Kalvinder Shields
Personal Details
First Name: | Kalvinder |
Middle Name: | |
Last Name: | Shields |
Suffix: | |
RePEc Short-ID: | psh206 |
[This author has chosen not to make the email address public] | |
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Kevin Lee & Kalvinder Shields & Guido Turnip, 2022. "Shock persistence, uncertainty and news-driven business cycles," CAMA Working Papers 2022-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kalvinder Shields & Trung Duc Tran, 2019. "Uncertainty in a disaggregate model: A data rich approach using Google search queries," CAMA Working Papers 2019-83, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kevin Lee & James Morley & Kian Ong & Kalvinder Shields, 2019.
"Measuring the fiscal multiplier when plans take time to implement,"
CAMA Working Papers
2019-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kevin Lee & James Morley & Kian Ong & Kalvinder Shields, 2018. "Measuring the fiscal multiplier when plans take time to implement," Discussion Papers 2018/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui-Lay Tan, 2019.
"The Australian real-time fiscal database: A overview and an illustration of its use in analysing planned and realised fiscal policies,"
CAMA Working Papers
2019-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui-Lay Tan, 2018. "The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies," Discussion Papers 2018/11, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields, 2015. "Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US," Discussion Papers 2015/13, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Anthony Garratt & Kevin Lee & Kalvinder Shields, 2014. "Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7," Discussion Papers 2014/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Shuyun May Li & Roshan Perera & Kalvinder Shields, 2013. "Misspecification, Identification or Measurement? Another Look at the Price Puzzle," Department of Economics - Working Papers Series 1169, The University of Melbourne.
- Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2012.
"Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods,"
Department of Economics - Working Papers Series
1138, The University of Melbourne.
- Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2013. "Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods," Manchester School, University of Manchester, vol. 81, pages 28-53, October.
- Kevin Lee & James Morley & Kalvinder Shields, 2011.
"The Meta Taylor Rule,"
Discussion Papers
11/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Kevin Lee & James Morley & Kalvinder Shields, 2015. "The Meta Taylor Rule," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 73-98, February.
- Kevin Lee, James Morley and Kalvinder Sheields, 2011. "The Meta Taylor Rule," Department of Economics - Working Papers Series 1131, The University of Melbourne.
- Kevin Lee, Nilss Olekalns, Kalvinder Shields and Zheng Wang, 2011.
"The Australian Real?Time Datbase: An Overview and an Illustration of its Use in Business Cycle Analysis,"
Department of Economics - Working Papers Series
1132, The University of Melbourne.
- Kevin Lee & Nilss Olekalns & Kalvinder Shields & Zheng Wang, 2012. "Australian Real-Time Database: An Overview and an Illustration of its Use in Business Cycle Analysis," The Economic Record, The Economic Society of Australia, vol. 88(283), pages 495-516, December.
- Kevin Lee & Kalvinder Shields, 2010. "Decision-Making in Hard Times: What is a Recession, Why Do We Care and When Do We Know We Are in One?," Discussion Papers 10/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Lee, Kevin & Olekalns, Nils & Shields, Kalvinder, 2009.
"Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available,"
CEPR Discussion Papers
7426, C.E.P.R. Discussion Papers.
- Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2008. "Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available," Discussion Papers in Economics 08/17, Division of Economics, School of Business, University of Leicester.
- Anthony Garratt & Kevin Lee & Kalvinder Shields, 2009.
"Measuring the Natural Output Gap using Actual and Expected Output Data,"
Birkbeck Working Papers in Economics and Finance
0911, Birkbeck, Department of Economics, Mathematics & Statistics.
- Kevin Lee & Anthony Garratt & Kalvinder Shields, 2009. "Measuring the Natural Output Gap using Actual and Expected Output Data," Discussion Papers in Economics 09/21, Division of Economics, School of Business, University of Leicester.
- Kevin Lee & Anthony Garratt & Kalvinder Shields, 2010. "Measuring the Natural Output Gap Using Actual and Expected Output Data," Discussion Papers 10/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Ólan Henry & Nilss Olekalns & Kalvinder Shields, 2008. "Economic Activity and the Stock Market: The Asymmetric Impact of Fundamental and Non-Fundamental News," Department of Economics - Working Papers Series 1039, The University of Melbourne.
