Loading…
Loading…
Loading…
Are regime-shift sources of risk priced in the market?
Chourdakis, Kyriakos, Dendramis, Yiannis, Tzavalis, Elias
Published in Journal of empirical finance (01.09.2014)
Published in Journal of empirical finance (01.09.2014)
Get full text
Journal Article
Loading…
Political stability and credibility of currency board
Feng, Shu, Fu, Liang, Ho, Chun-Yu, Alex Ho, Wai-Yip
Published in Journal of international money and finance (01.10.2023)
Published in Journal of international money and finance (01.10.2023)
Get full text
Journal Article
Loading…
Loading…
Markov Switching International Capital Asset Pricing Model, an Emerging Market Case: Mexico
Valencia-Herrera, Humberto, López-Herrera, Francisco
Published in Journal of emerging market finance (01.04.2018)
Published in Journal of emerging market finance (01.04.2018)
Get full text
Journal Article
Loading…
Prediction and Inference in a Partially Hidden Markov-switching Framework with Autoregression. Application to Machinery Health Diagnosis
Dama, Fatoumata, Sinoquet, Christine
Published in Proceedings - International Conference on Tools with Artificial Intelligence, TAI (01.11.2021)
Published in Proceedings - International Conference on Tools with Artificial Intelligence, TAI (01.11.2021)
Get full text
Conference Proceeding
Loading…
Loading…
Loading…
Loading…
Loading…
Loading…
Loading…
Loading…
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates
Spagnolo, Fabio, Sola, Martin, Psaradakis, Zacharias
Published in Studies in nonlinear dynamics and econometrics (2006)
Get more information
Published in Studies in nonlinear dynamics and econometrics (2006)
Journal Article