Narrow search
Showing 1 - 10 of 780,544
Cover Image
Regime switching behaviour of real estate and equity prices in emerging countries
Njavro, Mato; Posedel Šimović, Petra; Vizek, Maruška - In: Prague economic papers : a bimonthly journal of … 25 (2016) 4, pp. 396-410
Persistent link: https://www.econbiz.de/10011535498
Cover Image
Timing of tick size reduction : threshold and smooth transition model analysis
Tabata, Tomoaki - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014576141
Cover Image
Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index
Wu, Po-Chin; Pan, Sheng-Chieh; Tai, Xue-Ling - In: Empirica : journal of european economics 42 (2015) 3, pp. 597-613
Persistent link: https://www.econbiz.de/10011485602
Cover Image
Asymmetric adjustment, non-linearity and housing price bubbles : New international evidence
Xie, Zixiong; Chen, Shyh-Wei; Wu, An-Chi - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-33
Persistent link: https://www.econbiz.de/10012203800
Cover Image
A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices
Almeshal, Khalid; Naifar, Nader - In: Afro-Asian Journal of Finance and Accounting : AAJFA 6 (2016) 4, pp. 374-395
Persistent link: https://www.econbiz.de/10011719674
Cover Image
A time-varying threshold STAR model with applications
Dueker, Michael; Jackson, Laura; Owyang, Michael T.; … - In: Oxford open economics 2 (2023), pp. 1-12
Smooth-transition autoregressive (STAR) models, competitors of Markov-switching models, are limited by an assumed time-invariant threshold level. We augment the STAR model with a time-varying threshold that can be interpreted as a 'tipping level' where the mean and dynamics of the VAR shift....
Persistent link: https://www.econbiz.de/10014492218
Cover Image
Testing the unemployment hysteresis in G7 countries : a fresh evidence from fourier threshold unit root test
Yilanci, Veli; Ozkan, Yilmaz; Altinsoy, Abdulkadir - In: Romanian journal of economic forecasting 23 (2020) 3, pp. 49-59
Persistent link: https://www.econbiz.de/10012423782
Cover Image
Asset price bubbles : existence, persistence and migration
Gómez González, José Eduardo; Ojeda-Joya, Jair N.; … - In: The South African journal of economics 85 (2017) 1, pp. 52-67
Persistent link: https://www.econbiz.de/10011667418
Cover Image
The predictable outcome of speculative house price peaks
Richmond, Peter; Roehner, Bertrand M. - In: Evolutionary and institutional economics review 9 (2012) 1, pp. 125-139
Persistent link: https://www.econbiz.de/10010345484
Cover Image
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano; Gupta, Rangan; Ravazzolo, Francesco - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012667335