- David Fielding & Kalvinder Shields, 2007.
"Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities,"
Working Papers
0702, University of Otago, Department of Economics, revised Feb 2007.
- David Fielding & Kalvinder Shields, 2011. "Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(1), pages 79-103, February.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006. "Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty," Birkbeck Working Papers in Economics and Finance 0618, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006.
"Real Time Representations of the Output Gap,"
Birkbeck Working Papers in Economics and Finance
0619, Birkbeck, Department of Economics, Mathematics & Statistics.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2008. "Real-Time Representations of the Output Gap," The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 792-804, November.
- Kevin Lee & Emi Mise & Kalvinder Shields & Tony Garratt, 2005. "Real time Representations of the Output Gap," Money Macro and Finance (MMF) Research Group Conference 2005 26, Money Macro and Finance Research Group.
- Kalvinder Shields & Kevin Lee, 2004.
"Overcoming Measurement Error Problems in the use of Survey Data on Expectations,"
Econometric Society 2004 Australasian Meetings
107, Econometric Society.
- Kevin Lee & Kalvinder Shields, 2007. "Overcoming Measurement Error Problems in the Use of Survey Data on Expectations," The Economic Record, The Economic Society of Australia, vol. 83(262), pages 303-316, September.
- David Fielding & Kalvinder Shields, 2004.
"The Impact of Monetary Union on Macroeconomic Integration: Evidence from West Africa,"
WIDER Working Paper Series
RP2004-17, World Institute for Development Economic Research (UNU-WIDER).
- David Fielding & Kalvinder Shields, 2005. "The Impact of Monetary Union on Macroeconomic Integration: Evidence from West Africa," Economica, London School of Economics and Political Science, vol. 72(288), pages 683-704, November.
- Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004. "Time Variation And Asymmetry In The World Price Of Covariance Risk: The Implications For International Diversification," Department of Economics - Working Papers Series 907, The University of Melbourne.
- Kevin Lee & Kalvinder Shields, 2004. "Business survey forecasts and measurement of output trends in five European economies," Money Macro and Finance (MMF) Research Group Conference 2003 52, Money Macro and Finance Research Group.
- David Fielding & Kevin Lee & Kalvinder Shields, 2004. "Modelling Macroeconomic Linkages in a Monetary Union: A West African Example," WIDER Working Paper Series RP2004-22, World Institute for Development Economic Research (UNU-WIDER).
- David Fielding & Kevin Lee & Kalvinder Shields, 2004.
"The Characteristics of Macroeconomic Shocks in the CFA Franc Zone,"
WIDER Working Paper Series
RP2004-21, World Institute for Development Economic Research (UNU-WIDER).
- David Fielding & Kevin Lee & Kalvinder Shields, 2004. "The Characteristics of Macroeconomic Shocks in the CFA Franc Zone," Journal of African Economies, Centre for the Study of African Economies, vol. 13(4), pages 488-517, December.
- Shields, KalvInder & Kevin B Grier & Olan T Henry & Nilss Olekalns, 2003.
"The Asymmetric Effects of Uncertainty on Inflation and Output Growth,"
Royal Economic Society Annual Conference 2003
187, Royal Economic Society.
- Kevin B. Grier & Ólan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004. "The asymmetric effects of uncertainty on inflation and output growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 551-565.
- Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks, 2003.
"Measuring the Response of Macroeconomic Uncertainty to Shocks,"
Department of Economics - Working Papers Series
870, The University of Melbourne.
- Kalvinder Shields & Nilss Olekalns & Ãlan T. Henry & Chris Brooks, 2005. "Measuring the Response of Macroeconomic Uncertainty to Shocks," The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 362-370, May.
- David Fielding & Kalvinder Shields, 2003. "Economic Integration in West Africa: Does the CFA Make a Difference?," Discussion Papers in Economics 03/8, Division of Economics, School of Business, University of Leicester.
- David Fielding & Kalvinder Shields, 2003. "Do Currency Unions Deliver More Economic Integration than Fixed Exchange Rates? Evidence from the CFA and the ECCU," Discussion Papers in Economics 03/9, Division of Economics, School of Business, University of Leicester.
- Olan T. Henry & Nilss Olekalns & Kalvinder Shields, 2002. "Non-linear Co-Movements in Output Growth: Evidence from the United States and Australia," Department of Economics - Working Papers Series 857, The University of Melbourne.
