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Convergence analysis of Chinese corporations' debt leverage utilizing the nonlinear time-varying factor model
Xiao, Hailian; Zhou, Chuanli; Zhuang, Kaijie; He, Jin - In: Emerging markets, finance and trade : EMFT 57 (2021) 7, pp. 2065-2078
Persistent link: https://www.econbiz.de/10012549870
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Market power and price movements over the business cycle
Wilson, Bart J.; Reynolds, Stanley S. - In: The journal of industrial economics 53 (2005) 2, pp. 145-174
Persistent link: https://www.econbiz.de/10002960582
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Macroeconomic variables, leverage, stock returns and stock return volatility
Marozva, Godfrey; Magwedere, Margaret Rutendo - In: Acta Universitatis Danubius / Oeconomica 13 (2017) 4, pp. 237-260
Persistent link: https://www.econbiz.de/10012137022
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The currency composition of firms' balance sheets, asset value correlations, and capital requirements
Byström, Hans N. E. - In: Global finance journal 34 (2017), pp. 89-99
Persistent link: https://www.econbiz.de/10011802972
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Testing for a break in macroeconomic variables : some further evidence for Korea
Jung, Moon-hyun - In: Asian economies 25 (1996) 4, pp. 5-20
Persistent link: https://www.econbiz.de/10001214791
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Measuring Korea's potential GDP and trend unemployment rate
Kim, Myung-jig; Yoo, Ji-sung - In: Journal of economic theory and econometrics : journal … 5 (1999) 1, pp. 43-64
Persistent link: https://www.econbiz.de/10001506151
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Cointegrating smooth transition regressions with application to the Asian currency crisis
Saikkonen, Pentti; Choi, In - 2000
Persistent link: https://www.econbiz.de/10001555318
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Cointegrating smooth transition regressions
Saikkonen, Pentti; Choi, In - In: Econometric theory 20 (2004) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
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Cointegrating smooth transition regressions with applications to the Asian currency crisis
Saikkonen, Pentti; Choi, In - 2000
This paper studies the smooth transition regression model where regressors are I(1) and errors are I(0). The regressors and errors are assumed to be dependent both serially and contemporaneously. Using the triangular array asymptotics, the nonlinear least squares estimator is shown to be...
Persistent link: https://www.econbiz.de/10009612025
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Business cycle asymmetries and the financial propagation mechanism
Stanca, Luca M. - 1999
Persistent link: https://www.econbiz.de/10001474343