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The effects of conventional and unconventional monetary policy on forecasting the yield curve
Eo, Yunjong; Kang, Kyu Ho - In: Journal of economic dynamics & control 111 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012501422
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Macroeconomic disasters and the equity premium puzzle : are emerging countries riskier?
Horvath, Jaroslav - In: Journal of economic dynamics & control 112 (2020), pp. 1-41
Persistent link: https://www.econbiz.de/10012502310
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Stochastic dominance tests
Topaloglou, Nikolas; Tsionas, Efthymios G. - In: Journal of economic dynamics & control 112 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012502317
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On the Markov switching welfare cost of inflation
Dai, Wei; Serletis, Apostolos - In: Journal of economic dynamics & control 108 (2019), pp. 1-23
Persistent link: https://www.econbiz.de/10012312672
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On the stability of Calvo-style price-setting behavior
Lhuissier, Stéphane; Zabelina, Margarita - In: Journal of economic dynamics & control 57 (2015), pp. 77-95
Persistent link: https://www.econbiz.de/10011574597
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Pricing external barrier options in a regime-switching model
Kim, Jerim; Kim, Jeongsim; Yoo, Hyun Joo; Kim, Bara - In: Journal of economic dynamics & control 53 (2015), pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
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Nonlinearities, smoothing and countercyclical monetary policy
Jackson, Laura; Owyang, Michael T.; Soques, Daniel - In: Journal of economic dynamics & control 95 (2018), pp. 136-154
Persistent link: https://www.econbiz.de/10012004920
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An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang; Zhu, Song-Ping - In: Journal of economic dynamics & control 71 (2016), pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
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The stock-bond comovements and cross-market trading
Mengling Li; Zheng, Huanhuan; Chong, Terence Tai-Leung; … - In: Journal of economic dynamics & control 73 (2016), pp. 417-438
Persistent link: https://www.econbiz.de/10011709117
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How should a local regime-switching model be calibrated?
He, Xin-Jiang; Zhu, Song-Ping - In: Journal of economic dynamics & control 78 (2017), pp. 149-163
Persistent link: https://www.econbiz.de/10011817489