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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of empirical finance"
~subject:"Estimation"
~subject:"Germany"
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Search: subject_exact:"Structural break"
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Structural break
26
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26
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9
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9
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structural breaks
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International journal of finance & economics : IJFE
Journal of empirical finance
Applied economics
50
Economic modelling
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Energy economics
22
Applied economics letters
20
International review of economics & finance : IREF
18
Journal of econometrics
15
CESifo working papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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International review of financial analysis
8
The North American journal of economics and finance : a journal of financial economics studies
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of economics and finance
7
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
6
International journal of economic perspectives : IJEP
6
International journal of forecasting
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6
The empirical economics letters : a monthly international journal of economics
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CAMA working paper series
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CBN journal of applied statistics
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CESifo Working Paper Series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
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Journal of money, credit and banking : JMCB
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Journal of quantitative economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
2
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
3
Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
Saved in:
4
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
5
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
6
Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos
;
Paraskevopoulos, Alexandros G.
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
Saved in:
7
Gross domestic product growth predictions through the yield spread : time-variation and structural breaks
De Pace, Pierangelo
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009721919
Saved in:
8
Does long-run purchasing power parity hold in Eastern and Southern African countries? : evidence from panel data stationary tests with multiple structural breaks
Hoarau, Jean-François
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 307-315
Persistent link: https://www.econbiz.de/10008811321
Saved in:
9
Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
Saved in:
10
Market timing and return prediciton under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 495-510
Persistent link: https://www.econbiz.de/10001712014
Saved in:
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