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The nexus of conventional, religious and ethical indexes during crisis. (2024). Ahelegbey, Daniel Felix ; Essanaani, Yassine ; Abdelsalam, Omneya.
In: Journal of International Financial Markets, Institutions and Money.
RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000933.

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  51. The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l.

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  52. Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyed Mehdi ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201704.

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  53. The Janus-faced nature of debt : result from a data-driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1702.

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  54. Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach. (2017). Ahelegbey, Daniel Felix ; Teye, Alfred Larm.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:65:y:2017:i:c:p:56-64.

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  55. Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). West, Mike ; Gruber, Lutz F.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22.

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  56. Sparse Bayesian time-varying covariance estimation in many dimensions. (2017). Kastner, Gregor.
    In: Papers.
    RePEc:arx:papers:1608.08468.

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  57. The Econometrics of Bayesian Graphical Models: A Review With Financial Application. (2016). Ahelegbey, Daniel Felix.
    In: MPRA Paper.
    RePEc:pra:mprapa:92634.

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  58. An entropy-based early warning indicator for systemic risk. (2016). Casarin, Roberto ; Billio, Monica ; Costola, Michele ; Pasqualini, Andrea .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:45:y:2016:i:c:p:42-59.

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