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~person:"Sola, Martin"
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Sola, Martin
Elliott, Robert J.
47
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45
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42
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37
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33
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ECONIS (ZBW)
23
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1
Multivariate Markov switching with weighted regime determination : giving France more weight than Finland
Dueker, Michael
(
contributor
);
Sola, Martin
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003741021
Saved in:
2
Predicting Markov volatility switches using monetary policy variables
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
95
(
2007
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
Saved in:
3
Contemporaneous threshold autoregressive models : estimation, testing and forecasting
Dueker, Michael
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 517-547
Persistent link: https://www.econbiz.de/10003571319
Saved in:
4
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
Saved in:
5
Real options with priced regime-switching risk
Driffill, John
;
Kenç, Turalay
;
Sola, Martin
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009784006
Saved in:
6
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
Saved in:
7
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 423-437
Persistent link: https://www.econbiz.de/10002807278
Saved in:
8
Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications
Dueker, Michael
(
contributor
);
Sola, Martin
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983084
Saved in:
9
Markov switching causality and the money-output relationship
Psaradakis, Zacharias G.
;
Ravn, Morten O.
;
Sola, Martin
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 665-683
Persistent link: https://www.econbiz.de/10003121629
Saved in:
10
Risk premia with Markov regimes and the term structure of interest rates
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
-
2002
Persistent link: https://www.econbiz.de/10001717801
Saved in:
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