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Returns and interest rate: a nonlinear relationship in the Bogota stock market
16 references·1 citing·44 second hop
Returns and interest rate: a nonlinear relationship in the Bogota stock market (2001)Returns and interest rate: a nonlinear re…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The Message in Daily Exchange Rates (2002)The Message in Daily Exchange…SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (2002)SMOOTH TRANSITION AUTOREGRESS…Nonlinear Time Series Models in Empirical Finance (2000)Nonlinear Time Series Models …Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…Modelling Economic Relationships with Smooth Transition Regressions (1996)Modelling Economic Relationsh…A test for independence based on the correlation dimension (1996)A test for independence based…The Econometric Modelling of Financial Time Series. (1995)The Econometric Modelling of …Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets. (1994)Exchange Rate Theory: Chaotic…The Message in Daily Exchange Rates: A Conditional-Variance Tale (1989)The Message in Daily Exchange…Dynamic Macroeconomic Theory. (1988)Dynamic Macroeconomic Theory.Dynamic Macroeconomic Theory (1988)Dynamic Macroeconomic TheoryAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …THE RELATIONSHIP BETWEEN SHARE PRICES AND INTEREST RATES: EVIDENCE FROM KENYA (2014)THE RELATIONSHIP BETWEEN SHAR…Dividend Policy, Growth, and the Valuation of Shares (1961)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Should Central Banks Respond to Movements in Asset Prices? (2001)Financial Intermediaries and Monetary Economics (2010)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Comparing Predictive Accuracy (1994)Testing for a unit root in the nonlinear STAR framework (2002)Dealing with Structural Breaks (2005)An Empirical Comparison of Machine Learning Models for Time Series Forecasting (2010)Testing for a Unit Root in Time Series Regression (1988)Bivariate garch estimation of the optimal commodity futures Hedge (1991)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Modeling and Forecasting Realized Volatility (2001)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Modeling the price dynamics of CO2 emission allowances (2008)CISS - A Composite Indicator of Systemic Stress in the Financial System (2010)Forecasting Stock Returns (2013)
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  • 1996

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Modelling Economic Relationships with Smooth Transition Regressions
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  • 2014THE RELATIONSHIP BETWEEN SHARE PRICES AND INTEREST RATES: EVIDENCE FROM KENYA12 cited