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Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin; Gao, Y. - In: Economic modelling 29 (2012) 4, pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
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Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura; Vicente, José Valentim … - In: Economic modelling 65 (2017), pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
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Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
Balcilar, Mehmet; Usman, Ojonugwa; Gungor, Hasan; … - In: Economic modelling 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012796953
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Assessing sovereign default risk : a bottom-up approach
Liu, Feng; Kalotay, Egon; Trück, Stefan - In: Economic modelling 70 (2018), pp. 525-542
Persistent link: https://www.econbiz.de/10012027982
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Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.; Eaves, James; Turvey, Calum Greig; … - In: Economic modelling 64 (2017), pp. 312-321
Persistent link: https://www.econbiz.de/10011761254
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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A term structure model under cyclical fluctuations in interest rates
Moreno, Manuel; Novales, Alfonso; Platania, Federico - In: Economic modelling 72 (2018), pp. 140-150
Persistent link: https://www.econbiz.de/10012100292
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On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.; Ulm, M. - In: Economic modelling 129 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
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An endogenous structural credit risk model incorporating with moral hazard and rollover risk
Niu, Huawei; Hua, Wei - In: Economic modelling 78 (2019), pp. 47-59
Persistent link: https://www.econbiz.de/10012198835