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Search: subject:"Markov-switching vector autoregressive model"
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VAR model
7
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Markov chain
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Markov-switching vector autoregressive model
4
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4
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Arslaner, Ferhat
1
Arslaner, Nuran
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Buthelezi, Eugene Msizi
1
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Chung, San-Lin
1
Hung, Mao-Wei
1
Kal, Süleyman Hilmi
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Li, Chao
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Lien, Da-hsiang Donald
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Ye, Qing
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International review of economics & finance : IREF
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Empirica : journal of european economics
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ECONIS (ZBW)
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Navigating global uncertainty : examining the effect of geopolitical risks on cryptocurrency prices and volatility in a
Markov-switching
vector
autoregressive
model
Buthelezi, Eugene Msizi
- In:
International economic journal
38
(
2024
)
4
,
pp. 564-590
Persistent link: https://www.econbiz.de/10015195347
Saved in:
2
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
Saved in:
3
Crude oil price and exchange rate : evidence from the period before and after the launch of China's crude oil futures
Sun, Chuanwang
;
Zhan, Yanhong
;
Peng, Yiqi
;
Cai, Weiyi
- In:
Energy economics
105
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013201966
Saved in:
4
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
5
An ocean apart? : the effects of US business cycles on Chinese business cycles
Shen, Jiancheng
;
Selover, David D.
;
Li, Chao
;
Yousefi, Hamed
- In:
International review of economics & finance : IREF
82
(
2022
),
pp. 677-698
Persistent link: https://www.econbiz.de/10013545854
Saved in:
6
Regime dependent volatilities and correlation in international securitized real estate markets
Liow, Kim Hiang
;
Ye, Qing
- In:
Empirica : journal of european economics
45
(
2018
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012031221
Saved in:
7
The dynamic relationship between stock, bond and foreign exchange markets
Kal, Süleyman Hilmi
;
Arslaner, Ferhat
;
Arslaner, Nuran
- In:
Economic systems
39
(
2015
)
4
,
pp. 592-607
Persistent link: https://www.econbiz.de/10011532457
Saved in:
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