Economics, Econometrics and Finance
Spillover Effect
100%
Financial Market
85%
Volatility
80%
Exchange Rate
30%
Financial Crisis
30%
Capital Market Returns
30%
Credit
20%
Econometrics
20%
Financial Institution
20%
Central Bank
20%
Bayesian
20%
Public Bond
20%
Stock Price
20%
Robust Statistics
20%
Generalized Autoregressive Conditional Heteroskedasticity
20%
Investment Decision
20%
Finance
10%
Financial Econometrics
5%
Operations Research
5%
Risk Management
5%
Asset Pricing
5%
Engineering
Stronger Effect
40%
Response Function
40%
Illustrates
40%
Impulse Response
40%
Gaussians
40%
Closed Form
40%
Risk Averse
20%
Early Warning System
20%
Similarities
10%
Mathematics
Loss Given Default
20%
Backtests
20%
Value at Risk
20%
Backtestings
20%
Conditionals
15%
Common Share
10%
Loss Function
5%
Monte Carlo
5%
Asymptotic Covariance Matrix
5%
Robust Test
5%
Test Statistic
5%
Robust Version
5%
Explicit Expression
5%
