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~person:"Ahking, Francis W."
~person:"Rubio, Gonzalo"
~subject:"Markov-switching model"
~subject:"Zeitreihenanalyse"
~type:"article"
~type_genre:"Article in journal"
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Markov-switching model
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Ahking, Francis W.
Rubio, Gonzalo
Forni, Mario
6
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5
Lippi, Marco
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Camacho, Maximo
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Ericsson, Neil R.
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Issler, João Victor
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1
Macroeconomic determinants of stock market betas
González Sánchez, Mariano
;
Nave, Juan
;
Rubio, Gonzalo
- In:
Journal of empirical finance
45
(
2018
),
pp. 26-44
Persistent link: https://www.econbiz.de/10012102444
Saved in:
2
Macroeconomic and financial determinants of the volatility of corporate bond returns
Nieto Domenech, Belen
;
Novales, Alfonso
;
Rubio, Gonzalo
- In:
The quarterly journal of finance
5
(
2015
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011414145
Saved in:
3
Measuring US business cycles : a comparison of two methods and two indicators of economic activities
Ahking, Francis W.
- In:
Journal of economic and social measurement
39
(
2014
)
4
,
pp. 199-216
Persistent link: https://www.econbiz.de/10011308243
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