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isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~subject:"United States"
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Applied economics
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ECONIS (ZBW)
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1
Transmission effects of the U.S. and China monetary policy shocks on the world
Chiang, Shu-Mei
;
Liu, Hung-Chun
;
Huang, Chien-Ming
; …
- In:
Applied economics
51
(
2019
)
46
,
pp. 5063-5075
Persistent link: https://www.econbiz.de/10012197184
Saved in:
2
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
3
Regime switching and the (in) stability of the price-rent relationship : evidence from the US
Kim, J. R.
;
Chung, K.
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 4041-4052
Persistent link: https://www.econbiz.de/10010421848
Saved in:
4
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
Saved in:
5
Recovery rates, default probabilities, and the credit cycle
Bruche, Max
;
González-Aguado, Carlos
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 754-764
Persistent link: https://www.econbiz.de/10003966064
Saved in:
6
A Markov regime switching approach for hedging energy commodities
Alizadeh-Masoodian, Amir H.
;
Nomikos, Nikos K.
; …
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1970-1983
Persistent link: https://www.econbiz.de/10003775048
Saved in:
7
A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai
;
Yoder, Jonathan K.
- In:
Applied economics
39
(
2007
)
10/12
,
pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726
Saved in:
8
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
;
Neely, Christopher J.
- In:
Journal of banking & finance
31
(
2007
)
2
,
pp. 279-296
Persistent link: https://www.econbiz.de/10003421167
Saved in:
9
Estimating the cross-sectional market response to an endogenous event : Naked vs. underwritten calls of convertible bonds
Scruggs, John T.
- In:
Journal of empirical finance
14
(
2007
)
2
,
pp. 220-247
Persistent link: https://www.econbiz.de/10003499658
Saved in:
10
Analyzing rating transitions and rating drift with continuous observations
Lando, David
;
Skødeberg, Torben M.
- In:
Journal of banking & finance
26
(
2002
)
2/3
,
pp. 423-444
Persistent link: https://www.econbiz.de/10001654343
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