Feunou, Bruno; Fontaine, Jean-Sébastien; Jin, Jianjian What model for the target rate. (English) Zbl 07676036 Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20190005, 23 p. (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{B. Feunou} et al., Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20190005, 23 p. (2021; Zbl 07676036) Full Text: DOI
Bazgour, Tarik; Heuchenne, Cedric; Hübner, Georges; Sougné, Danielle How do volatility regimes affect the pricing of quality and liquidity in the stock market? (English) Zbl 07676035 Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180127, 17 p. (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{T. Bazgour} et al., Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180127, 17 p. (2021; Zbl 07676035) Full Text: DOI
Uctum, Merih; Uctum, Remzi; Vijverberg, Chu-Ping C. The European growth synchronization through crises and structural changes. (English) Zbl 07676034 Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180097, 17 p. (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. Uctum} et al., Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180097, 17 p. (2021; Zbl 07676034) Full Text: DOI
Hsu, Shih-Hsun Disentangling the source of non-stationarity in a panel of seasonal data. (English) Zbl 07676033 Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180075, 18 p. (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{S.-H. Hsu}, Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180075, 18 p. (2021; Zbl 07676033) Full Text: DOI
Carnero, M. Angeles; Pérez, Ana Outliers and misleading leverage effect in asymmetric GARCH-type models. (English) Zbl 07676032 Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180073, 19 p. (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{M. A. Carnero} and \textit{A. Pérez}, Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20180073, 19 p. (2021; Zbl 07676032) Full Text: DOI
Aldrich, Eric Mark; Kung, Howard Computational methods for production-based asset pricing models with recursive utility. (English) Zbl 07676031 Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20170003, 26 p. (2021). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{E. M. Aldrich} and \textit{H. Kung}, Stud. Nonlinear Dyn. Econom. 25, No. 1, Article ID 20170003, 26 p. (2021; Zbl 07676031) Full Text: DOI