| Publication | Date of Publication | Type |
|---|
From model misspecification to multidimensional welfare: a conversation with Professor Esfandiar Maasoumi
Studies in Nonlinear Dynamics and Econometrics | 2025-11-06 | Paper |
Remembering Marco Tucci
Annals of Operations Research | 2025-09-29 | Paper |
Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data
Annals of Operations Research | 2024-04-24 | Paper |
Unconventional monetary policy reaction functions: evidence from the US
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Causal relationships between inflation and inflation uncertainty
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
An interview with Howell Tong
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Can a Taylor rule better explain the Fed's monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
An interview with Timo Teräsvirta
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Threshold linkages between volatility and trading volume: evidence from developed and emerging markets
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
Sovereign bond market integration in the euro area: a new empirical conceptualization
Annals of Operations Research | 2022-11-15 | Paper |
Measuring extreme risk dependence between the oil and gas markets
Annals of Operations Research | 2022-07-05 | Paper |
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Econometric Reviews | 2022-03-04 | Paper |
A multifactor transformed diffusion model with applications to VIX and VIX futures
Econometric Reviews | 2022-03-04 | Paper |
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Annals of Operations Research | 2020-01-20 | Paper |
Analyzing heterogeneous stock price comovements through hybrid approaches
Open Economies Review | 2019-05-23 | Paper |
Do Islamic and conventional banks really differ? A panel data statistical analysis
Open Economies Review | 2019-05-23 | Paper |
On the reputation of Islamic banks: a panel data qualitative econometrics analysis
Open Economies Review | 2019-05-23 | Paper |
Computing stock price comovements with a three-regime panel smooth transition error correction model
Annals of Operations Research | 2019-03-06 | Paper |
Measurement errors in stock markets
Annals of Operations Research | 2018-10-31 | Paper |
An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
A model of fiscal dominance under the ``Reinhart conjecture''
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Nonlinearity, cyclicity, and persistence in consumption and income relationships: research in honor of Melvin J. Hinich
Macroeconomic Dynamics | 2013-08-22 | Paper |
