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Spurious persistence in stochastic volatility
Messow, Philip; Krämer, Walter - In: Economics letters 121 (2013) 2, pp. 221-223
Persistent link: https://www.econbiz.de/10010346320
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Measuring macroeconomic uncertainty : a historical perspective
Shen, Yifan - In: Economics letters 196 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012510982
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Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng - In: Economics letters 120 (2013) 3, pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
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The relation between the corporate bond-yield spread and the real economy : stable or time-varying?
Karlsson, Sune; Österholm, Pär - In: Economics letters 186 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012503617
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A new look at Cryptocurrencies
Phillip, Andrew; Chan, Jennifer S. K.; Peiris, Shelton - In: Economics letters 163 (2018), pp. 6-9
Persistent link: https://www.econbiz.de/10011982903
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Volatility and return jumps in bitcoin
Chaim, Pedro; Laurini, Márcio Poletti - In: Economics letters 173 (2018), pp. 158-163
Persistent link: https://www.econbiz.de/10012022975
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Measuring international uncertainty : the case of Korea
Shin, Minchul; Zhang, Boyuan; Zhong, Molin; Lee, Dong Jin - In: Economics letters 162 (2018), pp. 22-26
Persistent link: https://www.econbiz.de/10011939729
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Time-varying impact of uncertainty shocks on the US housing market
Christou, Christina; Gupta, Rangan; Nyakabawo, Wendy - In: Economics letters 180 (2019), pp. 15-20
Persistent link: https://www.econbiz.de/10012121736
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Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos - In: Economics letters 150 (2017), pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
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Structural breaks in Taylor rule based exchange rate models : evidence from threshold time varying parameter models
Huber, Florian - In: Economics letters 150 (2017), pp. 48-52
Persistent link: https://www.econbiz.de/10011762629