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Title
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data
Author
Baum, Christopher F.
,
Zerilli, Paola
,
Chen, Liyaun
Date
2019
Genre
working paper
Title
Advice on using heteroscedasticity based identification
Author
Baum, Christopher F.
,
Lewbel, Arthur
Date
2019
Genre
working paper
Title
The impact of uncertainty on financial institutions
Author
Baum, Christopher F.
,
Caglayan, Mustafa
,
Xu, Bing
Date
2018
Genre
working paper
Title
Economic impact of STEM immigrant workers
Author
Baum, Christopher F.
,
Lööf, Hans
,
Stephan, Andreas
Date
2018
Genre
working paper
Title
Refugee immigrants, occupational sorting and wage gaps
Author
Baum, Christopher F.
,
Lööf, Hans
,
Stephan, Andreas
Date
2018
Genre
working paper
Title
Migrant STEM entrepreneurs
Author
Baum, Christopher F.
,
Dastory, Linda
,
Lööf, Hans
,
Stephan, Andreas
Date
2018
Genre
working paper
Title
The economic determinants of crime: An approach through Responsiveness Scores
Author
Cerulli, Giovanni
,
Ventura, Maria
,
Baum, Christopher F.
Date
2018
Genre
working paper
Title
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
Author
Chen, Liyuan
,
Zerilli, Paola
,
Baum, Christopher F.
Date
2018
Genre
working paper
Title
Capital flows and financial stability in emerging economies
Author
Baum, Christopher F.
,
Pundit, Madhavi
,
Ramayandi, Arief
Date
2017
Genre
working paper
Title
Uncertainty effects on the financial sector: International evidence
Author
Baum, Christopher F.
,
Caglayan, Mustafa
,
Xu, Bing
Date
2017
Genre
working paper
Pages
1
2
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