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A steady-state approach to trend/cycle decomposition

Morley, James C. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001987194

Nonlinearity and the permanent effects of recessions

Kim, Chang-jin (contributor); Morley, James C. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001973965

Is value premium a proxy for time-varying investment opportunities : some time series evidence

Guo, Hui (contributor) - 2005

to be robust using both the realized volatility model and the GARCH model, confirm that the value premium cannot be …

Persistent link: https://www.econbiz.de/10002995301

Forecasting foreign exchange volatility : is implied volatility the best we can do?

Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001974118

On the cross of conditionally expected stock returns

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

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

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

Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?

Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001982800

Idiosyncratic volatility, stock market volatility, and expected stock returns

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

Persistent link: https://www.econbiz.de/10001985899

Wavelet : a new tool for business cycle analysis

Raihan, Sharif Md. (contributor); Wen, Yi (contributor); … - 2005

"One basic problem in business-cycle studies is how to deal with nonstationary time series. The market economy is an evolutionary system. Economic time series therefore contain stochastic components that are necessarily time dependent. Traditional methods of business cycle analysis, such as the...

Persistent link: https://www.econbiz.de/10002956724

Business cycle phases in U.S. states

Owyang, Michael T. (contributor); … - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001979872