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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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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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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
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Regime switching and the (in) stability of the price-rent relationship : evidence from the US
Kim, J. R.; Chung, K. - In: Applied economics 46 (2014) 31/33, pp. 4041-4052
Persistent link: https://www.econbiz.de/10010421848
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Testing Markov switching models
Huang, Yu-lieh - In: Applied economics 46 (2014) 16/18, pp. 2047-2051
Persistent link: https://www.econbiz.de/10010413344
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The distribution of dairy farm size in Poland : a Markov approach based on information theory
Tonini, Axel; Jongeneel, Roelof A. - In: Applied economics 41 (2009) 1/3, pp. 55-69
Persistent link: https://www.econbiz.de/10003828960
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Markov-switching models, rational expectations and the term structure of interest rates
Beyaert, Arielle; Pérez-Castejón, Juan José - In: Applied economics 41 (2009) 1/3, pp. 399-412
Persistent link: https://www.econbiz.de/10003829417
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Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh; Hammoudeh, Shawkat; Balcilar, Mehmet - In: Applied economics 47 (2015) 58/60, pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
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Monetary shocks, equity returns and volatility : a firm-level panel data analysis
Luo, H. Arthur; Cheng, Jen-chi; Vijverberg, Chu-ping C. - In: Applied economics 48 (2016) 4/6, pp. 261-275
Persistent link: https://www.econbiz.de/10011412709