- David Fielding & Kalvinder Shields, 2001. "Currency Unions and International Integration: Evidence from the CFA and the ECCU," Discussion Papers in Economics 02/8, Division of Economics, School of Business, University of Leicester.
- David Fielding & Kalvinder Shields, 2001.
"A Nation Divided? Price and Output Dynamics in English Regions,"
Discussion Papers in Economics
01/6, Division of Economics, School of Business, University of Leicester.
- Fielding, David & Shields, Kalvinder, 2003. "A nation divided? Price and output dynamics in English regions," Economic Modelling, Elsevier, vol. 20(3), pages 651-677, May.
- David Fielding & Kalvinder Shields, 2001. "Dynamic Interaction Between Income and Health: Time-Series Evidence from Scandinavia," Discussion Papers in Economics 01/5, Division of Economics, School of Business, University of Leicester.
- Panicos Demetriades & Bassam Fattouh & Kalvinder Shields, 2001. "Financial Liberalization and the Evolution of Banking and Financial Risks The Case of South Korea," Discussion Papers in Economics 01/1, Division of Economics, School of Business, University of Leicester.
- David Fielding & Kalvinder Shields, 2000.
"Modeling Macroeconomic Shocks in the CFA Franc Zone,"
Discussion Papers in Economics
00/7, Division of Economics, School of Business, University of Leicester.
- Fielding, David & Shields, Kalvinder, 2001. "Modelling macroeconomic shocks in the CFA Franc Zone," Journal of Development Economics, Elsevier, vol. 66(1), pages 199-223, October.
- David Fielding & Kalvinder Shields, 2000.
"Is the Franc Zone an Optimal Currency Area?,"
CSAE Working Paper Series
2000-03, Centre for the Study of African Economies, University of Oxford.
- David Fielding & Kalvinder Shields, 2000. "Is the Franc Zone an Optimal Currency Area?," Discussion Papers in Economics 00/1, Division of Economics, School of Business, University of Leicester.
repec:wrk:wrkemf:04 is not listed on IDEAS - Kevin Lee & Kalvinder Shields, "undated". "Information, Business Survey Forecasts and Measurement of Output Trends in Six European Economies," Discussion Papers in European Economics 99/7, Division of Economics, School of Business, University of Leicester.
Articles
- Kevin Lee & Kian Ong & Kalvinder K. Shields, 2020. "Making Fiscal Adjustments Using Event Probability Forecasts in OECD Countries," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 294-313, September.
- Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui‐Lay Tan, 2020. "The Australian Real‐Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy," The Economic Record, The Economic Society of Australia, vol. 96(312), pages 87-106, March.
- Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields, 2019. "Evaluating the use of realtime data in forecasting output levels and recessionary events in the USA," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(1), pages 131-163, January.
- Anthony Garratt & Kevin Lee & Kalvinder Shields, 2018.
"The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics,"
Canadian Journal of Economics, Canadian Economics Association, vol. 51(2), pages 391-418, May.
- Anthony Garratt & Kevin Lee & Kalvinder Shields, 2018. "The role of uncertainty, sentiment and cross‐country interactions in G7 output dynamics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 51(2), pages 391-418, May.
- Matthew Greenwood-Nimmo & Kalvinder Shields, 2017. "An Introduction to Data Cleaning Using Internet Search Data," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 50(3), pages 363-372, July.
- Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016. "Information rigidities and the news-adjusted output gap," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 1-17.
- Garratt, Anthony & Lee, Kevin & Shields, Kalvinder, 2016. "Forecasting global recessions in a GVAR model of actual and expected output," International Journal of Forecasting, Elsevier, vol. 32(2), pages 374-390.
- Kevin Lee & James Morley & Kalvinder Shields, 2015.
"The Meta Taylor Rule,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 73-98, February.
- Kevin Lee & James Morley & Kalvinder Shields, 2011. "The Meta Taylor Rule," Discussion Papers 11/07, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Kevin Lee, James Morley and Kalvinder Sheields, 2011. "The Meta Taylor Rule," Department of Economics - Working Papers Series 1131, The University of Melbourne.
- Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2013.
"Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods,"
Manchester School, University of Manchester, vol. 81, pages 28-53, October.
- Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2012. "Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods," Department of Economics - Working Papers Series 1138, The University of Melbourne.
- David Fielding & Kevin Lee & Kalvinder Shields, 2012. "Does one size fit all? Modelling macroeconomic linkages in the West African Economic and Monetary Union," Economic Change and Restructuring, Springer, vol. 45(1), pages 45-70, February.
- Lee, Kevin & Shields, Kalvinder K., 2011.
"Decision-making in hard times: What is a recession, why do we care and how do we know when we are in one?,"
The North American Journal of Economics and Finance, Elsevier, vol. 22(1), pages 43-60, January.
- Kevin Lee & Anthony Garratt & Kalvinder Shields, 2009. "Decision Making in hard Times: What is a Recession, Why Do We Care and How Do We Know When We Are in One?," Discussion Papers in Economics 09/22, Division of Economics, School of Business, University of Leicester.
- David Fielding & Kalvinder Shields, 2011.
"Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(1), pages 79-103, February.
- David Fielding & Kalvinder Shields, 2007. "Regional Asymmetries in the Impact of Monetary Policy Shocks on Prices: Evidence from US Cities," Working Papers 0702, University of Otago, Department of Economics, revised Feb 2007.
- Henry, Ólan & Olekalns, Nilss & Shields, Kalvinder, 2010. "Sign and phase asymmetry: News, economic activity and the stock market," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 1083-1100, December.
- Garratt, Anthony & Lee, Kevin & Mise, Emi & Shields, Kalvinder, 2009. "Real time representation of the UK output gap in the presence of model uncertainty," International Journal of Forecasting, Elsevier, vol. 25(1), pages 81-102.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2008.
"Real-Time Representations of the Output Gap,"
The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 792-804, November.
- Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields, 2006. "Real Time Representations of the Output Gap," Birkbeck Working Papers in Economics and Finance 0619, Birkbeck, Department of Economics, Mathematics & Statistics.
- Kevin Lee & Emi Mise & Kalvinder Shields & Tony Garratt, 2005. "Real time Representations of the Output Gap," Money Macro and Finance (MMF) Research Group Conference 2005 26, Money Macro and Finance Research Group.
- Kevin Lee & Kalvinder Shields, 2007.
"Overcoming Measurement Error Problems in the Use of Survey Data on Expectations,"
The Economic Record, The Economic Society of Australia, vol. 83(262), pages 303-316, September.
- Kalvinder Shields & Kevin Lee, 2004. "Overcoming Measurement Error Problems in the use of Survey Data on Expectations," Econometric Society 2004 Australasian Meetings 107, Econometric Society.
- Fielding, David & Shields, Kalvinder, 2006. "Regional asymmetries in monetary transmission: The case of South Africa," Journal of Policy Modeling, Elsevier, vol. 28(9), pages 965-979, December.
- David Fielding & Kalvinder Shields, 2005.
"The Impact of Monetary Union on Macroeconomic Integration: Evidence from West Africa,"
Economica, London School of Economics and Political Science, vol. 72(288), pages 683-704, November.
- David Fielding & Kalvinder Shields, 2004. "The Impact of Monetary Union on Macroeconomic Integration: Evidence from West Africa," WIDER Working Paper Series RP2004-17, World Institute for Development Economic Research (UNU-WIDER).
- Kalvinder Shields & Nilss Olekalns & Ãlan T. Henry & Chris Brooks, 2005.
"Measuring the Response of Macroeconomic Uncertainty to Shocks,"
The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 362-370, May.
- Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks, 2003. "Measuring the Response of Macroeconomic Uncertainty to Shocks," Department of Economics - Working Papers Series 870, The University of Melbourne.
- Wojciech Charemza & Kalvinder Shields & Anna Zalewska, 2004. "Predictability of stock markets with disequilibrium trading," The European Journal of Finance, Taylor & Francis Journals, vol. 10(5), pages 329-344.
- David Fielding & Kevin Lee & Kalvinder Shields, 2004.
"The Characteristics of Macroeconomic Shocks in the CFA Franc Zone,"
Journal of African Economies, Centre for the Study of African Economies, vol. 13(4), pages 488-517, December.
- David Fielding & Kevin Lee & Kalvinder Shields, 2004. "The Characteristics of Macroeconomic Shocks in the CFA Franc Zone," WIDER Working Paper Series RP2004-21, World Institute for Development Economic Research (UNU-WIDER).
