[1]
|
Principal loading analysis
Journal of Multivariate Analysis,
2021
DOI:10.1016/j.jmva.2021.104754
|
|
|
[2]
|
Principal loading analysis
Journal of Multivariate Analysis,
2021
DOI:10.1016/j.jmva.2021.104754
|
|
|
[3]
|
The importance of principal components in studying mineral prices using vector autoregressive models: Evidence from the Brazilian economy
Resources Policy,
2019
DOI:10.1016/j.resourpol.2019.03.001
|
|
|
[4]
|
Improved Insight into and Prediction of Network Dynamics by Combining VAR and Dimension Reduction
Multivariate Behavioral Research,
2018
DOI:10.1080/00273171.2018.1516540
|
|
|
[5]
|
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection
Applied Economics,
2017
DOI:10.1080/00036846.2017.1296553
|
|
|
[6]
|
It Ain't Over Till it's Over: A Global Perspective on the Great Moderation-Great Recession Interconnection
SSRN Electronic Journal,
2015
DOI:10.2139/ssrn.2635470
|
|
|
[7]
|
Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns
Journal of Empirical Finance,
2014
DOI:10.1016/j.jempfin.2014.06.001
|
|
|
[8]
|
Determinants of US financial fragility conditions
Research in International Business and Finance,
2014
DOI:10.1016/j.ribaf.2012.08.003
|
|
|
[9]
|
Oil price dynamics, macro-finance interactions and the role of financial speculation
Journal of Banking & Finance,
2013
DOI:10.1016/j.jbankfin.2012.08.027
|
|
|
[10]
|
Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation
SSRN Electronic Journal,
2012
DOI:10.2139/ssrn.2025787
|
|
|