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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling; Lou, Zhusheng - In: Economic modelling 123 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
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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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Intensity of labor shocks behind the changes in Brazilian hours worked during the pandemic
Silva, Nelson da; Caetano, Sidney Martins - In: Economic modelling 131 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014451199
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Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.; Balcilar, Mehmet; Gupta, Rangan; … - In: Economic modelling 32 (2013), pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
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Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald; Zhang, Jiewen; Yu, Xiaojian - In: Economic modelling 113 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
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A fractal version of the Hull-White interest rate model
Hainaut, Donatien - In: Economic modelling 31 (2013), pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
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Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 30 (2013), pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
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Testing volatility persistence on Markov switching stochastic volatility models
Pan, Qi; Li, Yong - In: Economic modelling 35 (2013), pp. 45-50
Persistent link: https://www.econbiz.de/10010258578
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Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - In: Economic modelling 105 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013367152