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An econometric analysis of emission allowance prices
Paolella, Marc S.; Taschini, Luca - In: Journal of banking & finance 32 (2008) 10, pp. 2022-2032
Persistent link: https://www.econbiz.de/10003778574
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An out-of-sample test for nonlinearity in financial time series : an empirical application
Panagiōtidēs, Theodōros - In: Computational economics 36 (2010) 2, pp. 121-132
Persistent link: https://www.econbiz.de/10008796501
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Comparing different explanations of the volatility trend
Rubin, Amir; Smith, Daniel R. - In: Journal of banking & finance 35 (2011) 6, pp. 1581-1597
Persistent link: https://www.econbiz.de/10009244937
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An application of a new seasonal unit root test to inflation
Narayan, Paresh Kumar; Popp, Stephan - In: International review of economics & finance : IREF 20 (2011) 4, pp. 707-716
Persistent link: https://www.econbiz.de/10009303880
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Forecasting exchange rates : the multi-state Markov-switching model with smoothing
Yuan, Chunming - In: International review of economics & finance : IREF 20 (2011) 2, pp. 342-362
Persistent link: https://www.econbiz.de/10009304115
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Forecasting portfolio-Value-at-Risk with nonparametric lower tail dependence estimates
Siburg, Karl Friedrich; Stoimenov, Pavel; Weiß, Gregor - In: Journal of banking & finance 54 (2015), pp. 129-140
Persistent link: https://www.econbiz.de/10011377805
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The effect of data revision on the basic New Keynesian model
Vázquez, Jesús; María-Dolores, Ramón; Londoño, Juan M. - In: International review of economics & finance : IREF 24 (2012), pp. 235-249
Persistent link: https://www.econbiz.de/10009690181
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Nonstationarity and nonlinearity in inflation rate : some further evidence
Arize, Augustine Chuck; Malindretos, John - In: International review of economics & finance : IREF 24 (2012), pp. 224-234
Persistent link: https://www.econbiz.de/10009690184
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Exchange rate misalignment and inflation rate persistence : evidence from Latin American countries
Giannellis, Nikolaos; Kukuritakēs, Minōas - In: International review of economics & finance : IREF 25 (2013), pp. 202-218
Persistent link: https://www.econbiz.de/10009693304
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Nonparametric testing for long-run neutrality with applications to US money and output data
Lee, Jin - In: Computational economics 40 (2012) 2, pp. 183-202
Persistent link: https://www.econbiz.de/10009627469