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Bull, bear or any other states in US stock market?
Jiang, Yu; Fang, Xianming - In: Economic modelling 44 (2015), pp. 54-58
Persistent link: https://www.econbiz.de/10011326294
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Multifactor consumption based asset pricing models using the US stock market as a reference : evidence from a panel of developed economies
Hunter, John; Wu, Feng - In: Economic modelling 36 (2014), pp. 557-565
Persistent link: https://www.econbiz.de/10010416359
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Extremes, return level and identification of currency crises
Qin, Xiao; Liu, Liya - In: Economic modelling 37 (2014), pp. 439-450
Persistent link: https://www.econbiz.de/10010417634
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Detection of high and low states in stock market returns with MCMC method in a Markov switching model
Rey, Clément; Rey, Serge; Viala, Jean-Renaud - In: Economic modelling 41 (2014), pp. 145-155
Persistent link: https://www.econbiz.de/10010438390
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Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo; Ryu, Deockhyun - In: Economic modelling 51 (2015), pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
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Mixed-frequency SV model for stock volatility and macroeconomics
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 95 (2021), pp. 462-472
Persistent link: https://www.econbiz.de/10012696029
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Effects of investor sentiment on stock return volatility : a spatio-temporal dynamic panel model
Jiang, Shangwei; Jin, Xiu - In: Economic modelling 97 (2021), pp. 298-306
Persistent link: https://www.econbiz.de/10012793454
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Nonlinearity matters : the stock price : trading volume relation revisited
Behrendt, Simon; Schmidt, Alexander - In: Economic modelling 98 (2021), pp. 371-385
Persistent link: https://www.econbiz.de/10012793999
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Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping - In: Economic modelling 88 (2020), pp. 408-419
Persistent link: https://www.econbiz.de/10012417252
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Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane; Uctum, Remzi - In: Economic modelling 54 (2016), pp. 218-234
Persistent link: https://www.econbiz.de/10011642112