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A test of Fama's efficient capital market's II position in the Nigerian bourse

Idolor, Eseoghne Joseph; Braimah, Abdulganiyu - In: Indian journal of economics & business : IJEB 14 (2015) 3, pp. 375-398

Persistent link: https://www.econbiz.de/10011452889

Discrete regional distributional dynamics revisited

Rey, Sergio J. - In: Revue d'économie régionale & urbaine : RERU (2015) 1/2, pp. 83-103

Persistent link: https://www.econbiz.de/10011457909

Business cycle and Markov switching models with distributed lags : a comparison between US and euro area

Billio, Monica; Cavicchioli, Maddalena - In: Rivista italiana degli economisti : the journal of the … 19 (2014) 2, pp. 253-276

Persistent link: https://www.econbiz.de/10010407958

The xpected time to cross a threshold and its determinants : A simple and flexible framework

Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: Journal of economic dynamics & control 122 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012666214

Inference for income mobility measures in the presence of spatial dependence

Kang, Wei; Rey, Sergio J. - In: International regional science review : IRSR ; an … 43 (2020) 1/2, pp. 10-39

Persistent link: https://www.econbiz.de/10012183876

Security prices as Markov Processes : some evidence on the random character of stock prices in the Nigerian Bourse

Idolor, Eseoghene Joseph; Okoro, O.; Abdul, G. B. - In: Accounting and taxation review : A&TR 2 (2018) 2, pp. 143-156

Persistent link: https://www.econbiz.de/10012203527

Markovian analysis of U.S. Treasury volatility : asymmetric responses to macroeconomic announcements

Gigante, Gimede; Guarniero, Pieralberto; Pasini, Simona - In: Economics letters 239 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015076688

Moving in and out of financial distress : evidence for newly founded service sector firms

Kaiser, Ulrich - 2001

The determinants of transitions between different states of financial distress are analyzed using two versions of Markov chain models: a multinomial logit model without random effects and a multinomial logit model capturing such unobservable factors. The empirical analysis is based on a panel...

Persistent link: https://www.econbiz.de/10011445915