Similar Search Results

On Markov error-correction models, with an application to stockprices and dividends

Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - In: Journal of applied econometrics 19 (2004) 1, pp. 69-88

Persistent link: https://www.econbiz.de/10001924673

Contemporaneous-threshold smooth transition GARCH models

Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10009515540

Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates

Psaradakis, Zacharias G. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10003558927

Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model

Hevia, Constantino; González Rozada, Martín; Sola, Martin - In: Journal of applied econometrics 30 (2015) 6, pp. 987-1009

Persistent link: https://www.econbiz.de/10011431680

International portfolio flows and exchange rate volatility for emerging markets

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015

Persistent link: https://www.econbiz.de/10011448184

International portfolio flows and exchange rate volatility for emerging markets

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015

This paper investigates the effects of equity and bond portfolio inflows on exchange rate volatility, using monthly bilateral data for the US vis-a-vis eight Asian developing and emerging countries (India, Indonesia, South Korea, Pakistan, Hong Kong, Thailand, the Philippines, and Taiwan) over...

Persistent link: https://www.econbiz.de/10011382694

International portfolio flows and exchange rate volatility for emerging markets

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015

This paper investigates the effects of equity and bond portfolio in.ows on exchange rate volatility, using monthly bilateral data for the US vis-a-vis eight Asian developing and emerging countries (India, Indonesia, South Korea, Pakistan, Hong Kong, Thailand, the Philippines, and Taiwan) over...

Persistent link: https://www.econbiz.de/10011387464

Brutality or frequency? : an empirical investigation of the effects of terrorism on economic growth in India

Arin, Kerim Peren; Spagnolo, Fabio; Spagnolo, Nicola - In: Revue économique : revue bimestrielle 67 (2016) 6, pp. 1141-1151

Persistent link: https://www.econbiz.de/10011584319

Stock prices and crude oil shocks : the case of GCC countries

Al-Maadid, Alanoud; Spagnolo, Fabio; Spagnolo, Nicola - In: Handbook of frontier markets : evidence from Mittle …, (pp. 33-47). 2016

Persistent link: https://www.econbiz.de/10011549430

Portfolio flows and the US dollar-yen exchange rate

Ali, Faek Menla; Spagnolo, Fabio; Spagnolo, Nicola - In: Empirical economics : a journal of the Institute for … 52 (2017) 1, pp. 179-189

Persistent link: https://www.econbiz.de/10011631609