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Alternative regime switching models for forecasting inflation

Bidarkota, Prasad V. - In: Journal of forecasting 20 (2001) 1, pp. 21-35

Persistent link: https://www.econbiz.de/10001556212

On the economic impact of modeling nonlinearities : the asset pricing example

Bidarkota, Prasad V. - In: Macroeconomic dynamics 10 (2006) 1, pp. 65-76

Persistent link: https://www.econbiz.de/10003258362

Real stock returns : non-normality, seasonality, and volatility peristence, but no predictability

Bidarkota, Prasad V.; McCulloch, J. Huston - 1997

Persistent link: https://www.econbiz.de/10000980109

Periodically collapsing bubbles in stock prices cointegrated with broad dividends and macroeconomic factors

Fu, Man; Bidarkota, Prasad V. - In: Journal of risk and financial management : JRFM 4 (2012) 1, pp. 97-132

We study fluctuations in stock prices using a framework derived from the present value model augmented with a macroeconomic factor. The fundamental value is derived as the expected present discounted value of broad dividends that include, in addition to traditional cash dividends, other payouts...

Persistent link: https://www.econbiz.de/10011555939

Time-varying risk and risk premiums in frontier markets

Todorov, Galin; Bidarkota, Prasad V. - In: Journal of emerging markets 18 (2013) 3, pp. 18-35

Persistent link: https://www.econbiz.de/10010519779

Consumption asset pricing with stable shocks-exploring a solution and its implications for mean equity returns

Bidarkota, Prasad V.; McCulloch, J. Huston - In: Journal of economic dynamics & control 27 (2003) 3, pp. 399-421

Persistent link: https://www.econbiz.de/10001706327

Consumption equilibrium asset pricing in two Asian emerging markets

Chen, Ming-Hsiang; Bidarkota, Prasad V. - In: Journal of Asian economics 15 (2004) 2, pp. 305-319

Persistent link: https://www.econbiz.de/10002118999

A long-run risks model of asset pricing with fat tails

Wang, Zhiguang (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003814891

Asset pricing with incomplete information and fat tails

Bidarkota, Prasad V.; Dupoyet, Brice V.; McCulloch, J. … - In: Journal of economic dynamics & control 33 (2009) 6, pp. 1314-1331

Persistent link: https://www.econbiz.de/10003844236

A long-run rsiks model of asset pricing with fat tails

Wang, Zhiguang; Bidarkota, Prasad V. - In: Review of finance : journal of the European Finance … 14 (2010) 3, pp. 409-449

Persistent link: https://www.econbiz.de/10008662615