- Henry, Olan T. & Shields, Kalvinder, 2004. "Is there a unit root in inflation?," Journal of Macroeconomics, Elsevier, vol. 26(3), pages 481-500, September.
- Kevin B. Grier & Ólan T. Henry & Nilss Olekalns & Kalvinder Shields, 2004.
"The asymmetric effects of uncertainty on inflation and output growth,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 551-565.
- Shields, KalvInder & Kevin B Grier & Olan T Henry & Nilss Olekalns, 2003. "The Asymmetric Effects of Uncertainty on Inflation and Output Growth," Royal Economic Society Annual Conference 2003 187, Royal Economic Society.
- Fielding, David & Shields, Kalvinder, 2003.
"A nation divided? Price and output dynamics in English regions,"
Economic Modelling, Elsevier, vol. 20(3), pages 651-677, May.
- David Fielding & Kalvinder Shields, 2001. "A Nation Divided? Price and Output Dynamics in English Regions," Discussion Papers in Economics 01/6, Division of Economics, School of Business, University of Leicester.
- Fielding, David & Shields, Kalvinder, 2001.
"Modelling macroeconomic shocks in the CFA Franc Zone,"
Journal of Development Economics, Elsevier, vol. 66(1), pages 199-223, October.
- David Fielding & Kalvinder Shields, 2000. "Modeling Macroeconomic Shocks in the CFA Franc Zone," Discussion Papers in Economics 00/7, Division of Economics, School of Business, University of Leicester.
- Kevin Lee & Kalvinder Shields, 2000. "Expectations Formation and Business Cycle Fluctuations: An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975–1996," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(4), pages 463-490, September.
- Kevin Lee & Kalvinder Shields, 2000. "Measuring Output Trends Using Actual and Expected Output in UK Manufacturing, 1975–98," Manchester School, University of Manchester, vol. 68(s1), pages 75-91.
- Shields, Kalvinder K, 1997.
"Threshold Modelling of Stock Return Volatility on Eastern European Markets,"
Economic Change and Restructuring, Springer, vol. 30(2-3), pages 107-125.
- Kalvinder Shields, 1997. "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, vol. 30(2), pages 107-125, May.
- Shields, Kalvinder K, 1997. "Stock Return Volatility on Emerging Eastern European Markets," The Manchester School of Economic & Social Studies, University of Manchester, vol. 65(0), pages 118-138, Supplemen.
Chapters
- Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields, 2022. "A Meta Model Analysis of Exchange Rate Determination," Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 199-215, Emerald Group Publishing Limited.
- Ólan T. Henry & Nilss Olekalns & Kalvinder K. Shields, 2013. "Quantifying time variation and asymmetry in measures of covariance risk: a simulation approach," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 18, pages 457-476, Edward Elgar Publishing.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 21 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (14) 2006-03-05 2006-12-16 2006-12-16 2008-05-24 2008-11-25 2009-11-07 2009-11-27 2010-04-17 2013-05-11 2015-12-20 2018-11-19 2019-02-18 2019-02-18 2022-06-13. Author is listed
- NEP-CBA: Central Banking (7) 2006-12-16 2006-12-16 2008-05-24 2009-11-07 2009-11-27 2010-04-17 2011-07-13. Author is listed
- NEP-FOR: Forecasting (5) 2006-12-16 2006-12-16 2009-11-27 2014-07-13 2015-12-20. Author is listed
- NEP-ETS: Econometric Time Series (3) 2006-12-16 2006-12-16 2022-06-13
- NEP-IFN: International Finance (3) 2000-01-31 2002-04-25 2003-08-17
- NEP-MON: Monetary Economics (3) 2002-04-25 2012-07-23 2013-05-11
- NEP-ECM: Econometrics (2) 2006-12-16 2006-12-16
- NEP-EEC: European Economics (2) 2001-11-05 2002-04-25
- NEP-HEA: Health Economics (1) 2001-11-05
- NEP-LTV: Unemployment, Inequality and Poverty (1) 2001-11-05
- NEP-MIC: Microeconomics (1) 2001-11-05
- NEP-RMG: Risk Management (1) 2003-08-17
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Kalvinder Shields should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.