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Switching error-correction models of house prices in the United Kingdom

Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1997

Persistent link: https://www.econbiz.de/10000961097

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

Testing the expectations hypothesis of the term structure using instrumental variables

Driffill, John; Psaradakis, Zacharias G.; Sola, Martin - In: International journal of finance & economics : IJFE 3 (1998) 4, pp. 321-325

Persistent link: https://www.econbiz.de/10001434233

Assessing the credibility of a target zone : evidence from EMS countries

Tronzano, Marco; Psaradakis, Zacharias G.; Sola, Martin - In: International journal of finance & economics : IJFE 5 (2000) 2, pp. 107-120

Persistent link: https://www.econbiz.de/10001519412

An analysis of seasonality in the UK equity market

Clare, Andrew D. - In: The economic journal : the journal of the Royal … 105 (1995) 429, pp. 398-409

Persistent link: https://www.econbiz.de/10001179118

A reconciliation of some paradoxical empirical results on the expectations model of the term structure

Driffill, John - In: Oxford bulletin of economics and statistics 59 (1997) 1, pp. 29-42

Persistent link: https://www.econbiz.de/10001223732

Switching error-correction models of house prices in the United Kingdom

Hall, Stephen G. - In: Economic modelling 14 (1997) 4, pp. 517-527

Persistent link: https://www.econbiz.de/10001238063

On regression-based tests for persistence in logarithmic volatility models

Psaradakis, Zacharias G.; Tzavalis, Elias - In: Econometric reviews 18 (1999) 4, pp. 441-448

Persistent link: https://www.econbiz.de/10001413477

Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables

Spagnolo, Fabio; Psaradakis, Zacharias; Sola, Martín - 2004

This paper develops a model for the forward and spot exchange rate which allows for the presence of a Markov switching risk premium in the forward market and considers the issue of testing the unbiased forward exchange rate (UFER) hypothesis. Using US/UK data, it is shown that the UFER...

Persistent link: https://www.econbiz.de/10014068295