Narrow search
Showing 1 - 10 of 18
Cover Image
Central bank intervention, threshold effects and asymmetric volatility : evidence from the Japanese yen-US dollar foreign exchange market
Suardi, Sandy - In: Economic modelling 25 (2008) 4, pp. 628-642
Persistent link: https://www.econbiz.de/10003791238
Cover Image
Are levels effects important in out-of-sample performance of short rate models?
Suardi, Sandy - In: Economics letters 99 (2008) 1, pp. 181-184
Persistent link: https://www.econbiz.de/10003723300
Cover Image
Modelling and forecasting short-term interest rate volatility : a semiparametric approach
Hou, Ai Jun; Suardi, Sandy - In: Journal of empirical finance 18 (2011) 4, pp. 692-710
Persistent link: https://www.econbiz.de/10009306533
Cover Image
The effects of uncertainty dynamics on exports, imports and productivity growth
Mahadevan, Renuka; Suardi, Sandy - In: Journal of Asian economics 22 (2011) 2, pp. 174-188
Persistent link: https://www.econbiz.de/10009244155
Cover Image
A nonparametric GARCH model of crude oil price return volatility
Hou, Aijun; Suardi, Sandy - In: Energy economics 34 (2012) 2, pp. 618-626
Persistent link: https://www.econbiz.de/10009618668
Cover Image
Testing for a unit root in the presence of a jump diffusion process with GARCH errors
Chua, Chew Lian; Suardi, Sandy - 2006
Persistent link: https://www.econbiz.de/10003399027
Cover Image
Testing for asymmetry in interest rate volatility in the presence of a neglected level effect
Henry, Ólan Thomas John (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003145132
Cover Image
A dynamic analysis of the impact of uncertainty on import- and/or export-led growth : the experience of Japan and the Asian Tigers
Mahadevan, Renuka; Suardi, Sandy - In: Japan and the world economy : international journal of … 20 (2008) 2, pp. 155-174
Persistent link: https://www.econbiz.de/10003685758
Cover Image
Oil price shocks, real economic activity and uncertainty : a structural factor VAR GARCH-in-Mean model
Charles, Amélie; Chua, Chew Lian; Darné, Olivier; … - 2017
Persistent link: https://www.econbiz.de/10011743983
Cover Image
On the pernicious effects of oil price uncertainty on U.S. real cconomic activities
Charles, Amélie; Chua, Chew Lian; Darné, Olivier; … - 2016
Persistent link: https://www.econbiz.de/10011613241