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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
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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
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Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model
Hevia, Constantino; González Rozada, Martín; Sola, Martin - In: Journal of applied econometrics 30 (2015) 6, pp. 987-1009
Persistent link: https://www.econbiz.de/10011431680
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On model selection and Markov switching : a empirical examination of term structure models with regime shifts
Driffill, John; Kenç, Turalay; Sola, Martin; Spagnolo, … - 2003
Persistent link: https://www.econbiz.de/10001903065
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Risk premia with Markov regimes and the term structure of interest rates
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - 2002
Persistent link: https://www.econbiz.de/10001717801
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Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis
Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001583871
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A simple procedure for detecting periodically collapsing rational bubbles
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - 2000
Persistent link: https://www.econbiz.de/10001583873
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Regime-switching and the prisioners' dilemma : a model of the Greek-Turkish arms race
Smith, Ron; Sola, Martin; Spagnolo, Fabio - 2000
Persistent link: https://www.econbiz.de/10001488114
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On Markov error-correction models, with an application to stockprices and dividends
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - In: Journal of applied econometrics 19 (2004) 1, pp. 69-88
Persistent link: https://www.econbiz.de/10001924673
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Contemporaneous threshold autoregressive models : Estimation, forecasting and rational expectations applications
Dueker, Michael (contributor); Sola, Martin (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983084