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Ravn, Morten O.
89
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61
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46
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19
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19
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10
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10
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10
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10
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10
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10
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9
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6
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5
Lee, Seungcheol
5
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5
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5
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5
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4
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4
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4
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4
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3
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3
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2
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9
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ECONIS (ZBW)
165
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1
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
Saved in:
2
Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2000
Persistent link: https://www.econbiz.de/10001488560
Saved in:
3
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
4
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
Saved in:
5
An empirical reassessment of target-zone nonlinearities
Garratt, Anthony
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
1998
Persistent link: https://www.econbiz.de/10001354545
Saved in:
6
Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
Saved in:
7
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching
Psaradakis, Zacharias G.
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001243479
Saved in:
8
On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 151-175
Persistent link: https://www.econbiz.de/10001198020
Saved in:
9
An empirical reassessment of target-zone ninlinearities
Garratt, Anthony
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of international money and finance
20
(
2001
)
4
,
pp. 533-548
Persistent link: https://www.econbiz.de/10001598626
Saved in:
10
A simple procedure for detecting periodically collapsing rational bubbles
Psaradakis, Zacharias G.
;
Sola, Martin
;
Spagnolo, Fabio
- In:
Economics letters
72
(
2001
)
3
,
pp. 317-323
Persistent link: https://www.econbiz.de/10001602347
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