| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Closer Look at the Employment Effects of Fiscal Policy Shocks: What Have Minorities Got to Do With it? |
0 |
0 |
0 |
9 |
1 |
1 |
9 |
31 |
| A Test for Volatility Spillovers |
0 |
0 |
0 |
63 |
0 |
0 |
10 |
188 |
| A Test for Volatility Spillovers |
0 |
0 |
0 |
55 |
1 |
1 |
8 |
167 |
| Aggregate Insider Trading and Stock Market Volatility in the UK |
0 |
0 |
0 |
14 |
0 |
0 |
9 |
30 |
| Are currency crises self-fulfilling? the case of Argentina |
0 |
0 |
0 |
109 |
0 |
0 |
60 |
325 |
| Are currency crises self-fulfilling? the case of Argentina |
0 |
0 |
1 |
113 |
1 |
1 |
6 |
286 |
| Climate Physical Risk and Asian Stock Market Returns |
0 |
0 |
0 |
15 |
0 |
1 |
11 |
36 |
| Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices |
0 |
0 |
3 |
15 |
1 |
4 |
17 |
21 |
| Cross-Border Portfolio Flows and News Media Coverage |
0 |
0 |
1 |
33 |
0 |
1 |
18 |
134 |
| Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets |
0 |
0 |
0 |
35 |
1 |
1 |
19 |
107 |
| Cyber-Attacks, Cryptocurrencies, and Cyber Security |
0 |
0 |
2 |
91 |
0 |
2 |
18 |
234 |
| Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison |
0 |
0 |
0 |
8 |
1 |
1 |
16 |
26 |
| Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis |
0 |
0 |
0 |
33 |
0 |
1 |
17 |
81 |
| Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis |
0 |
0 |
0 |
19 |
0 |
0 |
27 |
96 |
| European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors |
0 |
0 |
0 |
12 |
1 |
1 |
20 |
28 |
| Evaluating currency crises: the case of the European Monetary System |
0 |
0 |
0 |
41 |
0 |
0 |
6 |
196 |
| Exchange Rate Uncertainty and International Portfolio Flows |
0 |
0 |
0 |
46 |
0 |
1 |
3 |
91 |
| Exchange Rate Uncertainty and International Portfolio Flows |
0 |
0 |
0 |
16 |
1 |
2 |
10 |
77 |
| Exchange Rates and Macro News in Emerging Markets |
0 |
0 |
1 |
44 |
0 |
0 |
16 |
137 |
| Exchange Rates and Macro News in Emerging Markets |
0 |
0 |
0 |
10 |
1 |
1 |
8 |
66 |
| Financial integration in the GCC region: market size versus national effects |
0 |
0 |
0 |
10 |
0 |
0 |
6 |
42 |
| Fiscal Multipliers in Good Times and Bad Times |
0 |
0 |
0 |
82 |
0 |
1 |
13 |
193 |
| Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings |
0 |
0 |
0 |
8 |
2 |
2 |
9 |
21 |
| Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis |
1 |
1 |
2 |
85 |
1 |
1 |
11 |
292 |
| Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis |
0 |
0 |
0 |
89 |
0 |
2 |
10 |
328 |
| International Portfolio Flows and Exchange Rate Volatility for Emerging Markets |
0 |
0 |
0 |
31 |
0 |
0 |
16 |
127 |
| International Portfolio Flows and Exchange Rate Volatility for Emerging Markets |
0 |
0 |
2 |
47 |
1 |
2 |
20 |
110 |
| Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach |
0 |
0 |
0 |
118 |
0 |
2 |
18 |
340 |
| Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach |
0 |
0 |
1 |
52 |
1 |
1 |
9 |
224 |
| MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH |
0 |
0 |
0 |
59 |
0 |
0 |
12 |
188 |
| MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH |
0 |
0 |
0 |
60 |
0 |
1 |
10 |
251 |
| Macro News and Bond Yield Spreads in the Euro Area |
0 |
0 |
1 |
42 |
1 |
1 |
15 |
106 |
| Macro News and Bond Yield Spreads in the Euro Area |
0 |
0 |
1 |
25 |
0 |
0 |
14 |
114 |
| Macro News and Commodity Returns |
0 |
0 |
0 |
15 |
2 |
2 |
15 |
83 |
| Macro News and Commodity Returns |
0 |
0 |
1 |
27 |
0 |
0 |
11 |
86 |
| Macro News and Exchange Rates in the BRICS |
0 |
0 |
0 |
26 |
0 |
0 |
12 |
108 |
| Macro News and Exchange Rates in the BRICS |
0 |
0 |
0 |
15 |
1 |
1 |
7 |
77 |
| Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis |
0 |
0 |
0 |
25 |
0 |
0 |
7 |
88 |
| Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis |
0 |
0 |
0 |
17 |
0 |
0 |
10 |
80 |
| Non-Linearities, Cyber Attacks and Cryptocurrencies |
0 |
0 |
0 |
38 |
1 |
3 |
12 |
108 |
| Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach |
0 |
0 |
0 |
32 |
1 |
1 |
8 |
116 |
| Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach |
0 |
0 |
0 |
52 |
0 |
0 |
7 |
138 |
| On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models |
0 |
0 |
0 |
0 |
1 |
1 |
17 |
289 |
| Political Tension and Stock Markets in the Arabian Peninsula |
0 |
0 |
0 |
15 |
1 |
1 |
11 |
61 |
| Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions |
0 |
0 |
1 |
22 |
0 |
1 |
16 |
62 |
| STOCK MARKET INTEGRATION AND EUROPEAN MONETARY UNION |
0 |
0 |
0 |
129 |
0 |
0 |
6 |
259 |
| Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis |
0 |
0 |
2 |
64 |
0 |
1 |
10 |
28 |
| Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities |
0 |
0 |
3 |
125 |
0 |
0 |
17 |
286 |
| Spillovers between Food and Energy Prices and Structural Breaks |
0 |
0 |
0 |
14 |
0 |
1 |
10 |
74 |
| Spillovers between Food and Energy Prices and Structural Breaks |
0 |
0 |
0 |
12 |
0 |
0 |
9 |
72 |
| Spillovers between food and energy prices and structural breaks |
0 |
0 |
0 |
31 |
0 |
0 |
13 |
100 |
| Stock Market Integration between three CEECs, Russia and the UK |
0 |
1 |
1 |
70 |
0 |
1 |
8 |
274 |
| Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence |
0 |
0 |
2 |
22 |
1 |
1 |
28 |
63 |
| Stock Returns and Inflation: The Impact of Inflation Targeting |
0 |
0 |
0 |
191 |
0 |
2 |
3 |
541 |
| TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS |
0 |
0 |
0 |
707 |
0 |
1 |
11 |
2,004 |
| TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS |
0 |
0 |
0 |
207 |
0 |
0 |
7 |
464 |
| The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 |
0 |
0 |
0 |
23 |
0 |
0 |
17 |
60 |
| The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence |
0 |
0 |
1 |
7 |
0 |
0 |
22 |
35 |
| The Impact of Business and Political News on the GCC Stock Markets |
0 |
0 |
0 |
46 |
0 |
0 |
14 |
111 |
| The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects |
0 |
0 |
1 |
36 |
1 |
2 |
25 |
104 |
| US Municipal Green Bonds and Financial Integration |
0 |
0 |
0 |
53 |
0 |
1 |
14 |
31 |
| Understanding Homeland Security: Theory and UK Evidence |
0 |
0 |
0 |
8 |
0 |
0 |
4 |
61 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
0 |
0 |
1 |
106 |
0 |
1 |
4 |
323 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
0 |
0 |
0 |
146 |
0 |
0 |
12 |
364 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
0 |
0 |
0 |
100 |
0 |
1 |
15 |
513 |
| Volatility spillovers and contagion from mature and emerging stock markets |
0 |
0 |
0 |
5 |
0 |
1 |
7 |
43 |
| Volatility spillovers and contagion from mature to emerging stock markets |
0 |
0 |
3 |
128 |
0 |
1 |
23 |
635 |
| Total Working Papers |
1 |
2 |
31 |
4,003 |
24 |
56 |
883 |
12,434 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A note on the macroeconomic consequences of ethnic/racial tension |
0 |
0 |
0 |
9 |
0 |
0 |
10 |
47 |
| A test for volatility spillovers |
0 |
0 |
0 |
69 |
0 |
0 |
13 |
184 |
| Aggregate insider trading and stock market volatility in the UK |
0 |
0 |
0 |
3 |
0 |
2 |
14 |
32 |
| Asset prices and output growth volatility: the effects of financial crises |
0 |
0 |
2 |
92 |
0 |
1 |
13 |
241 |
| Brutality or Frequency?. An Empirical Investigation of the Effects of Terrorism on Economic Growth in India |
0 |
0 |
0 |
19 |
0 |
0 |
7 |
70 |
