Similar Search Results

Approximating Heath-Jarrow-Morton non-Markovian term structure of interest rate models with Markovian systems

Bhar, Ramaprasad; Chiarella, Carl - 2000

Persistent link: https://www.econbiz.de/10001730596

Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework

Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economics letters 82 (2004) 2, pp. 157-165

Persistent link: https://www.econbiz.de/10001895346

Hidden Markov models : applications to financial economics

Bhar, Ramaprasad; Hamori, Shigeyuki - 2004

Persistent link: https://www.econbiz.de/10001999100

The link between inflation and inflation uncertainty : evidence from G7 countries

Bhar, Ramaprasad; Hamori, Shigeyuki - In: Empirical economics : a journal of the Institute for … 29 (2004) 4, pp. 825-853

Persistent link: https://www.econbiz.de/10002478966

Regime-shifts & post-float inflation dynamics in Australia

Karunaratne, Neil Dias; Bhar, Ramaprasad - 2010

Australia's inflation rate and inflation uncertainty during the post-float era 1983Q3-2006Q4 have acted as important barometers of Australia's macroeconomic performance. The conceptualisation and measurement of the nexus between inflation and inflation uncertainty is subject to complex dynamics....

Persistent link: https://www.econbiz.de/10008668233

Commodities and financial variables : analyzing relationships in a changing regime environment

Bhar, Ramaprasad; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 20 (2011) 4, pp. 469-484

Persistent link: https://www.econbiz.de/10009304009

Measuring response of output growth to changes in yield spread in a state switching framework

Bhar, Ramaprasad; Hamori, Shigeyuki - In: Journal of economic and social measurement 33 (2008) 4, pp. 221-239

Persistent link: https://www.econbiz.de/10003842363

Analysing yield spread and output dynamics in an endogenous Markov switching regression framework

Bhar, Ramaprasad; Hamori, Shigeyuki - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 141-156

Persistent link: https://www.econbiz.de/10003609540

Hidden Markov Models : Applications to Financial Economics

Bhar, Ramaprasad - 2004

Persistent link: https://www.econbiz.de/10014274798