Search results for: regime switching model
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Prognose von Zinsvolatilitäten mit Regime-Switching-Modellen: Eine empirische Analyse des Euro-DM-Geldmarktes
Credit and Capital Markets – Kredit und Kapital, Vol. 31 (1998), Iss. 3 : pp. 370–399 | First published online: December 12, 2022
Do Fiscal Regimes Matter for Fiscal Sustainability in South Africa? A Markov-Switching Approach
Applied Economics Quarterly, Vol. 68 (2022), Iss. 1 : pp. 53–78 | First published online: July 05, 2023
Markov-Switching Procedures for Dating the Euro-Zone Business Cycle
Vierteljahrshefte zur Wirtschaftsforschung, Vol. 70 (2001), Iss. 3 : pp. 339–351 | First published online: October 03, 2017
Bank of Japan Interventions and the Volatility of the Dollar/Yen Exchange Rate
Credit and Capital Markets – Kredit und Kapital, Vol. 50 (2017), Iss. 1 : pp. 25–36 | First published online: October 03, 2017
The Time Variation of Liquidity Risk on US Stock Markets
Credit and Capital Markets – Kredit und Kapital, Vol. 51 (2018), Iss. 2 : pp. 205–225 | First published online: June 20, 2018
Analyzing the Swiss Business Cycle
Applied Economics Quarterly, Vol. 54 (2008), Iss. 4 : pp. 255–291 | First published online: October 03, 2017