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Stock market dynamics in a regime-switching asymmetric power GARCH model
Ané, Thierry; Ureche-Rangau, Loredana - In: International review of financial analysis 15 (2006) 2, pp. 109-129
Persistent link: https://www.econbiz.de/10003320645
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Level-ARCH short rate models with regime switching : bivariate modeling of US and European short rates
Christiansen, Charlotte - In: International review of financial analysis 17 (2008) 5, pp. 925-948
Persistent link: https://www.econbiz.de/10003792319
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Evidence of an asymmetry in the relationship between volatility and autocorrelation
McKenzie, Michael D.; Kim, Suk-Joong - In: International review of financial analysis 16 (2007) 1, pp. 22-40
Persistent link: https://www.econbiz.de/10003407485
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Volatility in stock returns for new EU member states : Markov regime switching model
Moore, Tomoe; Wang, Ping - In: International review of financial analysis 16 (2007) 3, pp. 282-292
Persistent link: https://www.econbiz.de/10003510457
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The effects of sovereign rating drifts on financial return distributions : evidence from the European Union
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 34 (2014), pp. 5-20
Persistent link: https://www.econbiz.de/10010520405
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Are CDS spreads predictable? : an analysis of linear and non-linear forecasting models
Avino, Davide; Nneji, Ogonna - In: International review of financial analysis 34 (2014), pp. 262-274
Persistent link: https://www.econbiz.de/10010529033
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Forward-futures price differences in the UK commercial property market : arbitrage and marking-to-model explanations
Stanescu, Silvia; Tunaru, Radu; Candradewi, Made Reina - In: International review of financial analysis 34 (2014), pp. 177-188
Persistent link: https://www.econbiz.de/10010529042
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The gold price in times of crisis
Białkowski, Je̜drzej; Bohl, Martin T.; Stephan, … - In: International review of financial analysis 41 (2015), pp. 329-339
Persistent link: https://www.econbiz.de/10011509023
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A migration approach for USA banks' capitalization : are the 00s the same with the 90s?
Koutras, Vasileios M.; Drakos, Kōnstantinos - In: International review of financial analysis 30 (2013), pp. 131-140
Persistent link: https://www.econbiz.de/10010460327
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Bayesian extensions to Diebold-Li term structure model
Laurini, Márcio Poletti; Hotta, Luiz K. - In: International review of financial analysis 19 (2010) 5, pp. 342-350
Persistent link: https://www.econbiz.de/10009272648