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Bond risk premia and the return forecasting factor
Gutierrez, Agustin; Hevia, Constantino; Sola, Martin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012198495
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The effects of different parameterizations of Markov-switching in a CIR model of bond pricing
Driffill, John; Kenç, Turalay; Sola, Martin; Spagnolo, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10009513609
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Contemporaneous-threshold smooth transition GARCH models
Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10009515540
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Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
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Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10009949866
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The effects of different parameterizations of Markov-switching in a CIR model of bond pricing
Driffill, John; Kenc, Turalay; Sola, Martin; Spagnolo, Fabio - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10009949938
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Contemporaneous-threshold smooth transition GARCH models
Dueker, Michael J.; Psaradakis, Zacharias; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10009949986
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Investment under uncertainty with stochastically switching profit streams : entry and exit over business cycle
Driffill, John (contributor); Raybaudi, Marzia (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 1
Persistent link: https://www.econbiz.de/10002004094
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On testing for bubbles during hyperinflations
Morita, Rubens; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
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Investment under uncertainty with stochastically switching profit streams : entry and exit over business cycle
Driffill, John; Raybaudi, Marzia; Sola, Martin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 1
Persistent link: https://www.econbiz.de/10009949782