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Are all sovereigns equal? : a test of the common determination of sovereign spreads in the euro area
Gibson, Heather D.; Hall, Stephen G.; Tavlas, George S. - In: Empirical economics : a journal of the Institute for … 48 (2015) 3, pp. 939-949
Persistent link: https://www.econbiz.de/10011303574
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Dynamics of the European sovereign bonds and the identification of crisis periods
Chen, Zhenxi; Reitz, Stefan - In: Empirical economics : a journal of the Institute for … 58 (2020) 6, pp. 2761-2781
Persistent link: https://www.econbiz.de/10012257269
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The role of ECB monetary policy and financial stress on Eurozone sovereign yields
Blot, Christophe; Creel, Jérôme; Hubert, Paul; … - In: Empirical economics : a journal of the Institute for … 59 (2020) 3, pp. 1189-1211
Persistent link: https://www.econbiz.de/10012284979
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Time-varying contemporaneous spillovers during the European Debt Crisis
Finta, Marinela Adriana; Frijns, Bart; Tourani Rad, Alireza - In: Empirical economics : a journal of the Institute for … 57 (2019) 2, pp. 423-448
Persistent link: https://www.econbiz.de/10012056692
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Improving GARCH volatility forecasts with regime-switching GARCH
Klaassen, Franc - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 363-394
Persistent link: https://www.econbiz.de/10001655657
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A dynamic econometrics system for the real yen-dollar rate
Kurita, Takamitsu - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 115-149
Persistent link: https://www.econbiz.de/10003491979
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Sustainability of European fiscal balances : just a statistical artifact?
Rengel, Malte - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1681-1712
Persistent link: https://www.econbiz.de/10012219682
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Identifying shocks to business cycles with asynchronous propagation
Trenkler, Carsten; Weber, Enzo - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
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Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output
Coe, Patrick J. - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 395-401
Persistent link: https://www.econbiz.de/10001655659
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Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103