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Details about Thomas F. P. Wiesen

Homepage:http://ani.stat.fsu.edu/~twiesen/
Postal address:University of Maine School of Economics 5782 Winslow Hall Orono, ME 04469, USA
Workplace:School of Economics, University of Maine, (more information at EDIRC)

Access statistics for papers by Thomas F. P. Wiesen.

Last updated 2024-04-29. Update your information in the RePEc Author Service.

Short-id: pwi447

Jump to Journal Articles

Journal Articles

2024

  1. A joint impulse response function for vector autoregressive models
    Empirical Economics, 2024, 66, (4), 1553-1585 Downloads
  2. Does high volatility increase connectedness? A study of Asian equity markets
    International Review of Financial Analysis, 2024, 96, (PB) Downloads

2023

  1. Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter?
    Applied Economics Letters, 2023, 30, (20), 2873-2880 Downloads
  2. Econometric connectedness as a measure of urban influence: evidence from Maine
    Letters in Spatial and Resource Sciences, 2023, 16, (1), 1-16 Downloads

2021

  1. The joint spillover index
    Economic Modelling, 2021, 94, (C), 681-691 Downloads View citations (63)

2018

  1. Are generalized spillover indices overstating connectedness?
    Economics Letters, 2018, 173, (C), 131-134 Downloads View citations (32)
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