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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

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

Switching error-correction models of house prices in the United Kingdom

Hall, Stephen G. - In: Economic modelling 14 (1997) 4, pp. 517-527

Persistent link: https://www.econbiz.de/10001238063

An analysis of seasonality in the UK equity market

Clare, Andrew D. - In: The economic journal : the journal of the Royal … 105 (1995) 429, pp. 398-409

Persistent link: https://www.econbiz.de/10001179118

On regression-based tests for persistence in logarithmic volatility models

Psaradakis, Zacharias G.; Tzavalis, Elias - In: Econometric reviews 18 (1999) 4, pp. 441-448

Persistent link: https://www.econbiz.de/10001413477

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

Switching error-correction models of house prices in the United Kingdom

Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - 1997

Persistent link: https://www.econbiz.de/10000961097

Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables

Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 20 (2005) 3, pp. 423-437

Persistent link: https://www.econbiz.de/10002807278

Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables

Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - 2004

This paper develops a model for the forward and spot exchange rate which allows for the presence of a Markov switching risk premium in the forward market and considers the issue of testing the unbiased forward exchange rate (UFER) hypothesis. Using US/UK data, it is shown that the UFER...

Persistent link: https://www.econbiz.de/10014068295

Stock market integration between three CEECs, Russia and the UK

Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010

This paper estimates a tri-variate VAR-GARCH(1,1)-in-mean model to examine linkages between the stock markets of three Central and Eastern European countries (CEECs), specifically the Czech Republic, Hungary, and Poland, and both the UK and Russia. The adopted framework allows to analyse...

Persistent link: https://www.econbiz.de/10010270472