Narrow search
Showing 1 - 10 of 2,022
Cover Image
Regime switching and the (in) stability of the price-rent relationship : evidence from the US
Kim, J. R.; Chung, K. - In: Applied economics 46 (2014) 31/33, pp. 4041-4052
Persistent link: https://www.econbiz.de/10010421848
Cover Image
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng; Lu, Xinjie; Yang, Ke; Zhang, Yaojie - In: Applied economics 51 (2019) 38, pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Cover Image
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain; Aloui, Chaker; Jammazi, Rania - In: Applied economics 51 (2019) 3, pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Cover Image
The duration analysis of structural breaks : is stability destabilizing?
Park, Jin Suk - In: Applied economics 47 (2015) 7/9, pp. 940-954
Persistent link: https://www.econbiz.de/10010512073
Cover Image
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki; Kakamu, Kazuhiko - In: Applied economics 54 (2022) 57, pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Cover Image
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno; Mendonça, Sandro - In: Applied economics 55 (2023) 17, pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Cover Image
The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours
Li, Leon - In: Applied economics 56 (2024) 7, pp. 779-795
Persistent link: https://www.econbiz.de/10014440127
Cover Image
Testing Markov switching models
Huang, Yu-lieh - In: Applied economics 46 (2014) 16/18, pp. 2047-2051
Persistent link: https://www.econbiz.de/10010413344
Cover Image
Does economies stall?
Ho, Wai-Yip Alex; Yetman, James - In: Applied economics 46 (2014) 34/36, pp. 4267-4275
Persistent link: https://www.econbiz.de/10010462788
Cover Image
A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
Lee, Hsiang-tai; Yoder, Jonathan K. - In: Applied economics 39 (2007) 10/12, pp. 1253-1265
Persistent link: https://www.econbiz.de/10003511726