Bitcoin returns and risk: A general GARCH and GAS analysis V Troster, AK Tiwari, M Shahbaz, DN Macedo Finance Research Letters 30, 187-193, 2019 | 161 | 2019 |
Optimal forecast models for clean energy stock returns V Troster, M Shahbaz, DN Macedo Econometrics of Green Energy Handbook: Economic and Technological …, 2020 | 6 | 2020 |
Bayesian sequential stock return prediction through copulas A Virbickaitė, C Frey, DN Macedo The Journal of Economic Asymmetries 22, e00173, 2020 | 3 | 2020 |
Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition D Macedo, V Troster Journal of Economic Interaction and Coordination 16 (4), 705-746, 2021 | 2 | 2021 |
Insolvencia Bancaria y Riesgo Sistémico: Una Aproximación por medio de la Teoría de los Juegos JM Oviedo, DN Macedo Universidad Nacional de Córdoba, 2006 | 2 | 2006 |
Risk-taking and joint liquidity and capital regulation D Macedo, S Vicente Mimeo, 2017 | 1 | 2017 |
Sequential Stock Return Prediction Through Copulas A Virbickaite, C Frey, DN Macedo DEA Working Papers, 2019 | | 2019 |
Liquidity Shocks and Interbank Market Failures: The Role of Deposit Flights, Non-Performing Loans, and Credit Market Competition DMV Troster https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350684, 2019 | | 2019 |
El rol de los requerimientos de capital en el mercado interbancario D Macedo, A Virbickaite Empresarial 12 (46), 62-74, 2018 | | 2018 |
Desequilibrios bancarios y riesgo sistémico: una aproximación con teoría de los juegos DN Macedo, MD Cabrera, JM Oviedo Revista Empresarial 12 (45), 59-68, 2018 | | 2018 |
Joint liquidity and capital regulation in a risk-shifting framework D Macedo, S Vicente | | 2017 |
Essays on liquidity DN Macedo, JS Penalva Universidad Carlos III de Madrid, 2017 | | 2017 |
Efecto riqueza óptimo y política intergeneracional: Desafiando la Equivalencia Ricardiana JM Oviedo, DN Macedo | | 2006 |
Efecto riqueza óptimo y política fiscal intergeneracional: Desafiando la Equivalencia Ricardiana JM Oviedo, DN Macedo, L Trossero | | 2006 |