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Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Chan, Joshua
;
Santi, Caterina
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012668503
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2
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Lütkepohl, Helmut
;
Woźniak, Tomasz
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012502522
Saved in:
3
Macroeconomic disasters and the equity premium puzzle : are emerging countries riskier?
Horvath, Jaroslav
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012502310
Saved in:
4
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
5
Information stages in efficient markets
AitSahlia, Farid
;
Yoon, Joon-Hui
- In:
Journal of banking & finance
69
(
2016
),
pp. 84-94
Persistent link: https://www.econbiz.de/10011635045
Saved in:
6
On the stability of Calvo-style price-setting behavior
Lhuissier, Stéphane
;
Zabelina, Margarita
- In:
Journal of economic dynamics & control
57
(
2015
),
pp. 77-95
Persistent link: https://www.econbiz.de/10011574597
Saved in:
7
Measuring and predicting heterogeneous recessions
Çakmaklı, Cem
;
Paap, Richard
;
Dijk, Dick van
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2195-2216
Persistent link: https://www.econbiz.de/10010196894
Saved in:
8
Bayesian inference for issuer heterogeneity in credit ratings migration
Kadam, Ashay
;
Lenk, Peter J.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2267-2274
Persistent link: https://www.econbiz.de/10003778726
Saved in:
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