Narrow search
Showing 1 - 10 of 11
Cover Image
Threshold effects in credit risk and stress scenarios
Nunes, Tiago M. T.; Rodrigues, Paulo M. M. - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 393-407
Persistent link: https://www.econbiz.de/10009508857
Cover Image
Nonlinearity, macroeconomic factors and the dollar-sterling real exchange rate
Kim, Hyeyoen - In: International journal of finance & economics : IJFE 17 (2012) 4, pp. 337-346
Persistent link: https://www.econbiz.de/10009689481
Cover Image
A note on nonlinear cointegration, misspecification, and bimodality
Medeiros, Marcelo C.; Mendes, Eduardo F.; Oxley, Les - In: Econometric reviews 33 (2014) 7, pp. 713-731
Persistent link: https://www.econbiz.de/10010363888
Cover Image
Predicting earnings management : a nonlinear approach
Wu, Ruei-Shian - In: International review of economics & finance : IREF 30 (2014), pp. 1-25
Persistent link: https://www.econbiz.de/10010490508
Cover Image
Nonlinearity in stock returns : do risk aversion, investor sentiment and, monetary policy shocks matter?
Dahmene, Meriam; Boughrara, Adel; Slim, Skander - In: International review of economics & finance : IREF 71 (2021), pp. 676-699
Persistent link: https://www.econbiz.de/10012628018
Cover Image
Analysis of distinct asymmetries in financial integration-growth nexus for industrial, emerging and developing countries
Yolcu Karadam, Duygu; Öcal, Nadir - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2326-2344
Persistent link: https://www.econbiz.de/10013184885
Cover Image
Testing for current account sustainability under assumptions of smooth break and nonlinearity
Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 38 (2015), pp. 142-156
Persistent link: https://www.econbiz.de/10011572344
Cover Image
A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D. - In: Econometric reviews 35 (2016) 5/7, pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
Cover Image
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.; Vávra, Marián - In: Econometric reviews 38 (2019) 2, pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Cover Image
Robust inference for predictability in smooth transition predictive regressions
Kiliç, Rehim - In: Econometric reviews 37 (2018) 6/10, pp. 1067-1094
Persistent link: https://www.econbiz.de/10012040538