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Regime-switching angular correlation diversification
Lee, Hsiang-Tai - In: Finance research letters 50 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
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The effect of liquidity on non-marketable securities
Abudy, Menachem; Binsky, Hadar; Raviv, Alon - In: Finance research letters 26 (2018), pp. 139-144
Persistent link: https://www.econbiz.de/10012005625
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Short-term determinants of the idiosyncratic sovereign risk premium : a regime-dependent analysis for European credit default swaps
Calice, Giovanni; Mio, RongHui; Štěrba, Filip; … - In: Journal of empirical finance 33 (2015), pp. 174-189
Persistent link: https://www.econbiz.de/10011556866
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Debt market illiquidity and correlated default risk
Javadi, Siamak; Mollagholamali, Mohsen - In: Finance research letters 26 (2018), pp. 266-273
Persistent link: https://www.econbiz.de/10012005695
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Can we distinguish regime switching from long memory? : a simulation evidence
Shi, Yanlin - In: Applied economics letters 22 (2015) 4/6, pp. 318-323
Persistent link: https://www.econbiz.de/10010506750
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Discussions on the Zero-drift GARCH model : evidence from an Markov regime-switching extension
Feng, Lingbing; Fu, Tong; Shi, Yanlin; Wang, Zili - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819431
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Does the financial leverage effect depend on volatility regimes?
Chon, Sora; Kim, Jaeho - In: Finance research letters 39 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012805319
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A regime-switching approach to estimating the nonlinear quantity-based monetary policy rule in China
Zhang, Xu; Liu, Xiaoxing; Hang, Jianqin; Yao, Dengbao - In: Applied economics letters 24 (2017) 1/3, pp. 132-135
Persistent link: https://www.econbiz.de/10011703973
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Regime switching in the present value models : a backward-solving method
Kim, Jan R.; Chung, Keunsuk - In: Finance research letters 32 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012430760
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Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142
Persistent link: https://www.econbiz.de/10011817944