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Financial globalization, financial crises, and the external portfolio structure of emerging markets
Mendoza, Enrique G.; Smith, Katherine A. - In: The Scandinavian journal of economics 116 (2014) 1, pp. 20-57
Persistent link: https://www.econbiz.de/10010420001
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A tale of two yield curves : modeling the joint term structure of dollar and euro interest rates
Egorov, Alexej V.; Li, Haitao; Ng, David Tat-chee - In: Journal of econometrics 162 (2011) 1, pp. 55-70
Persistent link: https://www.econbiz.de/10009270706
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Testing for factor loading structural change under common breaks
Yamamoto, Yohei; Tanaka, Shinya - In: Journal of econometrics 189 (2015) 1, pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
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Financial instability under a flexible exchange rate
Besancenot, Damien; Vranceanu, Radu P. - In: The Scandinavian journal of economics 109 (2007) 2, pp. 291-302
Persistent link: https://www.econbiz.de/10003531366
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Affine arbitrage-free yield net models with application to the euro debt crisis
Hong, Zhiwu; Niu, Linlin; Zhang, Chen - In: Journal of econometrics 230 (2022) 1, pp. 201-220
Persistent link: https://www.econbiz.de/10013441937
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The predictive ability of several models of exchange rate volatility
West, Kenneth D. - In: Journal of econometrics 69 (1995) 2, pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
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"Large" versus "small" players : a closer look at the dynamics of speculative attacks
Bjønnes, Geir H.; Holden, Steinar; Rime, Dagfinn; … - In: The Scandinavian journal of economics 116 (2014) 2, pp. 506-538
Persistent link: https://www.econbiz.de/10010419941
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Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias; Mammen, Enno; Vogt, Michael - In: Journal of econometrics 188 (2015) 1, pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
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A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia; Pesran, M. Hashem; Smith, L. Vanessa - In: Journal of econometrics 208 (2019) 2, pp. 507-534
Persistent link: https://www.econbiz.de/10012145084
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Testing for non-correlation between price and volatility jumps
Jacod, Jean; Klüppelberg, Claudia; Müller, Gernot - In: Journal of econometrics 197 (2017) 2, pp. 284-297
Persistent link: https://www.econbiz.de/10011818360