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Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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Why do regional economies behave differently? : a modelling approach to analyse region-specific dynamics along the business cycle
Lasarte-López, Jesús Miguel; Carbonero-Ruz, Mariano; … - In: Applied economics letters 28 (2021) 16, pp. 1391-1399
Persistent link: https://www.econbiz.de/10012609685
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A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle
Cavicchioli, Maddalena - In: Applied economics letters 28 (2021) 19, pp. 1648-1655
Persistent link: https://www.econbiz.de/10012652565
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Identifying Turkish business cycle regimes in real time
Soybilgen, Barış - In: Applied economics letters 27 (2020) 1, pp. 62-66
Persistent link: https://www.econbiz.de/10012205374
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Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis
Evgenidis, Anastasios; Siriopoulos, Costas - In: Applied economics letters 21 (2014) 10/12, pp. 817-822
Persistent link: https://www.econbiz.de/10010416254
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Predicting recessions with the term spread : recent evidence from seven countries
Moersch, Mathias; Pohl, Armin - In: Applied economics letters 18 (2011) 13/15, pp. 1285-1288
Persistent link: https://www.econbiz.de/10009348089
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Identify regimes in post-war US GDP growth
Jiang, Yu; Fang, Xianming - In: Applied economics letters 21 (2014) 4/6, pp. 397-401
Persistent link: https://www.econbiz.de/10010413712
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Cycle and performance of mutual funds : an application of spectral analysis
Hsu, Pao-peng; Yen, Chen-hui; Chang, Ya-hui; Chou, Li-ling - In: Applied economics letters 18 (2011) 1/3, pp. 75-79
Persistent link: https://www.econbiz.de/10009230312
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Nonlinearity in US macroeconomic time series
Yoon, Gawon - In: Applied economics letters 17 (2010) 16/18, pp. 1601-1609
Persistent link: https://www.econbiz.de/10009232175
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The nonlinear dynamic process of macroeconomic development by modelling dry bulk shipping market
Chang, Ching-chih; Lai, Tin-chia - In: Applied economics letters 18 (2011) 16/18, pp. 1655-1663
Persistent link: https://www.econbiz.de/10009383396