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Bayesian model averaging and identification of structural breaks in time series
Balcombe, Kelvin G.; Fraser, Iain M.; Sharma, Abhijit - In: Applied economics 43 (2011) 25/27, pp. 3805-3818
Persistent link: https://www.econbiz.de/10009380621
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Common dynamics of nonenergy commodity prices and their relation to uncertainty
Poncela, Pilar; Senra, Eva; Sierra, Lya Paola - In: Applied economics 46 (2014) 28/30, pp. 3724-3735
Persistent link: https://www.econbiz.de/10010419943
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International co-movements of real and financial economic variables
Qadan, Mahmod; Yagil, Joseph - In: Applied economics 47 (2015) 31/33, pp. 3347-3366
Persistent link: https://www.econbiz.de/10011293554
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Does Shariah compliance affect investor behaviour in the COVID-19 times : evidence from herding in the global energy market
Aziz, Saqib; Jalan, Akanksha; Matkovskyy, Roman; … - In: Applied economics 54 (2022) 24, pp. 2825-2836
Persistent link: https://www.econbiz.de/10013171126
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A 'pricing-to-market' model with unobserved variables : explaining New Zealand's import prices
Hansen, Eric - In: Applied economics 31 (1999) 1, pp. 3-8
Persistent link: https://www.econbiz.de/10001364222
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Asymmetric loss and herding behaviour of exchange rate forecasters : evidence from South Africa
Tsuchiya, Y.; Kato, T. - In: Applied economics 47 (2015) 52/54, pp. 5841-5852
Persistent link: https://www.econbiz.de/10011348849
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Profitability and herding of trade-based pump-and-dump manipulation
Lee, Eun Jung; Lee, Yu Kyung; Kim, Ryumi - In: Applied economics 56 (2024) 20, pp. 2375-2385
Persistent link: https://www.econbiz.de/10014521102
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Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks
Luo, Jiawen; Zhang, Qun - In: Applied economics 53 (2021) 5, pp. 628-649
Persistent link: https://www.econbiz.de/10012416078
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Time-frequency dynamics of return spillover from crude oil to agricultural commodities
Pal, Debdatta; Mitra, Subrata Kumar - In: Applied economics 52 (2020) 49, pp. 5426-5445
Persistent link: https://www.econbiz.de/10012307706
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Herding and the shifting determinants of exchange rate regime choice
Russell, Jesse - In: Applied economics 44 (2012) 31/33, pp. 4187-4197
Persistent link: https://www.econbiz.de/10009713510