Similar Search Results

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

Instrumental-variables estimation in Markov switching models, with an application to testing the unbiased forward exchange rate hypothesis

Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - 2000

Persistent link: https://www.econbiz.de/10001583871

A simple procedure for detecting periodically collapsing rational bubbles

Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - 2000

Persistent link: https://www.econbiz.de/10001583873

Risk premia with Markov regimes and the term structure of interest rates

Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - 2002

Persistent link: https://www.econbiz.de/10001717801

On Markov error-correction models, with an application to stockprices and dividends

Psaradakis, Zacharias G.; Sola, Martin; Spagnolo, Fabio - In: Journal of applied econometrics 19 (2004) 1, pp. 69-88

Persistent link: https://www.econbiz.de/10001924673

State-dependent threshold smooth transition autoregressive models

Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Oxford bulletin of economics and statistics 75 (2013) 6, pp. 835-854

Persistent link: https://www.econbiz.de/10010240900

Contemporaneous-threshold smooth transition GARCH models

Dueker, Michael; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10009515540

Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables

Spagnolo, Fabio; Psaradakis, Zacharias G.; Sola, Martin - 2004

This paper develops a model for the forward and spot exchange rate which allows for the presence of a Markov switching risk premium in the forward market and considers the issue of testing the unbiased forward exchange rate (UFER) hypothesis. Using US/UK data, it is shown that the UFER...

Persistent link: https://www.econbiz.de/10014068295

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

Cross sectional aggregation and persistence in conditional variance

Karanasos, Menelaos; Psaradakis, Zacharias G.; Sola, Martin - 2000

Persistent link: https://www.econbiz.de/10001488560

1
2
3
4
5
6
7
8
9
Next
Last