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Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan; Luger, Richard - In: Journal of empirical finance 68 (2022), pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
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Stock returns and real growth : A Bayesian nonparametric approach
Yang, Qiao - In: Journal of empirical finance 53 (2019), pp. 53-69
Persistent link: https://www.econbiz.de/10012171682
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The predictive density simulation of the yield curve with a zero lower bound
Kang, Kyu Ho - In: Journal of empirical finance 33 (2015), pp. 51-66
Persistent link: https://www.econbiz.de/10011556848
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An infinite hidden Markov model for short-term interest rates
Maheu, John M.; Yang, Qiao - In: Journal of empirical finance 38 (2016), pp. 202-220
Persistent link: https://www.econbiz.de/10011663269
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The time-varying asymmetry of exchange rate returns : a stochastic volatility : stochastic skewness model
Iseringhausen, Martin - In: Journal of empirical finance 58 (2020), pp. 275-292
Persistent link: https://www.econbiz.de/10012430700
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New evidence on Bayesian tests of global factor pricing models
Qiao, Zhuo; Wang, Yan; Lam, Keith - In: Journal of empirical finance 68 (2022), pp. 160-172
Persistent link: https://www.econbiz.de/10013464480
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Multi-period credit default prediction with time-varying covariates
Orth, Walter - In: Journal of empirical finance 21 (2013), pp. 214-222
Persistent link: https://www.econbiz.de/10009745256
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Asymmetric capital structure adjustments : new advice from dynamic panel threshold models
Dang, Viet Anh; Kim, Minjoo; Shin, Yongcheol - In: Journal of empirical finance 19 (2012) 4, pp. 465-482
Persistent link: https://www.econbiz.de/10009615669
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Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R.; Startz, Richard - In: Journal of empirical finance 5 (1998) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón - In: Journal of empirical finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001374884