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1
Risk premia and seasonality in commodity futures
Hevia, Constantino
;
Petrella, Ivan
;
Sola, Martin
-
2016
Persistent link: https://www.econbiz.de/10011480584
Saved in:
2
Risk premia and seasonality in commodity futures
Hevia, Constantino
;
Petrella, Ivan
;
Sola, Martin
-
2016
Persistent link: https://www.econbiz.de/10011482266
Saved in:
3
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
Saved in:
4
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:
5
Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis
Spagnolo, Fabio
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2000
Persistent link: https://www.econbiz.de/10001583871
Saved in:
6
A simple procedure for detecting periodically collapsing rational bubbles
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
-
2000
Persistent link: https://www.econbiz.de/10001583873
Saved in:
7
On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
Saved in:
8
A simple procedure for detecting periodically collapsing rational bubbles
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Economics letters
72
(
2001
)
3
,
pp. 317-323
Persistent link: https://www.econbiz.de/10001602347
Saved in:
9
State-dependent threshold smooth transition autoregressive models
Dueker, Michael
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10010240900
Saved in:
10
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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