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Search: subject_exact:"Structural change test"
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Structural break
19
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19
Estimation
8
Schätzung
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6
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5
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Adraktas, Georgios
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Avouyi-Dovi, Sanvi
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Basse, Tobias
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Blatt, Dominik
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Camarero Olivas, Mariam
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Candelon, Bertrand
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Carrion i Silvestre, Josep Lluís
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Cerqueti, Roy
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Chaudhuri, Kausik
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Ge̜bka, Bartosz
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Jung, Robert
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Kleimeier, Stefanie
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Tamarit Escalona, Cecilio R.
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Journal of banking & finance
Applied economics
128
Economic modelling
94
Journal of econometrics
82
Economics letters
80
Energy economics
63
Applied economics letters
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
International review of economics & finance : IREF
29
Econometric reviews
27
International journal of forecasting
26
Working paper
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CESifo working papers
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International Journal of Energy Economics and Policy : IJEEP
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Oxford bulletin of economics and statistics
23
Discussion paper / Tinbergen Institute
19
Journal of international financial markets, institutions & money
19
The North American journal of economics and finance : a journal of financial economics studies
19
The econometrics journal
19
The empirical economics letters : a monthly international journal of economics
19
Journal of applied econometrics
18
Econometric theory
17
Journal of macroeconomics
17
Research in international business and finance
17
Applied financial economics
16
Finance research letters
16
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
International review of financial analysis
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Journal of economics and finance
15
Journal of empirical finance
15
NBER working paper series
15
CREATES research paper
14
International journal of economics and finance
14
International journal of economics and financial issues : IJEFI
14
Journal of forecasting
14
Journal of international money and finance
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ECONIS (ZBW)
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1
Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns
Zaremba, Adam
;
Umutlu, Mehmet
;
Maydybura, Alina
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521610
Saved in:
2
Credit risk modelling under recessionary and financially distressed conditions
Dendramis, Yiannis
;
Tzavalis, Elias
;
Adraktas, Georgios
- In:
Journal of banking & finance
91
(
2018
),
pp. 160-175
Persistent link: https://www.econbiz.de/10011963657
Saved in:
3
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
4
Detecting contagion in a multivariate time series system : an application to sovereign bond markets in Europe
Blatt, Dominik
;
Candelon, Bertrand
;
Manner, Hans
- In:
Journal of banking & finance
59
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011544252
Saved in:
5
Generalized runs tests to detect randomness in hedge funds returns
Hentati-Kaffel, Rania
;
De Peretti, Philippe
- In:
Journal of banking & finance
50
(
2015
),
pp. 608-615
Persistent link: https://www.econbiz.de/10010510178
Saved in:
6
Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp
;
Wegener, Christoph
;
Basse, Tobias
- In:
Journal of banking & finance
41
(
2014
),
pp. 109-118
Persistent link: https://www.econbiz.de/10010408487
Saved in:
7
The role of correlation dynamics in sector allocation
Kalotychou, Elena
;
Staikouras, Sotiris K.
;
Zhao, Gang
- In:
Journal of banking & finance
48
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10010506948
Saved in:
8
Structural breaks in volatility spillovers between international financial markets : contagion or mere interdependence?
Jung, Robert
;
Maderitsch, Robert
- In:
Journal of banking & finance
47
(
2014
),
pp. 331-342
Persistent link: https://www.econbiz.de/10010506950
Saved in:
9
Have the GIPSI settled down? : breaks and multivariate stochastic volatility models for, and not against, the European financial integration
Ge̜bka, Bartosz
;
Karoglou, Michail
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3639-3653
Persistent link: https://www.econbiz.de/10010126309
Saved in:
10
Global imbalances and the intertemporal external budget constraint : a multicointegration approach
Camarero Olivas, Mariam
;
Carrion i Silvestre, Josep Lluís
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5357-5372
Persistent link: https://www.econbiz.de/10010343714
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