Showing 41 - 50 of 172
Persistent link: https://www.econbiz.de/10003810440
Persistent link: https://www.econbiz.de/10003882172
Persistent link: https://www.econbiz.de/10003882183
Persistent link: https://www.econbiz.de/10008697784
Persistent link: https://www.econbiz.de/10003978224
Persistent link: https://www.econbiz.de/10003978291
Persistent link: https://www.econbiz.de/10003978320
Persistent link: https://www.econbiz.de/10009153465
We estimate three different models of speculative behaviour using oil price data. There are two major results: (i) The three-regime model of Brooks and Katsaris (2005) and a three-regime variant of van Norden and Schaller (2002) fit the oil price data reasonably well; and (ii) Both models show...
Persistent link: https://www.econbiz.de/10009153468
Persistent link: https://www.econbiz.de/10009153494