John Driffill

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the sources of the aggregate risk premium: risk aversion, bubbles or regime-switching? Journal of Economic Dynamics & Control	2025-06-10	Paper
Real options with priced regime-switching risk International Journal of Theoretical and Applied Finance	2013-10-21	Paper
The effects of different parameterizations of Markov-switching in a CIR model of bond pricing Studies in Nonlinear Dynamics & Econometrics	2010-07-02	Paper
Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle. Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
Testing the term structure of interest rates using a stationary vector autoregression with regime switching Journal of Economic Dynamics and Control	1999-11-08	Paper
Trade Liberalization with Imperfect Competition in Goods and Labour Markets Scandinavian Journal of Economics	1998-10-07	Paper
Renegotiation in a repeated Cournot duopoly Economics Letters	1997-02-28	Paper
Testing the term structure of interest rates using a stationary vector autoregression with regime switching Journal of Economic Dynamics and Control	1997-02-27	Paper
Changes in regime and the term structure. A note Journal of Economic Dynamics and Control	1992-06-28	Paper
Rational Expectations and Policy Credibility Following a Change in Regime Review of Economic Studies	1985-01-01	Paper

Research outcomes over time

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