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2. Modelling non-linear Spatial Market Integration and Equilibrium Processes in Hidden Markov Framework. (2013). Abunyuwah, Isaac ; Acquah, Henry De-Graft.
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1. Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach. (2020). Lemand, Ryan.
   In: Econometrics.
   RePEc:wpa:wuwpem:0307004.

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2. New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach. (2020). Lemand, Ryan.
   In: Econometrics.
   RePEc:wpa:wuwpem:0307003.

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3. Effect of Interest Rate Determinants on the Aggregate Performance of Deposit Money Banks in Nigeria’s Banking Sector. (2017). Owolabi, Oluwarotimi Ayokunnu ; Fayemi, Ibukun Omoshola.
   In: International Journal of Finance & Banking Studies.
   RePEc:rbs:ijfbss:v:6:y:2017:i:6:p:29-41.

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4. Asset prices regime-switching and the role of inflation targeting monetary policy. (2017). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:32:y:2017:i:c:p:97-112.

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5. Monetary Policy Preferences of the EMU and the UK. (2016). Mouratidis, Kostas ; Arestis, Philip ; Karoglou, Michail.
   In: Manchester School.
   RePEc:bla:manchs:v:84:y:2016:i:4:p:528-550.

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6. Estimating Population Dynamics without Population Data. (2012). Tzouvelekas, Vangelis ; Chambers, Robert ; Genius, Margarita.
   In: Working Papers.
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7. A Supply-Response Model Under Invariant Risk Preferences. (2012). Tzouvelekas, Vangelis ; Genius, Margarita ; Chambers, Robert.
   In: Working Papers.
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8. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
   In: NBER Working Papers.
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9. Forecasting exchange rates: The multi-state Markov-switching model with smoothing. (2011). Yuan, Chunming.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:20:y:2011:i:2:p:342-362.

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10. Regime Changes and Financial Markets. (2011). Timmermann, Allan ; Ang, Andrew.
    In: CEPR Discussion Papers.
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11. Real interest rates, inflation and the open economy: A regime-switching perspective on Australia and New Zealand. (2009). Holmes, Mark ; Dutu, Richard ; Cui, Xiaoman .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:18:y:2009:i:2:p:351-360.

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12. Short Rate Dynamics and Regime Shifts*. (2009). LI, HAITAO ; Xu, Yuewu.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:9:y:2009:i:3:p:211-241.

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13. Testing for Instability in Factor Structure of Yield Curves. (2007). Urga, Giovanni ; Kao, Chihwa ; Philip, Dennis.
    In: Center for Policy Research Working Papers.
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14. Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds. (2007). .
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15. Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates. (2007). LI, HAITAO ; Hong, Yongmiao ; Zhao, Feng.
    In: Journal of Econometrics.
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16. Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?. (2006). Valente, Giorgio ; Sarno, Lucio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:11:p:3147-3169.

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17. The Asymmetric Effects of Oil Shocks on Output Growth: A Markov-Switching Analysis. (2006). Manera, Matteo ; Cologni, Alessandro.
    In: International Energy Markets Working Papers.
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18. A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK. (2005). Zeng, Yong ; Wu, Shu.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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19. Interest rate pass-through and financial crises: do switching regimes matter? the case of Argentina. (2005). Humala, Alberto.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:2:p:77-94.

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20. Credibility of monetary policy in four accession countries: a Markov regime-switching approach. (2005). Mouratidis, Kostas ; Arestis, Philip.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:10:y:2005:i:1:p:81-89.

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21. Empirical exchange rate models and currency risk: some evidence from density forecasts. (2005). Valente, Giorgio ; Sarno, Lucio.
    In: Journal of International Money and Finance.
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22. The US Phillips Curve and inflation expectations: A State Space Markov-Switching explanatory model. (2004). Million, Nicolas ; Guerrero, Guillaume.
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23. Instabilité de la courbe de Phillips aux Etats-Unis : un modèle explicatif à changements de régimes. (2004). Million, Nicolas ; Guerrero, Guillaume.
    In: Cahiers de la Maison des Sciences Economiques.
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24. Monetary and Credit Policy Options for an Oil Exporting Country.. (2004). Trunin, Pavel ; Drobyshevsky, Sergey ; Kozlovskaya, A.
    In: Research Paper Series.
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25. Time-varying excess returns on UK government bonds: A non-linear approach. (2004). Milas, Costas ; Lekkos, Ilias.
    In: Journal of Banking & Finance.
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26. The term premium and the puzzles of the expectations hypothesis of the term structure. (2004). Tzavalis, Elias.
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27. A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk. (2004). Zeng, Yong ; Wu, Shu.
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28. A structural common factor approach to core inflation estimation and forecasting. (2004). MORANA, CLAUDIO.
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29. Interest Rate Modeling and Forecasting in India. (2004). SAHOO, SATYANANDA ; Dua, Pami ; Raje, Nishita.
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30. Price Wars and Collusion in the Spanish Electricity Market. (2003). Fabra, Natalia ; Toro, Juan.
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31. The Contagion Effect Between the Volatilities of the NASDAQ-100 and the IT.CA :A Univariate and A Bivariate Switching Approach. (2003). Lemand, Ryan.
    In: Econometrics.
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32. Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes. (2003). Wohar, Mark ; Valente, Giorgio ; Sarno, Lucio.
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33. Nonparametric specification testing for continuous-time models with application to spot interest rates. (2002). LI, HAITAO ; Hong, Yongmiao.
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34. Non-Linearities, Regime Switching and the Relationship Between Asian Equity and Foreign Exchange Markets. (2002). Holmes, Mark ; Nabil, Maghrebi.
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35. Predicting recessions with interest rate spreads: a multicountry regime-switching analysis. (2002). Ahrens, R..
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    RePEc:eee:jimfin:v:21:y:2002:i:4:p:519-537.

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36. The effects of the introduction of the euro on the volatility of European stock markets. (2002). MORANA, CLAUDIO ; Beltratti, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:10:p:2047-2064.

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37. Short rate nonlinearities and regime switches. (2002). Bekaert, Geert ; Ang, Andrew.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1243-1274.

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38. Term Structure of Interest Rates with Regime Shifts. (2002). Bansal, Ravi.
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39. A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables. (2001). Piazzesi, Monika ; Ang, Andrew.
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40. Markov regime switching and unit root tests. (2001). Zivot, Eric ; Piger, Jeremy ; Nelson, Charles.
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41. Peso problem explanations for term structure anomalies. (2001). Marshall, David ; Hodrick, Robert ; Bekaert, Geert.
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42. Markov-Switching Procedures for Dating the Euro-Zone Business Cycle. (2001). Krolzig, Hans-Martin.
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43. Markov regime-switching and unit root tests. (2000). Zivot, Eric ; Piger, Jeremy ; Nelson, Charles.
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44. The term structure of very short-term rates: New evidence for the expectations hypothesis. (2000). Longstaff, Francis ; Longstaff Francis A., .
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45. Predicting recessions with interest rate spreads: A multicountry regime-switching analysis. (1999). Ahrens, Ralf.
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46. Improving market-based forecasts of short-term interest rates: Time-varying stationarity and the predictive content of switching regime-expectations. (1999). Ahrens, Ralf.
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47. Democracy and Markets: The Case of Exchange Rates. (1999). Stix, Helmut ; Hays, Jude C. ; Freeman, John R..
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48. International Asset Allocation with Time-Varying Correlations. (1999). Bekaert, Geert ; Ang, Andrew.
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49. Looking Behind the U. K.Term Structure: Were there Peso Problems in Inflation?. (1998). Evans, Martin.
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