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The exchange rate and macroeconomic determinants : time-varying transitional dynamics
Yuan, Chunming - In: The North American journal of economics and finance : a … 22 (2011) 2, pp. 197-220
Persistent link: https://www.econbiz.de/10009267527
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How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 26 (2013), pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
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Multilateral adjustment, regime switching and real exchange rate dynamics
Bailliu, Jeannine N.; Dib, Ali; Kano, Takashi; … - In: The North American journal of economics and finance : a … 27 (2014), pp. 68-87
Persistent link: https://www.econbiz.de/10010460903
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Regime switches and commonalities of the cryptocurrencies asset class
Figà-Talamanca, Gianna; Focardi, Sergio M.; Patacca, Marco - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012822192
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Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang; Liu, Bing-Yue; Cuñado Eizaguirre, Juncal; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
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Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets : an Empirical Study in China and the U.S.
Wang, Peiwan; Zong, Lu - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012665486
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Nonlinearities in exchange rate determination in a small open economy : some evidence for Canada
Kempa, Bernd; Riedel, Jana - In: The North American journal of economics and finance : a … 24 (2013), pp. 268-278
Persistent link: https://www.econbiz.de/10009739644
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Gold as an inflation hedge in a time-varying coefficient framework
Beckmann, Joscha; Czudaj, Robert - In: The North American journal of economics and finance : a … 24 (2013), pp. 208-222
Persistent link: https://www.econbiz.de/10009739656
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The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations
Lange, Ronald Henry - In: The North American journal of economics and finance : a … 44 (2018), pp. 80-91
Persistent link: https://www.econbiz.de/10012036297
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Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.; Wang, Zona; Songsak Sriboonchitta; … - In: The North American journal of economics and finance : a … 39 (2017), pp. 38-55
Persistent link: https://www.econbiz.de/10011878579