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How integrated are the local US markets for natural gas? : new evidence using rolling cointegration
Böker, Timo; Michler, Albrecht F. - In: Applied economics quarterly 61 (2015) 2, pp. 175-198
Persistent link: https://www.econbiz.de/10011444710
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The causality between FDI and sector-specific production in Turkey : evidence from threshold cointegration with regime shifts
Bilgili, Faik; Tülüce, Nadide S.; Doğan, Ibrahim; … - In: Applied economics 48 (2016) 4/6, pp. 345-360
Persistent link: https://www.econbiz.de/10011412839
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Can exchange rate volatility influence the export positively? : evidence from Turkey under the regime shifts
Bilgili, Faik; Ulucak, Recep; Soykan, Mehmet Erkan; … - In: Global business review 22 (2021) 3, pp. 588-611
Persistent link: https://www.econbiz.de/10012591288
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Analysis of structural changes in container shipping
Fan, Lixian; Yin, Jingbo - In: Maritime economics & logistics : a quarterly scientific … 18 (2016) 2, pp. 174-191
Persistent link: https://www.econbiz.de/10011586586
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Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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Apparent criticality and calibration issues in the Hawkes self-excited point process model : application to high-frequency financial data
Filimonov, Vladimir; Sornette, Didier - 2013
We present a careful analysis of possible issues of the application of the self-excited Hawkes process to high-frequency financial data and carefully analyze a set of effects that lead to significant biases in the estimation of the "criticality index'' n that quantifies the degree of endogeneity...
Persistent link: https://www.econbiz.de/10010257507
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Tests of investor learning models using earnings innovations and implied volatilities
Neururer, Thaddeus; Papadakis, George; Riedl, Edward J. - In: Review of accounting studies 21 (2016) 2, pp. 400-437
Persistent link: https://www.econbiz.de/10011488222
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Regime shifts and volatility in BRIICKS stock markets : an asset allocation perspective
Ahmad, Wasim; Sehgal, Sanjay - In: International journal of emerging markets 10 (2015) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10011489265
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Did fiscal institutions affect Wagner's law in Italy during 1951-2009 period? : an empirical analysis
Barra, Cristian; Bimonte, Giovanna; Spennati, Pietro - In: Applied economics 47 (2015) 58/60, pp. 6409-6424
Persistent link: https://www.econbiz.de/10011411994
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Optimal management of a renewable resource under multiple regimes
Kvamsdal, Sturla Furunes - In: Environmental and resource economics 81 (2022) 3, pp. 481-499
Persistent link: https://www.econbiz.de/10013166904