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~isPartOf:"Journal of empirical finance"
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Empirical Analysis of Credit R...
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ECONIS (ZBW)
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1
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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2
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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3
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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4
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
Saved in:
5
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
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6
Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
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7
Cryptocurrency return reversals
Kozlowski, Steven E.
;
Puleo, Michael R.
;
Zhou, Jizhou
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 887-893
Persistent link: https://www.econbiz.de/10012589685
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8
Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.
;
Moreira, Fernando
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
Saved in:
9
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
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10
Sovereign default risk premia : evidence from the default swap market
Zinna, Gabriele
- In:
Journal of empirical finance
21
(
2013
),
pp. 15-35
Persistent link: https://www.econbiz.de/10009745313
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