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Testing the expectations hypothesis of the term structure using instrumental variables
Driffill, John; Psaradakis, Zacharias G.; Sola, Martin - In: International journal of finance & economics : IJFE 3 (1998) 4, pp. 321-325
Persistent link: https://www.econbiz.de/10001434233
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Structural breaks and GARCH modelling
Hall, Stephen G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000874063
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000883420
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Testing the term structure of interest rates using a stationary vector autoregression with regime switching
Sola, Martin - In: Journal of economic dynamics & control 18 (1994) 3, pp. 601-628
Persistent link: https://www.econbiz.de/10001160926
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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
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A reconciliation of some paradoxical empirical results on the expectations model of the term structure
Driffill, John - In: Oxford bulletin of economics and statistics 59 (1997) 1, pp. 29-42
Persistent link: https://www.econbiz.de/10001223732
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Structural breaks and GARCH modelling
Hall, Stephen G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000142698
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On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000142702
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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
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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