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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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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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On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M. - In: Economic modelling 53 (2016), pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
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Hedge fund return higher moments over the business cycle
Racicot, François-Éric; Théoret, Raymond - In: Economic modelling 78 (2019), pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
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Emerging economy business cycles : interest rate shocks vs trend shocks
Letendre, Marc-André; Obaid, Sabreena - In: Economic modelling 93 (2020), pp. 526-545
Persistent link: https://www.econbiz.de/10012430231
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A fractal version of the Hull-White interest rate model
Hainaut, Donatien - In: Economic modelling 31 (2013), pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
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Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market : the case of Turkey
Sensoy, Ahmet; Sobaci, Cihat - In: Economic modelling 43 (2014), pp. 448-457
Persistent link: https://www.econbiz.de/10010503016
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Heterogeneous expectation, beliefs evolution and house price volatility
Zhang, Hao; Huang, Yuyuan; Yao, Haixiang - In: Economic modelling 53 (2016), pp. 409-418
Persistent link: https://www.econbiz.de/10011641077
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Herding, social network and volatility
Wang, Guocheng; Wang, Yanyi - In: Economic modelling 68 (2018), pp. 74-81
Persistent link: https://www.econbiz.de/10011934579
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Asymmetries in the effects of unemployment expectation shocks as monetary policy shifts with economic conditions
Ahmed, M. Iqbal; Cassou, Steven Peter - In: Economic modelling 100 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012795914