EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Markov switching regression model"
Narrow search

Narrow search

Year of publication
Subject
All
Markov switching regression model 5 Markov chain 4 Markov-Kette 4 Estimation 3 Regression analysis 3 Regressionsanalyse 3 Schätzung 3 Business cycle 2 Börsenkurs 2 Capital income 2 Estimation theory 2 Growth options 2 Kapitaleinkommen 2 Momentum 2 Procyclicality 2 Schätztheorie 2 Share price 2 Time-varying expected returns 2 Ankündigungseffekt 1 Announcement effect 1 Contaminated events 1 DCC-GARCH 1 Egypt 1 Ereignisstudie 1 Erwartungsbildung 1 Event studies 1 Event study 1 Exchange Rate Pass-Through 1 Exchange rate 1 Exchange rate pass-through 1 Expectation formation 1 Export similarity 1 FDI 1 Food price 1 Forecasting model 1 Foreign Portfolio Investment 1 Inflation 1 Konjunktur 1 Lebensmittelpreis 1 Markov-switching regression model 1
more ... less ...
Online availability
All
Undetermined 4
Type of publication
All
Article 6
Type of publication (narrower categories)
All
Article in journal 4 Aufsatz in Zeitschrift 4
Language
All
English 4 Undetermined 2
Author
All
Kim, Dongcheol 2 Min, Byoung-Kyu 2 Roh, Tai-Yong 2 Andreou, Panayiotis C. 1 Awad, Ibrahim L. 1 Byun, Suk Joon 1 Byun, Suk-Joon 1 Ertuğrul, Hasan Murat 1 Hwang, Young-Soon 1 Kim, Bong-Han 1 Louca, Christodoulos 1 McDonald, Judy 1 Min, Hong-Ghi 1 Savva, Christos S. 1 Seven, Ünal 1
more ... less ...
Published in...
All
International journal of business and economics 1 International journal of finance & economics : IJFE 1 Journal of Banking & Finance 1 Journal of banking & finance 1 Journal of the Japanese and International Economies 1 Review of quantitative finance and accounting 1
Source
All
ECONIS (ZBW) 4 RePEc 2
Showing 1 - 6 of 6
Cover Image
Dynamic spillover analysis of international and Turkish food prices
Ertuğrul, Hasan Murat; Seven, Ünal - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1918-1928
Persistent link: https://www.econbiz.de/10014253462
Saved in:
Cover Image
Revisiting the exchange rate pass-through to domestic inflation in Egypt : why is the Statistical Association weak in the short-run?
Awad, Ibrahim L. - In: International journal of business and economics 18 (2019) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10012231687
Saved in:
Cover Image
Short-horizon event study estimation with a STAR model and real contaminated events
Andreou, Panayiotis C.; Louca, Christodoulos; Savva, … - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 673-697
Persistent link: https://www.econbiz.de/10011595698
Saved in:
Cover Image
Time-varying expected momentum profits
Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; Byun, … - In: Journal of Banking & Finance 49 (2014) C, pp. 191-215
This paper examines the time variations of expected momentum profits using a two-state Markov switching model with time-varying transition probabilities to evaluate the empirical relevance of recent rational theories of momentum profits. We find that in the expansion state the expected returns...
Persistent link: https://www.econbiz.de/10011118113
Saved in:
Cover Image
Time-varying expected momentum profits
Kim, Dongcheol; Roh, Tai-Yong; Min, Byoung-Kyu; Byun, … - In: Journal of banking & finance 49 (2014), pp. 191-215
Persistent link: https://www.econbiz.de/10010508045
Saved in:
Cover Image
Yen-synchronization of floating East Asian currencies: A regime-switching regression model and micro-structural analysis
Kim, Bong-Han; Min, Hong-Ghi; McDonald, Judy; Hwang, … - In: Journal of the Japanese and International Economies 26 (2012) 2, pp. 221-232
Using a regime-switching regression model, we find evidence of synchronization between the Swiss-franc exchange rates of floating East Asian currencies and the Swiss-franc–Japanese-yen exchange rate over the period 1999–2006. The volatility of Swiss-franc–East-Asian currencies’ exchange...
Persistent link: https://www.econbiz.de/10010577226
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...