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The Ramadan effects on the economy : focused on the volatility of economic variables of Indonesia and Malaysia

Ra, Hee-Ryang - In: Korea and the world economy 17 (2016) 1, pp. 61-98

Persistent link: https://www.econbiz.de/10011487669

Einfluss der indonesischen Wirtschaftsentwicklung und internationaler Faktoren auf die Jakartaer Börse : statistische Analyse und ökonometrische Modellierung

Achsani, Noer Azam - 2004

Persistent link: https://www.econbiz.de/10002499749

The influence of macroeconomic factors on stock price : the case of real estate and property companies

Simbolon, Lentina; Purwanto - In: Research in finance 34 (2018), pp. 19-39

Persistent link: https://www.econbiz.de/10011956415

The impact of macroeconomic variables on credit risk : evidence from Indonesian business sector level data

Mubin, M. Khoerul; Sugara, Arif - 2020

Persistent link: https://www.econbiz.de/10012543837

Non-linear interest rate dynamics and forecasting : evidence for US and Australian interest rates

McMillan, David G. - In: International journal of finance & economics : IJFE 14 (2009) 2, pp. 139-155

Persistent link: https://www.econbiz.de/10003824095

Interest linkages between the US, UK and German interest rates : should the UK join the European Monetary Union?

Bryant, William D. A.; Joyeux, Roselyne - In: International review of applied economics 24 (2010) 6, pp. 633-647

Persistent link: https://www.econbiz.de/10008842019

Testing the liquidity preference hypothesis using survey forecasts

Ornelas, José Renato Haas; Silva Júnior, Antônio … - In: Emerging markets review 23 (2015), pp. 173-185

Persistent link: https://www.econbiz.de/10011304139

Improving market-based forecasts of short-term interest rates : time-varying stationarity and the predictive content of switching regime-expectations

Ahrens, Ralf - 1999

Modeling short-term interest rates as following regime-switching processes has become increasingly popular. Theoretically, regime-switching models are able to capture rational expectations of infrequently occurring discrete events. Technically, they allow for potential time-varying stationarity....

Persistent link: https://www.econbiz.de/10009768272

A fractal version of the Hull-White interest rate model

Hainaut, Donatien - In: Economic modelling 31 (2013), pp. 323-334

Persistent link: https://www.econbiz.de/10009729087

A new linear estimator for Gaussian dynamic term structure models

Díez de los Ríos, Antonio - 2013

This paper proposes a novel regression-based approach to the estimation of Gaussian dynamic term structure models that … asymptotically equivalent to maximum likelihood estimation. Further, we note that our estimator remains easy-to-compute and …

Persistent link: https://www.econbiz.de/10009734347