Christopher A. Sims and Vector Autoregressions
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- Punzi, Maria Teresa & Kauko, Karlo, 2015.
"Testing the global banking glut hypothesis,"
Journal of Financial Stability,
Elsevier, vol. 19(C), pages 128-151.
- Maria Teresa Punzi & Karlo Kauko, 2015. "Testing the Global Banking Glut Hypothesis," Department of Economics Working Papers wuwp194, Vienna University of Economics and Business, Department of Economics.
- Kauko, Karlo & Punzi, Maria Teresa, 2015. "Testing the global banking glut hypothesis," FinMaP-Working Papers 41, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
- Punzi, Maria Teresa & Kauko, Karlo, 2015. "Testing the Global Banking Glut Hypothesis," Department of Economics Working Paper Series 4494, WU Vienna University of Economics and Business.
- Ausloos, Marcel & Jovanovic, Franck & Schinckus, Christophe, 2016.
"On the “usual” misunderstandings between econophysics and finance: Some clarifications on modelling approaches and efficient market hypothesis,"
International Review of Financial Analysis,
Elsevier, vol. 47(C), pages 7-14.
- Marcel Ausloos & Franck Jovanovic & Christophe Schinckus, 2016. "On the "usual" misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis," Papers 1606.02045, arXiv.org.
- Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
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