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Sectoral investigation of asymmetries in the conditional mean dynamics of the real U.S. GDP

Bidarkota, Prasad V. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 4, pp. 191-200

Persistent link: https://www.econbiz.de/10001769719

Asymmetries in the conditional mean dynamics of real GNP : robust evidence

Bidarkota, Prasad V. - In: The review of economics and statistics 82 (2000) 1, pp. 153-157

Persistent link: https://www.econbiz.de/10001456395

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

Do fluctuations in U.S. inflation rates reflect infrequent large shocks or frequent small shocks?

Bidarkota, Prasad V. - In: The review of economics and statistics 85 (2003) 3, pp. 765-771

Persistent link: https://www.econbiz.de/10001791805

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

Time-varying financial spillovers from the US to frontier markets

Todorov, Galin; Bidarkota, Prasad V. - In: Macroeconomics and finance in emerging market economies 7 (2014) 2, pp. 246-283

Persistent link: https://www.econbiz.de/10010436255

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