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Gabriel, Vasco J.
12
Martins, Luis F.
6
Alexandre, Fernando
2
Bação, Pedro
2
Kelly, Jonathan M.
2
Levine, Paul
2
MARTINS, LUIS F.
2
Spencer, Christopher
2
Carlson, John H.
1
GABRIEL, VASCO J.
1
Martins, Luis Filipe
1
Petrov, Constantin
1
Psaradakis, Zacharias
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Economics letters
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of macroeconomics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of portfolio management : a publication of Institutional Investor
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OLC EcoSci
ECONIS (ZBW)
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1
Cointegration tests under multiple regime shifts: An application to the stock price–dividend relationship
Gabriel, Vasco J.
;
Martins, Luis F.
- In:
Empirical economics : a journal of the Institute for …
41
(
2011
)
3
,
pp. 639-663
Persistent link: https://www.econbiz.de/10009798503
Saved in:
2
On the forecasting ability of ARFIMA models when infrequent breaks occur
Gabriel, Vasco J.
;
Martins, Luis F.
- In:
The econometrics journal
7
(
2004
)
2
,
pp. 455-475
Persistent link: https://www.econbiz.de/10007442931
Saved in:
3
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis
Martins, Luis F.
;
Gabriel, Vasco J.
- In:
Journal of macroeconomics
31
(
2009
)
4
,
pp. 561-571
Persistent link: https://www.econbiz.de/10008326801
Saved in:
4
New Keynesian Phillips Curves and potential identification failures: A Generalized Empirical Likelihood analysis
Martins, Luis F.
;
Gabriel, Vasco J.
- In:
Journal of macroeconomics
31
(
2009
)
4
,
pp. 561-572
Persistent link: https://www.econbiz.de/10008896486
Saved in:
5
The Cost Channel Reconsidered: A Comment Using an Identification‐Robust Approach
GABRIEL, VASCO J.
;
MARTINS, LUIS F.
- In:
Journal of money, credit and banking : JMCB
42
(
2010
)
8
,
pp. 1703-1713
Persistent link: https://www.econbiz.de/10008733845
Saved in:
6
BOND PORTFOLIO MANAGEMENT - Managing Market Risk for an Emerging Market Debt Portfolio - Investors in the emerging debt market are exposed to a number of different types of risk, most importantly market risk. This article introduces a risk metric called beta spread duration (BSD), which is designed to measure aggregate market risk. BSD builds on two well-known metrics, beta and spread duration, ...
Martins, Luis F.
;
Petrov, Constantin
;
Kelly, Jonathan M.
- In:
The journal of portfolio management : a publication of …
27
(
2001
)
2
,
pp. 75-90
Persistent link: https://www.econbiz.de/10006566038
Saved in:
7
TESTING FOR PARAMETER CONSTANCY USING CHEBYSHEV TIME POLYNOMIALS*
MARTINS, LUIS F.
- In:
The Manchester School
81
(
2013
)
4
,
pp. 586-598
Persistent link: https://www.econbiz.de/10010136088
Saved in:
8
The Relationship Between Bonds and Stocks in Emerging Countries
Kelly, Jonathan M.
;
Martins, Luis F.
;
Carlson, John H.
- In:
The journal of portfolio management : a publication of …
24
(
1998
)
3
,
pp. 110-122
Persistent link: https://www.econbiz.de/10007357078
Saved in:
9
Time-varying cointegration, identification, and cointegration spaces
Martins, Luis Filipe
;
Gabriel, Vasco J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 199-209
Persistent link: https://www.econbiz.de/10010118264
Saved in:
10
Volatility in asset prices and long-run wealth effect estimates
Alexandre, Fernando
;
Bação, Pedro
;
Gabriel, Vasco J.
- In:
Economic modelling
24
(
2007
)
6
,
pp. 1048
Persistent link: https://www.econbiz.de/10007795295
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