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On the cross of conditionally expected stock returns

Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001986896

A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks

Makrēs, Miltiadēs - 2000

Persistent link: https://www.econbiz.de/10001542544

Tests of structural stability of risk premia and returns relationships

Karanikas, Evangelos; Tzavalis, Elias - 1997

Persistent link: https://www.econbiz.de/10000980793

Is the response of output to monetary policy asymmetric? : Evidence from a regime-switching coefficients model

Lo, Ming Chien (contributor); Piger, Jeremy Max (contributor) - 2003 - [Elektronische Ressource], rev.

Persistent link: https://www.econbiz.de/10001964753

Strategic asset allocation and consumption decisions under multivariate regime switching

Guidolin, Massimo (contributor); … - 2005

"This paper studies strategic asset allocation and consumption choice in the presence of regime switching in asset returns. We find evidence that four separate regimes - characterized as crash, slow growth, bull and recovery states - are required to capture the joint distribution of stock and...