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The role of ECB monetary policy and financial stress on Eurozone sovereign yields
Blot, Christophe; Creel, Jérôme; Hubert, Paul; … - In: Empirical economics : a journal of the Institute for … 59 (2020) 3, pp. 1189-1211
Persistent link: https://www.econbiz.de/10012284979
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A dynamic econometrics system for the real yen-dollar rate
Kurita, Takamitsu - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 115-149
Persistent link: https://www.econbiz.de/10003491979
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Improving GARCH volatility forecasts with regime-switching GARCH
Klaassen, Franc - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 363-394
Persistent link: https://www.econbiz.de/10001655657
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Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output
Coe, Patrick J. - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 395-401
Persistent link: https://www.econbiz.de/10001655659
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
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S&P500 volatility analysis using high-frequency multipower variation volatility proxies
Chin, Wen Cheong; Lee, Min Cherng - In: Empirical economics : a journal of the Institute for … 54 (2018) 3, pp. 1297-1318
Persistent link: https://www.econbiz.de/10011949524
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How do zero-coupon inflation swaps predict inflation rates in the euro area? : evidence of efficiency and accuracy on 1-year contracts
Ribeiro, Pedro Pires; Curto, José Dias - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1451-1475
Persistent link: https://www.econbiz.de/10011949563
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Inflation targeting and exchange rate volatility in emerging markets
Cabral Torres, René; Carneiro, Francisco Galrão; … - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 605-626
Persistent link: https://www.econbiz.de/10012219141
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Zero lower bound, ECB interest rate policy and the financial crisis
Gerlach, Stefan; Lewis, John - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 865-886
Persistent link: https://www.econbiz.de/10010344379
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Sudden stops and output : an empirical Markov switching analysis
Bachmann, Andreas; Leist, Stefan - In: Empirical economics : a journal of the Institute for … 53 (2017) 2, pp. 525-567
Persistent link: https://www.econbiz.de/10011988463