Narrow search
Showing 1 - 10 of 23
Cover Image
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
Cover Image
Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000142702
Cover Image
On the power of tests for superexogeneity and structural invariance
Psaradakis, Zacharias G.; Sola, Martin - 1993
Persistent link: https://www.econbiz.de/10000883420
Cover Image
The effects of different parameterizations of Markov-switching in a CIR model of bond pricing
Driffill, John; Kenç, Turalay; Sola, Martin; Spagnolo, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10009513609
Cover Image
Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model
Hevia, Constantino; González Rozada, Martín; Sola, Martin - In: Journal of applied econometrics 30 (2015) 6, pp. 987-1009
Persistent link: https://www.econbiz.de/10011431680
Cover Image
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