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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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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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Does the market accept the perpetual bonds issued by commercial banks? : evidence from China
Liu, Xue Ni; Liu, Guo Cheng - In: Applied economics letters 28 (2021) 12, pp. 990-994
Persistent link: https://www.econbiz.de/10012589727
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Systemic risk of China's commercial banks during financial turmoils in 2010-2020 : a MIDAS-QR based CoVaR approach
Liu, Shuting; Xu, Qifa; Jiang, Cuixia - In: Applied economics letters 28 (2021) 18, pp. 1600-1609
Persistent link: https://www.econbiz.de/10012626719
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The impacts of bank-specific, industry-specific and macroeconomic variables on commercial bank financial performance : evidence from the Gulf Cooperation Council Countries
Alfadli, Abduallah; Rjoub, Husam - In: Applied economics letters 27 (2020) 15, pp. 1284-1288
Persistent link: https://www.econbiz.de/10012267123
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Comparing the reliability of a discrete-time and a continuous-time Markov chain model in determining credit risk
Lu, Su-Lien - In: Applied economics letters 16 (2009) 10/12, pp. 1143-1148
Persistent link: https://www.econbiz.de/10003886672
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Markov switching and long memory : a Monte Carlo analysis
Yu, Wei-choun - In: Applied economics letters 16 (2009) 10/12, pp. 1205-1210
Persistent link: https://www.econbiz.de/10003886727
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Incorporating a leading indicator into the trading rule through the Markov-switching vector autoregression model
Chang, Tzu-pu; Hu, Jin-li - In: Applied economics letters 16 (2009) 10/12, pp. 1255-1259
Persistent link: https://www.econbiz.de/10003886820
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A structural common factor approach to core inflation estimation and forecasting
Morana, Claudio - In: Applied economics letters 14 (2007) 1/3, pp. 163-169
Persistent link: https://www.econbiz.de/10003448454
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Convergence of life expectancy in the European Union : a Markov approach
Happich, Michael; Lengerke, Thomas von - In: Applied economics letters 14 (2007) 1/3, pp. 175-178
Persistent link: https://www.econbiz.de/10003448460