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cointegration
Publication
Class
Person
Publication
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publication
Copula-based trading of cointegrated cryptocurrency pairs
Publication without faculty affiliation
publication
Copula-based trading of cointegrated cryptocurrency pairs
2022 |
Faculty of Mathematics and Physics
publication
Stock market optimism and cointegration among stocks : the case of the Prague stock exchange
2007 |
Faculty of Social Sciences
publication
An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices
2015 |
Faculty of Social Sciences
publication
Time series econometrics : a critique
2015 |
Publication without faculty affiliation
publication
Testing for bubbles in housing markets: a panel data approach
+1
2007 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
Food versus Fuel: An Updated and Expanded Evidence
Publication without faculty affiliation
publication
Food versus fuel: An updated and expanded evidence
2019 |
Faculty of Social Sciences
publication
Interest Rate Risk of Savings Accounts
Publication without faculty affiliation
publication
Are Exchange Rates Less Important for Trade in a More Globalized World? Evidence for the New EU Members
Publication without faculty affiliation
publication
Are Exchange Rates Less Important for Trade in a More Globalized World? Evidence for the New EU Members
2022 |
Faculty of Social Sciences
publication
Range-based Volatility Estimation and Forecasting
Publication without faculty affiliation
publication
Beyond the Balassa-Samuelson Effect: Do Remittances Trigger the Dutch Disease
2023 |
Faculty of Social Sciences
publication
Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets
2015 |
Faculty of Social Sciences
publication
Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets
Publication without faculty affiliation
publication
Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory
2016 |
Publication without faculty affiliation
publication
Interest Rate Sensitivity of Non-maturing Bank Products
2017 |
Faculty of Social Sciences
publication
Currency depreciations in emerging economies: A blessing or a curse for external debt management?
2021 |
Faculty of Social Sciences
publication
Has the Relationship Between Market and Model CDS Price Changed during the EMU Debt Crisis?
Publication without faculty affiliation
publication
Sovereign risk - How can we measure it?
2011 |
Faculty of Mathematics and Physics
publication
KPC-3-Producing Klebsiella pneumoniae in Portugal Linked to Previously Circulating Non-CG258 Lineages and Uncommon Genetic Platforms (Tn4401d-IncFIA and Tn4401d-IncN)
2016 |
Publication without faculty affiliation
publication
Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression
2016 |
Faculty of Social Sciences
publication
Modeling Interconnections within Food, Biofuel, and Fossil Fuel Markets
2014 |
Faculty of Social Sciences
publication
A simple model of interaction between CPI and PPI : application to monthly data of EU countries
2007 |
Faculty of Social Sciences
publication
Persistent liquidity
Publication without faculty affiliation
publication
Money, banking and interest rates : monetary policy regimes with Markov-switching VECM evidence
Publication without faculty affiliation
publication
Financial Econometrics
2008 |
Faculty of Mathematics and Physics
publication
Time Series in Economics and Finance
2020 |
Faculty of Mathematics and Physics
publication
On the role of stablecoins in cryptoasset pricing dynamics
2022 |
Publication without faculty affiliation