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~type_genre:"Article in journal"
~subject:"Markov chain"
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Search: "Spagnolo, Nicola"
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Spagnolo, Nicola
9
Arin, Kerim Peren
2
Sola, Martin
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Spagnolo, Fabio
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Caporale, Guglielmo Maria
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Cipollini, Andrea
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Mitra, Gautam
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Economics letters
4
Applied financial economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IMA journal of management mathematics
1
Review of world economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
A note on the macroeconomic consequences of ethnic/racial tension
Arin, Kerim Peren
;
Koyuncu, Murat
;
Spagnolo, Nicola
- In:
Economics letters
155
(
2017
),
pp. 100-103
Persistent link: https://www.econbiz.de/10011821625
Saved in:
2
Predicting Markov volatility switches using monetary policy variables
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
95
(
2007
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
Saved in:
3
Short-term growth effects of fiscal policy revisited : a Markov-switching approach
Arin, Kerim Peren
;
Spagnolo, Nicola
- In:
Economics letters
110
(
2011
)
3
,
pp. 278-281
Persistent link: https://www.econbiz.de/10009241461
Saved in:
4
Hidden Markov models for financial optimization problems
Roman, Diana
;
Mitra, Gautam
;
Spagnolo, Nicola
- In:
IMA journal of management mathematics
21
(
2010
)
2
,
pp. 111-129
Persistent link: https://www.econbiz.de/10003984220
Saved in:
5
A test for volatility spillovers
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
76
(
2002
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
Saved in:
6
Evaluating currency crises : the case of the European monetary system
Cipollini, Andrea
;
Muratidēs, Kōstas
;
Spagnolo, Nicola
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10003746410
Saved in:
7
Was the currency crisis in Argentina self-fulfillinge?
Boinet, Virginie
;
Napolitano, Oreste
;
Spagnolo, Nicola
- In:
Review of world economics
141
(
2005
)
2
,
pp. 357-368
Persistent link: https://www.econbiz.de/10002977769
Saved in:
8
Modelling East Asian exchange rates : a Markov-switching approach
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 233-242
Persistent link: https://www.econbiz.de/10001939262
Saved in:
9
Power properties of nonlinearity tests for time series with Markov regimes
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
6
(
2002
)
3
Persistent link: https://www.econbiz.de/10001790033
Saved in:
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