Search Results - subject:"Regime Switching Model"

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

The dynamics of the S&P 500 under a crisis context : insights from a three-regime switching model

Baiardi, Lorenzo Cerboni; Costabile, Massimo; Giovanni, … - In: Risks : open access journal 8 (2020) 3/71, pp. 1-15

. In particular, we fit a three-regime switching model that allows market parameters to behave differently during economic …

Persistent link: https://www.econbiz.de/10012293127

Measuring trend inflation in India

Kumar Behera, Harendra; Patra, Michael Debabrata - 2020

Persistent link: https://www.econbiz.de/10013399759

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

Re-thinking about U : the relevance of regime-switching model in the relationship between environmental corporate social responsibility and financial performance

Ben Lahouel, Bechir; Zaied, Younes Ben; Managi, Shunsuke; … - In: Journal of business research : JBR 140 (2022), pp. 498-519

Persistent link: https://www.econbiz.de/10013040679

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

Time-varying risk aversion and dynamic portfolio allocation

Li, Haitao; Wu, Chongfeng; Zhou, Chunyang - In: Operations research 70 (2022) 1, pp. 23-37

Persistent link: https://www.econbiz.de/10012820635

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