Narrow search
Showing 1 - 10 of 125
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio - In: Energy economics 38 (2013), pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
Cover Image
Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach
Lammerding, Marc; Stephan, Patrick; Trede, Mark; … - In: Energy economics 36 (2013), pp. 491-502
Persistent link: https://www.econbiz.de/10009724652
Cover Image
Non-linearities in the dynamics of oil prices
Kisswani, Khalid M.; Nusair, Salah - In: Energy economics 36 (2013), pp. 341-353
Persistent link: https://www.econbiz.de/10009724688
Cover Image
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
Cover Image
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