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Investment under uncertainty with stochastically switching profit streams : entry and exit over the business cycle
Driffill, John; Raybaudi, Marzia; Sola, Martin - 2000
Persistent link: https://www.econbiz.de/10001527168
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Intrinsic bubbles and regime switching
Driffill, John; Sola, Martin - 1994
Persistent link: https://www.econbiz.de/10000914033
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Intrinsic bubbles and regime-switching
Driffill, John - In: Journal of monetary economics 42 (1998) 2, pp. 357-373
Persistent link: https://www.econbiz.de/10001249309
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On model selection and Markov switching : a empirical examination of term structure models with regime shifts
Driffill, John; Kenç, Turalay; Sola, Martin; Spagnolo, … - 2003
Persistent link: https://www.econbiz.de/10001903065
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Investment under uncertainty with stochastically switching profit streams : entry and exit over business cycle
Driffill, John (contributor); Raybaudi, Marzia (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 1
Persistent link: https://www.econbiz.de/10002004094
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Real options with priced regime-switching risk
Driffill, John; Kenç, Turalay; Sola, Martin - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-30
Persistent link: https://www.econbiz.de/10009784006
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The effects of different parameterizations of Markov-switching in a CIR model of bond pricing
Driffill, John; Kenç, Turalay; Sola, Martin; Spagnolo, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10009513609
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On the sources of the aggregate risk premium : risk aversion, bubbles or regime-switching?
Caravello, Tomás E.; Driffill, John; Kenç, Turalay; … - In: Journal of economic dynamics & control 166 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015051271
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Bubbles in exchange rates and monetary policy
Alexandre, Fernando; Bac̜ão, Pedro; Driffill, John - In: Scottish journal of political economy : the journal of … 58 (2011) 1, pp. 29-50
Persistent link: https://www.econbiz.de/10009125662
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000914034