Narrow search
Showing 1 - 10 of 42
Cover Image
A generalized algorithm for duration and convexity of option embedded bonds
Homaifar, Ghassem; Michello, Frank A. - In: Applied economics letters 26 (2019) 10, pp. 835-842
Persistent link: https://www.econbiz.de/10012204397
Cover Image
A generalized algorithm for duration and convexity of option-embedded bonds : a correction
Homaifar, Ghassem; Michello, Frank A. - In: Applied economics letters 27 (2020) 6, pp. 459-460
Persistent link: https://www.econbiz.de/10012205685
Cover Image
Estimating value-a-risk via Markov switching ARCH models : an empirical study on stock index returns
Li, Ming-yuan Leon; Lin, Hsiou-wei William - In: Applied economics letters 11 (2004) 11, pp. 679-691
Persistent link: https://www.econbiz.de/10002195609
Cover Image
The performance of the Markov-switching model on business cycle identification revisited
Li, Ming-yuan Leon; Lin, Hsiou-wei William; Hsiu-Hua, Rau - In: Applied economics letters 12 (2005) 8, pp. 513-520
Persistent link: https://www.econbiz.de/10002983016
Cover Image
Revisiting real exchange rate misalignment and economic growth nexus : a Markov-switching approach
Ko, Hsiu-Hsin - In: Applied economics letters 29 (2022) 21, pp. 2002-2006
Persistent link: https://www.econbiz.de/10013552906
Cover Image
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin; Kim, Young Min - In: Applied economics letters 30 (2023) 17, pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Cover Image
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Mohamad, Azhar; Inani, Sarveshwar Kumar - In: Applied economics letters 30 (2023) 19, pp. 2749-2757
Persistent link: https://www.econbiz.de/10014368575
Cover Image
Do Asia-Pacific stock prices follow a random walk? : a regime-switching perspective
Shen, Xin; Holmes, Mark J. - In: Applied economics letters 21 (2014) 1/3, pp. 189-195
Persistent link: https://www.econbiz.de/10010239896
Cover Image
The economic role of jumps in EUR/USD and USD/JPY exchange rates
Li, Xiao-ping; Zhou, Chun-yang; Wu, Chong-feng - In: Applied economics letters 20 (2013) 13/15, pp. 1440-1444
Persistent link: https://www.econbiz.de/10010203354
Cover Image
Understanding momentum in commodity markets
Chevallier, Julien; Gatumel, Mathieu; Ielpo, Florian - In: Applied economics letters 20 (2013) 13/15, pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400