Search Results - subject:"Markov Regime Switching Model"

Financial stability and monetary policy of the Central Bank of West African Countries : a Markov-Switching model

Houngbédji, Honoré Sèwanoundé; Bassongui, Nassibou - In: Journal of economic studies 50 (2023) 3, pp. 525-543

Persistent link: https://www.econbiz.de/10014252412

COVID-19 and stock returns : evidence from the Markov switching dependence approach

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: Research in international business and finance 64 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014279046

Are carbon leader indexes related with carbon prices under different regimes?

Koy, Ayben; Okay, Güçlü - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 115-121

Persistent link: https://www.econbiz.de/10012500574

Do presidential elections affect stock market returns in Nigeria

Aliyu, Shehu U. R. - In: West African Journal of Monetary and Economic Integration 19 (2019) 1, pp. 52-73

Evidences thrive on the effects of political regimes and presidential elections on stock market returns. This paper investigates the effects of presidential elections on stock returns around the election periods at the Nigerian Stock Exchange (NSE) market. A sample of five (5) months each for a...

Persistent link: https://www.econbiz.de/10013362917

Do presidential elections affect stock market returns in Nigeria

Aliyu, Shehu U. R. - In: West African journal of monetary and economic integration 19 (2019) 1, pp. 52-73

Persistent link: https://www.econbiz.de/10013348441

An assessment of the Borsa Istanbul insurance index return structure : the Markov regime switching model

Baykut, Ender; Özen, Ercan - In: Managing risk and decision making in times of economic …, (pp. 203-214). 2022

Persistent link: https://www.econbiz.de/10013552656

A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles

Wang, Xinyu; Ning, Cathy Q. - In: Journal of forecasting 41 (2022) 1, pp. 118-133

Persistent link: https://www.econbiz.de/10012796275

Exchange rate volatility and Turkey-Germany bilateral trade : an asymmetry analysis

Yildirim, Ahmet Eren; Saraç, Taha Bahadır - In: Journal of international trade & economic development : … 31 (2022) 5, pp. 783-797

Persistent link: https://www.econbiz.de/10013371235

Optimal carry trade portfolio choice under regime shifts

Chen, Chih-Nan; Lin, Chien-Hsiu - In: Review of quantitative finance and accounting 59 (2022) 2, pp. 483-506

Persistent link: https://www.econbiz.de/10013459294

Forecasting the bear stock market using the aligned index of financial and macroeconomic variables

Gau, Ying-Feng; Liang, Ko-Chin - In: Journal of financial studies : JFS : the official … 30 (2022) 2, pp. 1-40

Persistent link: https://www.econbiz.de/10013464387