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accessRights:"restricted"
~isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Business cycle"
~subject:"Markov-Kette"
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Jahrbücher für Nationalökonomie und Statistik
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Discussion paper / Centre for Economic Policy Research
87
Economic modelling
66
Working paper / National Bureau of Economic Research, Inc.
61
Applied economics
49
Journal of economic dynamics & control
48
Discussion papers / CEPR
46
Economics letters
43
Applied economics letters
39
Journal of macroeconomics
32
Energy economics
31
Macroeconomic dynamics
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Journal of monetary economics
25
European economic review : EER
23
Finance research letters
23
International review of economics & finance : IREF
23
Journal of econometrics
21
International review of financial analysis
19
Review of economic dynamics
19
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
International journal of forecasting
15
Journal of banking & finance
13
The B.E. journal of macroeconomics
13
Journal of international money and finance
12
Research in international business and finance
12
Journal of applied econometrics
11
International journal of finance & economics : IJFE
10
Journal of economic behavior & organization : JEBO
10
Journal of empirical finance
10
Journal of money, credit and banking : JMCB
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Open economies review
8
Structural change and economic dynamics : SC+ED
8
The European journal of finance
8
Empirica : journal of european economics
7
Journal of financial economics
7
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ECONIS (ZBW)
58
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1
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
Saved in:
2
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
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3
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
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4
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
5
Does variable shift work explain away productivity shocks? : a bayesian approach
Engelhardt, Lucas M.
- In:
Jahrbücher für Nationalökonomie und Statistik
242
(
2022
)
3
,
pp. 343-369
Persistent link: https://www.econbiz.de/10013259456
Saved in:
6
Does the yield curve signal recessions? : new evidence from an international panel data analysis
Hasse, Jean-Baptiste
;
Lajaunie, Quentin
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 9-22
Persistent link: https://www.econbiz.de/10013334685
Saved in:
7
Multivariate Markov-switching score-driven models : an application to the global crude oil market
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 313-335
Persistent link: https://www.econbiz.de/10013334746
Saved in:
8
Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity
Li, Mengheng
;
Mendieta-Muñoz, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 337-359
Persistent link: https://www.econbiz.de/10013334751
Saved in:
9
The co-integration of CDS and bonds in time-varying volatility dynamics : do credit risk swaps lower bond risks?
Li, Leon
;
Scrimgeour, Frank G.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 475-497
Persistent link: https://www.econbiz.de/10013334844
Saved in:
10
Is the shadow economy procyclical or countercyclical over the business cycle? : international evidence
Owolabi, Adegboyega O.
;
Berdiev, Aziz N.
;
Saunoris, James W.
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 257-270
Persistent link: https://www.econbiz.de/10013334874
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