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The default and liquidity premia of corporate bonds : evidence from the trade reporting and compliance engine
Ahn, Yongkil - In: Applied economics letters 28 (2021) 15, pp. 1271-1276
Persistent link: https://www.econbiz.de/10012609650
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The term structure of uncovered interest parity in emerging markets
Das, Mitali - In: Applied economics letters 30 (2023) 12, pp. 1589-1596
Persistent link: https://www.econbiz.de/10014304568
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The validity of trend-cycle decomposition using unobserved component model : Monte Carlo evidence
Fukuda, Kosei - In: Applied economics letters 15 (2008) 4/6, pp. 367-369
Persistent link: https://www.econbiz.de/10003727356
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The Fisher effect: a Kalman filter approach to detecting structural change
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Applied economics letters 15 (2008) 7/9, pp. 619-624
Persistent link: https://www.econbiz.de/10003741551
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Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied economics letters 13 (2006) 5, pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
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On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - In: Applied economics letters 20 (2013) 4/6, pp. 316-319
Persistent link: https://www.econbiz.de/10009706792
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Wavelet spectrum analysis of business cycles of China and G7 countries
Fidrmuc, Jarko; Korhonen, Iikka; Poměnková, Jitka - In: Applied economics letters 21 (2014) 16/18, pp. 1309-1313
Persistent link: https://www.econbiz.de/10010467433
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The export-led growth hypothesis for India : examining causality by a new approach in the time-frequency domain
Tiwari, Aviral Kumar; Ludwig, Alexander - In: Applied economics letters 21 (2014) 16/18, pp. 1297-1301
Persistent link: https://www.econbiz.de/10010467456
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Sentimental herding in Borsa Istanbul : informed versus uninformed
Solakoğlu, Mehmet Nihat; Demir, Nazmi - In: Applied economics letters 21 (2014) 13/15, pp. 965-968
Persistent link: https://www.econbiz.de/10010418301
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Estimation of affine term structure models under the Milstein approximation
Park, Hail - In: Applied economics letters 21 (2014) 7/9, pp. 651-656
Persistent link: https://www.econbiz.de/10010414746