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Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs; Ho, Han-Chiang; Liu, Su-Ping - In: Applied economics 50 (2018) 56, pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
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A tale of two states : asymmetries in the UK small, value and momentum premiums
Sarwar, Golam; Mateus, Cesario; Todorovic, Natasa - In: Applied economics 49 (2017) 5, pp. 456-476
Persistent link: https://www.econbiz.de/10011810682
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The stability of the Turkish Phillips curve and alternative regime shifting models
Önder, A. Özlem - In: Applied economics 41 (2009) 19/21, pp. 2597-2604
Persistent link: https://www.econbiz.de/10003886271
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A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai; Yoder, Jonathan K. - In: Applied economics 39 (2007) 10/12, pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
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Evidence of the duration-dependence from the stock markets in the Pacific Rim economies
Chen, Shyh-wei; Shen, Chung-hua - In: Applied economics 39 (2007) 10/12, pp. 1461-1474
Persistent link: https://www.econbiz.de/10003511923
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The duration analysis of structural breaks : is stability destabilizing?
Park, Jin Suk - In: Applied economics 47 (2015) 7/9, pp. 940-954
Persistent link: https://www.econbiz.de/10010512073
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Does purchasing power parity hold sometimes? : regime switching in real exchange rates
Lee, Hwa Taek; Yoon, Gawon - In: Applied economics 45 (2013) 16/18, pp. 2279-294
Persistent link: https://www.econbiz.de/10009772329
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Time-series prosperties of the dividend-price ratio with social dynamics
Lawrenz, Jochen - In: Applied economics 45 (2013) 4/6, pp. 569-579
Persistent link: https://www.econbiz.de/10009715028
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Measuring the Chinese business cycle
Becker, Ralf; Wang, Yuanyuan - In: Applied economics 45 (2013) 28/30, pp. 3988-4003
Persistent link: https://www.econbiz.de/10010345805
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Monetary policy effectiveness and stock market cycles in ASEAN-5
Zare, Roohollah; Azali, Mohamed; Habibullah, Muzafar Shah; … - In: Applied economics 46 (2014) 19/21, pp. 2362-2374
Persistent link: https://www.econbiz.de/10010417251