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regime switching models
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regime switching models (2008)regime switching modelsThe impact of setting negative policy rates on banking flows and exchange rates (2017)The impact of setting negativ…Modeling share returns - an empirical study on the Variance Gamma model (2015)Modeling share returns - an e…Asset price volatility and financial contagion: analysis using the MS-VAR framework (2014)Asset price volatility and fi…Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis (2011)Forecast Combination and Baye…The Combination of Forecasts (1969)Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach (2004)Handbook of Economic Forecasting (2013)Financial crime and punishment: A meta‐analysis (2023)Bank Runs, Deposit Insurance, and Liquidity (1983)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Pricing of Options and Corporate Liabilities (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Open-Economy Inflation Targeting (2000)Out-of-sample exchange rate predictability with Taylor rule fundamentals (2008)Exchange Rate Predictability (2013)Negative Interest Rates (2021)Making Sense of Negative Nominal Interest Rates (2022)
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  • 2011Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis37 cited
  • 2015Modeling share returns - an empirical study on the Variance Gamma model25 cited
  • 2014Asset price volatility and financial contagion: analysis using the MS-VAR framework22 cited
  • 2017The impact of setting negative policy rates on banking flows and exchange rates17 cited

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