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Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 48 (2017), pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
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Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu; Li, Yanglin - In: Economic modelling 124 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
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Are there periodically collapsing bubbles in the stock markets? : new international evidence
Chen, Shyh-Wei; Hsu, Chi-Sheng; Xie, Zixong - In: Economic modelling 52 (2016), pp. 442-451
Persistent link: https://www.econbiz.de/10011642804
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Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
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Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence
Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 52 (2017), pp. 188-209
Persistent link: https://www.econbiz.de/10011791338
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Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins; Gil-Alaña, Luis A.; … - In: International review of economics & finance : IREF 69 (2020), pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
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Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins; Gil-Alaña, Luis A.; … - In: International review of economics & finance : IREF 78 (2022), pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
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Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
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Asset price volatility and monetary policy rules : dynamic model and empirical evidence
Semmler, Willi; Zhang, Wenlang - In: Economic modelling 24 (2007) 3, pp. 411-430
Persistent link: https://www.econbiz.de/10003429013
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A rolling MTAR model to test for efficient stock pricing and asymmetric adjustment
Behr, Andreas - In: Applied financial economics 17 (2007) 16/18, pp. 1479-1487
Persistent link: https://www.econbiz.de/10003605859