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REAL OPTIONS WITH PRICED REGIM...
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Sola, Martin
23
Driffill, John
16
Kenc, Turalay
16
Psaradakis, Zacharias
12
Spagnolo, Fabio
12
Dibooglu, Sel
4
DRIFFILL, JOHN
3
Dueker, Michael J.
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Economics letters
5
The Manchester School
5
Journal of applied econometrics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economic modelling
3
Journal of econometrics
3
Journal of international money and finance
3
IMF staff papers
2
Journal of economic dynamics & control
2
Journal of international financial markets, institutions & money
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Journal of monetary economics
2
Macroeconomic dynamics
2
The economic journal : the journal of the Royal Economic Society
2
Economica
1
Fiscal studies : the journal of the Institute for Fiscal Studies
1
International journal of theoretical and applied finance
1
Journal of business finance & accounting : JBFA
1
Journal of common market studies : JCMS
1
Journal of economics and business
1
Journal of money, credit and banking : JMCB
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Labour economics : official journal of the European Association of Labour Economists
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Oxford economic papers
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Scottish journal of political economy : the journal of the Scottish Economic Society
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REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK
DRIFFILL, JOHN
;
KENC, TURALAY
;
SOLA, MARTIN
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
Persistent link: https://www.econbiz.de/10010155223
Saved in:
2
The effects of different parameterizations of Markov-switching in a CIR model of bond pricing
Driffill, John
;
Kenc, Turalay
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009949938
Saved in:
3
Testing the term structure of interest rates using a stationary vector autoregression with regime switching
Sola, Martin
;
Driffill, John
- In:
Journal of economic dynamics & control
18
(
1994
)
3-4
,
pp. 601-628
Persistent link: https://www.econbiz.de/10006804566
Saved in:
4
INTRINSIC BUBBLES AND FAT TAILS IN STOCK PRICES: A NOTE
Bidarkota, Prasad V.
;
Dupoyet, Brice V.
;
Ackert, Lucy F.
; …
- In:
Macroeconomic dynamics
11
(
2007
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10007732327
Saved in:
5
Target zones for exchange rates and policy changes
Driffill, John
;
Sola, Martin
- In:
Journal of international money and finance
25
(
2006
)
6
,
pp. 912-931
Persistent link: https://www.econbiz.de/10007293503
Saved in:
6
Investment under uncertainty with stochastically switching profit streams : entry and exit over business cycle
Driffill, John
;
Raybaudi, Marzia
;
Sola, Martin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
1
Persistent link: https://www.econbiz.de/10009949782
Saved in:
7
Intrinsic bubbles and regime-switching
Driffill, John
;
Sola, Martin
- In:
Journal of monetary economics
42
(
1998
)
2
,
pp. 357-374
Persistent link: https://www.econbiz.de/10007693824
Saved in:
8
Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice
Kenc, Turalay
- In:
Journal of economic dynamics & control
28
(
2004
)
8
,
pp. 1511-1540
Persistent link: https://www.econbiz.de/10006758092
Saved in:
9
European pension systems: A simulation analysis
Kenc, Turalay
;
Perraudin, William
- In:
Fiscal studies : the journal of the Institute for …
18
(
1997
)
3
,
pp. 249-278
Persistent link: https://www.econbiz.de/10006850721
Saved in:
10
WELFARE COST OF MONETARY AND FISCAL POLICY SHOCKS
Evans, Lynne
;
Kenc, Turalay
- In:
Macroeconomic dynamics
7
(
2003
)
2
,
pp. 212-238
Persistent link: https://www.econbiz.de/10006030421
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