The following pages link to Fabio Spagnolo (Q198500):
Displaying 12 items.
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Multivariate contemporaneous-threshold autoregressive models (Q737288) (← links)
- A test for volatility spillovers. (Q1603866) (← links)
- Red signals: current account deficits and sustainability (Q1927547) (← links)
- Treasury management model with foreign exchange exposure (Q2574065) (← links)
- Selecting nonlinear time series models using information criteria (Q3077654) (← links)
- Contemporaneous-Threshold Smooth Transition GARCH Models (Q3081589) (← links)
- The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing (Q3574736) (← links)
- Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach (Q4562478) (← links)
- An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market (Q5424409) (← links)
- Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates (Q5452734) (← links)
- A simple procedure for detecting periodically collapsing rational bubbles (Q5941401) (← links)