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Regime-switching and the prisioners' dilemma : a model of the Greek-Turkish arms race
Smith, Ron; Sola, Martin; Spagnolo, Fabio - 2000
Persistent link: https://www.econbiz.de/10001488114
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Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis
Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001583871
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A simple procedure for detecting periodically collapsing rational bubbles
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - 2000
Persistent link: https://www.econbiz.de/10001583873
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Risk premia with Markov regimes and the term structure of interest rates
Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - 2002
Persistent link: https://www.econbiz.de/10001717801
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The Feldstein-Horioka puzzle is not as bad as you think
Coakley, Jerry; Fuertes, Ana María; Spagnolo, Fabio - 2001
Persistent link: https://www.econbiz.de/10001646845
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Markov cointegration
Psaradakis, Zacharias G.; Spagnolo, Fabio - 1999
Persistent link: https://www.econbiz.de/10001415488
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Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000961097
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A reconsideration of the empirical evidence on the asymmetric effects of money-supply shocks : positive vs. negative or big vs. small?
Ravn, Morten O.; Sola, Martin - 1996
Persistent link: https://www.econbiz.de/10000933382
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Option pricing and regime-switching
Driffill, John; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001527163
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Investment under uncertainty with stochastically switching profit streams : entry and exit over the business cycle
Driffill, John; Raybaudi, Marzia; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001527168