| Central bank intervention and foreign exchange markets |
0 |
0 |
0 |
49 |
1 |
1 |
7 |
247 |
| Climate policies, energy shocks and spillovers between green and brown stock price indices |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
| Connectedness between fossil and renewable energy stock indices: The impact of the COP policies |
0 |
0 |
0 |
4 |
0 |
0 |
9 |
22 |
| Cross-border portfolio flows and news media coverage |
0 |
0 |
0 |
4 |
0 |
1 |
12 |
34 |
| Cyber-attacks, spillovers and contagion in the cryptocurrency markets |
0 |
0 |
1 |
8 |
0 |
1 |
14 |
57 |
| Do not shut up and do dribble: social media and TV consumption |
0 |
1 |
2 |
5 |
1 |
3 |
26 |
33 |
| Effect of Media News on Radicalization of Attitudes to Immigration |
0 |
0 |
2 |
7 |
0 |
2 |
17 |
58 |
| Environmental awareness and firm creation |
0 |
1 |
1 |
4 |
0 |
2 |
9 |
25 |
| Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis |
0 |
0 |
0 |
8 |
1 |
2 |
15 |
45 |
| Evaluating currency crises: the case of the European monetary system |
0 |
0 |
0 |
5 |
0 |
0 |
10 |
47 |
| Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach |
0 |
1 |
1 |
57 |
1 |
3 |
20 |
208 |
| Exchange rates and macro news in emerging markets |
0 |
0 |
2 |
8 |
12 |
13 |
27 |
49 |
| Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence |
0 |
0 |
0 |
51 |
0 |
0 |
9 |
252 |
| Financial Integration in the GCC Region: Market Size Versus National Effects |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
32 |
| Financial markets and fiscal discipline in the Eurozone |
0 |
1 |
1 |
21 |
0 |
3 |
7 |
51 |
| Fiscal multipliers in good times and bad times |
0 |
0 |
3 |
59 |
2 |
4 |
26 |
280 |
| Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions |
0 |
0 |
0 |
5 |
0 |
1 |
10 |
69 |
| Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis |
0 |
0 |
1 |
54 |
0 |
2 |
12 |
195 |
| Happiness, taxes and social provision: A note |
0 |
0 |
0 |
22 |
0 |
0 |
8 |
87 |
| Happy PIIGS? |
0 |
0 |
0 |
7 |
0 |
1 |
8 |
41 |
| IGARCH models and structural breaks |
0 |
0 |
1 |
354 |
0 |
2 |
18 |
1,011 |
| International portfolio flows and exchange rate volatility in emerging Asian markets |
0 |
1 |
7 |
19 |
0 |
2 |
24 |
115 |
| Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching |
1 |
1 |
4 |
68 |
1 |
1 |
13 |
181 |
| LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH |
0 |
0 |
0 |
11 |
0 |
1 |
6 |
52 |
| Linear and Non-linear Causality between CO2 Emissions and Economic Growth |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
7 |
| Macro News and Commodity Returns |
0 |
0 |
1 |
9 |
0 |
0 |
17 |
50 |
| Macro news and bond yield spreads in the euro area |
0 |
0 |
1 |
9 |
1 |
2 |
13 |
42 |
| Macro news and exchange rates in the BRICS |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
70 |
| Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis |
0 |
0 |
0 |
8 |
0 |
0 |
15 |
78 |
| Modelling East Asian exchange rates: a Markov-switching approach |
0 |
0 |
0 |
89 |
0 |
2 |
10 |
243 |
| Non-linearities, cyber attacks and cryptocurrencies |
0 |
0 |
1 |
11 |
0 |
1 |
15 |
82 |
| ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS |
0 |
0 |
2 |
273 |
1 |
6 |
22 |
605 |
| Oil price uncertainty and sectoral stock returns in China: A time-varying approach |
0 |
0 |
0 |
20 |
2 |
2 |
14 |
123 |
| On the heterogeneous effects of tax policy on labor market outcomes |
0 |
0 |
0 |
7 |
2 |
3 |
26 |
66 |
| Political tension and stock markets in the Arabian Peninsula |
0 |
0 |
0 |
3 |
2 |
2 |
7 |
27 |
| Portfolio flows and the US dollar–yen exchange rate |
0 |
0 |
0 |
12 |
2 |
7 |
19 |
85 |
