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Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
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Volatility spillovers and the global financial cycle across economies : evidence from a global semi-structural model
Gómez Pineda, Javier Guillermo - In: Economic modelling 90 (2020), pp. 331-373
Persistent link: https://www.econbiz.de/10012428921
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Optimal timing of defections from price-setting cartels in volatile markets
Hassan, Shakill - In: Economic modelling 23 (2006) 5, pp. 792-804
Persistent link: https://www.econbiz.de/10003368362
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The effect of inflation uncertainty on inflation : stochastic volatility in mean model within a dynamic framework
Berument, Hakan; Yalcin, Yeliz; Yildirim, Julide - In: Economic modelling 26 (2009) 6, pp. 1201-1207
Persistent link: https://www.econbiz.de/10003923524
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A new interpretation of known facts : the case of two-way causality between trading and volatility
Müller, Christian - In: Economic modelling 29 (2012) 3, pp. 664-670
Persistent link: https://www.econbiz.de/10009544842
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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks : evidence from stock indices
Lin, Shih-kuei; Lin, Chien-hsiu; Chuang, Ming-che; … - In: Economic modelling 38 (2014), pp. 341-350
Persistent link: https://www.econbiz.de/10010419066
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Investment, firm-specific uncertainty, and market power in South Africa
Chortareas, Georgios E.; Noikokyris, Emmanouil; Rakeeb, … - In: Economic modelling 96 (2021), pp. 389-395
Persistent link: https://www.econbiz.de/10012745445
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In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.; Martínez-García, Enrique; Zeng, Zheng - In: Economic modelling 100 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
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Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin; Lin, Shih-kuei; Hung, Ming-Chin; Huang, … - In: Economic modelling 54 (2016), pp. 260-275
Persistent link: https://www.econbiz.de/10011642172