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Title:Essays on macroeconomics and development Author(s):MANALIS, Georgios
Date:2021Citation:
- Florence : European University Institute, 2021
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:Land Rights and risk sharing in rural West Africa: Despite arduous efforts of advancing land rights in Africa, most of the continent experiences low levels of formally recognized property. I propose a novel contextualisation ...
Date:2021Citation:
Title:A dynamic model of vaccine compliance : how fake news undermined the Danish HPV vaccine program Author(s):HANSEN, Peter Reinhard; SCHMIDTBLAICHER, MatthiasDate:2021Citation:
- Journal of business & economic statistics, 2021, Vol. 39, No. 1, pp. 259-271
Type:ArticleAbstract:Increased vaccine hesitancy presents challenges to public health and undermines efforts to eradicate diseases such as measles, rubella, and polio. The decline is partly attributed to misconceptions that are shared on social ...
Date:2021Citation:
Title:Spillovers across European sovereign credit markets and role of surprise and uncertainty Author(s):BEKIROS, Stelios D.; SHAHZAD, Syed Jawad Hussain; JAMMAZI, Rania; ALOUI, ChakerDate:2020Citation:
- Applied economics, 2020, Vol. 52, No. 8, pp. 851-865
Type:ArticleAbstract:We identify the network structure of spillovers and time-varying spillover intensities across European sovereign credit markets proposing a novel Copula-Granger causality based structural vector auto-regressive (SVAR) ...
; SHAHZAD, Syed Jawad Hussain; JAMMAZI, Rania; ALOUI, ChakerDate:2020Citation:
Title:Randomness, informational entropy, and volatility interdependencies among the major world markets : the role of the Covid-19 pandemic Author(s):LAHMIRI, Salim; BEKIROS, Stelios D.Date:2020Citation:
- Entropy, 2020, Vol. 22, No. 8, Art. 833, OnlineOnly
Type:ArticleAbstract:The main purpose of our paper is to evaluate the impact of the COVID-19 pandemic on randomness in volatility series of world major markets and to examine its effect on their interconnections. The data set includes equity ...
Date:2020Citation:
Title:Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering Author(s):LAHMIRI, Salim; BEKIROS, Stelios D.Date:2019Citation:
- Chaos Solitons & Fractals, 2019, Vol. 127, pp. 334-341
Type:ArticleAbstract:The multi-fractal chaotic dynamics of Islamic and Green crypto-currency series are investigated for the first time in econophysics literature. Specifically, we decompose and analyse the temporal signals of prices, returns, ...
Date:2019Citation:
Title:Forecasting inflation uncertainty in the G7 countries Author(s):SEGNON, Mawuli; BEKIROS, Stelios D.; WILFLING, BerndDate:2018Citation:
- Econometrics, 2018, Vol. 6, No. 2, (23)
Type:ArticleAbstract:There is substantial evidence that inflation rates are characterized by long memory and nonlinearities. In this paper, we introduce a long-memory Smooth Transition AutoRegressive Fractionally Integrated Moving Average-Markov ...
; WILFLING, BerndDate:2018Citation:
Title:The informational dynamics of meanvariance relationships in fertilizer markets : an entropic investigation Author(s):LAHMIRI, Salim; BEKIROS, Stelios D.Date:2018Citation:
- Entropy, 2018, Vol. 20, No. 9, Art. 677
Type:ArticleAbstract:The riskreturn trade-off is a fundamental relationship that has received a large amount of attention in financial and economic analysis. Indeed, it has important implications for understanding linear dynamics in price ...
Date:2018Citation:
Title:Essays in applied macroeconomics Author(s):GAZZANI, Andrea GiovanniDate:2017Citation:
- Florence : European University Institute, 2017
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis studies the interaction between the real economy and assets like housing and bonds, and provide a new methodology to assess more accurately the spillovers from financial markets to the real economy. The first ...
Date:2017Citation:
Title:Essays in international macroeconomics Author(s):VICONDOA, AlejandroDate:2017Citation:
- Florence : European University Institute, 2017
Type:ThesisSeries/Number:EUI PhD theses; Department of EconomicsAbstract:This thesis studies the effects of external shocks on emerging economies and proposes a novel methodology to assess the spillovers from financial markets to the real economy. The first chapter analyzes how anticipated and ...
Date:2017Citation: