Narrow search
Showing 1 - 4 of 4
Cover Image
Does beta react to market conditions? : Estimates of bull and bear betas using a nonlinear market model with an endogenous threshold parameter
Woodward, G. Thomas; Anderson, Heather M. - 2003
Persistent link: https://www.econbiz.de/10001854374
Cover Image
Introducing non-linear dynamics to the two-regime market model: evidence
Woodward, G. Thomas; Marisetty, Vijaya B. - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 559-581
Persistent link: https://www.econbiz.de/10003099283
Cover Image
A thorough and reliable procedure for estimating a non-linear Taylor rule central bank reaction function
Woodward, G. Thomas; Kopic, Suvad; Zwirlein, Thomas John - In: The empirical economics letters : a monthly … 15 (2016) 2, pp. 181-189
Persistent link: https://www.econbiz.de/10011580411
Cover Image
Did the ECB abandon its inflation mandate to fuel the housing bubble? : evidence using a non-linear reaction function
Kopic, Suvad; Woodward, G. Thomas; Zwirlein, Thomas John - In: The empirical economics letters : a monthly … 15 (2016) 4, pp. 355-367
Persistent link: https://www.econbiz.de/10011580609