vol.53 , pp. 61-5
- Parkinson, M.¹

13
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- Generalized Impulse Response Analysis in Linear Multivariate Models
- Pesaran, M.H. y Y. Shin (1998). "Generalized Impulse Response Analysis in Linear Multivariate Models." Economics Letters 58: 17-29.
- (1998) Economics Letters , vol.58 , pp. 17-29
- Pesaran, M.H.¹ Shin, Y.²

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.