Narrow search
Showing 1 - 10 of 244
Cover Image
Testing the expectations hypothesis of the term structure using instrumental variables
Driffill, John; Psaradakis, Zacharias G.; Sola, Martin - In: International journal of finance & economics : IJFE 3 (1998) 4, pp. 321-325
Persistent link: https://www.econbiz.de/10001434233
Cover Image
A reconciliation of some paradoxical empirical results on the expectations model of the term structure
Driffill, John - In: Oxford bulletin of economics and statistics 59 (1997) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10001223732
Cover Image
The expectations model of the term structure : an empirical paradox
Driffill, John; Psaradakis, Zacharias; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000137123
Cover Image
Assessing the credibility of a target zone : evidence from EMS countries
Tronzano, Marco; Psaradakis, Zacharias G.; Sola, Martin - In: International journal of finance & economics : IJFE 5 (2000) 2, pp. 107-120
Persistent link: https://www.econbiz.de/10001519412
Cover Image
Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos; Psaradakis, Zacharias G.; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001488560
Cover Image
Changes in regime, cointegration, seasonality and the Japanese consumption function
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000906274
Cover Image
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000906276
Cover Image
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.; Sola, Martin - 1996
Persistent link: https://www.econbiz.de/10000947745
Cover Image
On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000883420
Cover Image
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.; Sola, Martin - 1995
Persistent link: https://www.econbiz.de/10000930379