Search Results - subject:"Markov‐switching model"

The Venezuelan sovereign default risk and its macroeconomic determinants over the last fifteen years : the impact of political and economic uncertainty

Urbina, Mariana; Acosta, Ali; Barráez, Daniel - 2016 - Versión preliminar

Persistent link: https://www.econbiz.de/10011686420

Riesgo país, fundamentos macroeconómicos e incertidumbre en economías latinoamericanas

Acosta, Ali; Barráez, Daniel; Pérez, Danyira; Urbina, … - 2016 - Versión preliminar

Persistent link: https://www.econbiz.de/10011686481

Assessing the Iranian fiscal sustainability in past and future through tax side of the economy

Fathalizadeh, Mahsa - In: Iranian economic review : journal of University of Tehran 20 (2016) 2, pp. 187-201

Persistent link: https://www.econbiz.de/10011582389

Information updating and the bounce-back effect of stock market returns

Huang, Sainan; Zeng, Songlin - In: China Finance Review International 6 (2016) 1, pp. 96-107

Purpose – Bounce-back effect of stock market returns has been found empirically using different approaches. However, few paper explains the underlying mechanism. The paper aims to discuss these issues. Design/methodology/approach – This paper fills this gap and provides an explanation for...

Persistent link: https://www.econbiz.de/10014694591

Will the oil price change damage the stock market in a bull market? : a re-examination of their conditional relationships

Liao, Shu-Yi; Chen, Sheng-tung; Huang, Mao-Lung - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 1135-1169

Persistent link: https://www.econbiz.de/10011481444

Information updating and the bounce-back effect of stock market returns

Huang, Sainan; Zeng, Songlin - In: China finance review international 6 (2016) 1, pp. 96-107

Persistent link: https://www.econbiz.de/10011722602

A test of asymmetric comovement for state-dependent stock returns

Deng, Kaihua - In: Journal of empirical finance 36 (2016), pp. 68-85

Persistent link: https://www.econbiz.de/10011662752

Does the simple microstructure model tell the time of the FX intervention? A one day analysis of the Japanese FX intervention

Kitamura, Yoshihiro - In: Research in international business and finance 36 (2016), pp. 436-446

Persistent link: https://www.econbiz.de/10011594524

Export restrictions - do consumers really benefit? : The wheat-to-bread supply chain in Serbia

Djuric, Ivan; Götz, Linde Johanna - In: Food policy : economics planning and politics of food … 63 (2016), pp. 112-123

Persistent link: https://www.econbiz.de/10011633712

Wealth effect and investor sentiment

Tsai, I-Chun - In: The North American journal of economics and finance : a … 38 (2016), pp. 111-123

Persistent link: https://www.econbiz.de/10011673349