| Power Properties of Nonlinearity Tests for Time Series with Markov Regimes |
0 |
1 |
1 |
196 |
1 |
3 |
14 |
482 |
| Predicting Markov volatility switches using monetary policy variables |
0 |
0 |
0 |
54 |
1 |
2 |
9 |
123 |
| Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility |
0 |
0 |
0 |
16 |
0 |
1 |
9 |
50 |
| Price regimes in an energy island: Tacit collusion vs. cost and network explanations |
0 |
0 |
0 |
10 |
0 |
2 |
16 |
76 |
| Renewable energy and economic growth: A Markov-switching approach |
0 |
0 |
1 |
19 |
0 |
0 |
13 |
73 |
| Selecting nonlinear time series models using information criteria |
0 |
0 |
1 |
91 |
0 |
1 |
13 |
211 |
| Short-term growth effects of fiscal policy revisited: A Markov-switching approach |
0 |
0 |
0 |
87 |
0 |
1 |
12 |
253 |
| Small and medium sized European firms and energy saving measures: The role of financing |
0 |
1 |
1 |
3 |
1 |
3 |
14 |
30 |
| Spillovers between food and energy prices and structural breaks |
0 |
0 |
0 |
11 |
1 |
2 |
6 |
47 |
| Spillovers between food and energy prices and structural breaks |
0 |
0 |
0 |
18 |
0 |
0 |
15 |
90 |
| Stock Market Integration Between Three CEECs |
0 |
0 |
0 |
31 |
0 |
0 |
6 |
112 |
| Stock Market Integration between Three CEECs, Russia, and the UK |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
65 |
| Stock market responses to monetary policy shocks: Firm-level evidence |
0 |
1 |
7 |
11 |
5 |
13 |
65 |
82 |
| Stock market returns and climate risk in the U.S |
0 |
0 |
4 |
5 |
0 |
2 |
27 |
45 |
| Stock market, economic growth and EU accession: evidence from three CEECs |
0 |
0 |
0 |
15 |
0 |
0 |
4 |
57 |
| Sustainable developments, renewable energy, and economic growth in Canada |
0 |
0 |
0 |
6 |
0 |
0 |
7 |
30 |
| Testing for Causality-in-Variance: An Application to the East Asian Markets |
0 |
0 |
1 |
216 |
1 |
3 |
11 |
467 |
| Testing for contagion: a conditional correlation analysis |
0 |
0 |
0 |
230 |
0 |
1 |
11 |
563 |
| Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis |
0 |
0 |
0 |
138 |
0 |
1 |
10 |
409 |
| The COVID-19 pandemic, policy responses and stock markets in the G20 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
19 |
| The COVID-19 pandemic, policy responses and stock markets in the G20 |
0 |
0 |
1 |
1 |
2 |
2 |
17 |
25 |
| The economic and welfare state determinants of well-being in Europe |
0 |
0 |
0 |
10 |
0 |
0 |
15 |
41 |
| The effect of a new power cable on energy prices volatility spillovers |
0 |
0 |
0 |
8 |
1 |
2 |
16 |
60 |
| The effects of physical and transition climate risk on stock markets: Some multi-Country evidence |
0 |
0 |
5 |
5 |
3 |
4 |
38 |
45 |
| The impact of business and political news on the GCC stock markets |
0 |
0 |
0 |
10 |
0 |
2 |
14 |
72 |
| The impact of energy, renewable and CO2 emissions efficiency on countries’ productivity |
0 |
0 |
8 |
42 |
0 |
1 |
30 |
105 |
| The non-linear effect of income on the shadow economy |
0 |
1 |
1 |
2 |
1 |
2 |
16 |
23 |
| The price of terror: The effects of terrorism on stock market returns and volatility |
1 |
1 |
9 |
593 |
2 |
5 |
26 |
1,565 |
| Volatility Spillovers and Contagion from Mature to Emerging Stock Markets |
0 |
0 |
0 |
32 |
2 |
2 |
10 |
202 |
| Volatility transmission and financial crises |
1 |
1 |
2 |
15 |
1 |
2 |
19 |
96 |
| Was the Currency Crisis in Argentina Self-Fulfilling? |
0 |
0 |
1 |
101 |
0 |
0 |
7 |
237 |
| When volatility turns, recessions follow |
0 |
1 |
2 |
2 |
0 |
1 |
5 |
5 |
| Total Journal Articles |
3 |
13 |
78 |
3,459 |
52 |
137 |
1,041 |
11,010 |
LogEc is hosted by the
Örebro University School of Business.