Martin Sola

Names

first:	Martin
last:	Sola

Identifer

RePEc Short-ID:

pso207

Contact

homepage:

https://www.utdt.edu/ver_contenido.php?id_contenido=3037id_item_menu=5954

Affiliations

Universidad Torcuato Di Tella / Departamento de Economía
- EDIRC entry
- location:

Research profile

author of:

Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals (RePEc:aoz:wpaper:200)
by Constantino Hevia & Ivan Petrella & Martin Sola
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities (RePEc:aoz:wpaper:234)
by Demian Pouzo & Zacharias Psaradakis & Martin Sola
Risk Aversion and Changes in Regime (RePEc:aoz:wpaper:237)
by Tomas E. Caravello & John Driffill & Turalay Kenc & Martin Sola
Rational Bubbles: Too Many to be True? (RePEc:aoz:wpaper:240)
by Martin Sola
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities (RePEc:arx:papers:1612.04932)
by Demian Pouzo & Zacharias Psaradakis & Martin Sola
Multivariate Contemporaneous-Threshold Autoregressive Models (RePEc:aub:autbar:817.10)
by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
State-Dependent Threshold STAR Models (RePEc:aub:autbar:818.10)
by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model (RePEc:bbk:bbkcam:1403)
by Constantino Hevia & Martin Gonzalez-Rozada & Martin Sola & Fabio Spagnolo
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities (RePEc:bbk:bbkefp:1702)
by Zacharias Psaradakis & Martin Sola
A Reconsideration of the Empirical Evidence on the Asymmetric Effects of Money-supply shocks: Positive vs. Negative or Big vs. Small (RePEc:bbk:bbkewp:9606)
by Morten Ravn & Martin Sola
Speculative Currency Attacks and Balance of Payments Crises (RePEc:bla:jecsur:v:7:y:1993:i:2:p:119-44)
by Blackburn, Keith & Sola, Martin
On the Autocorrelation Properties of Long‐Memory GARCH Processes (RePEc:bla:jtsera:v:25:y:2004:i:2:p:265-282)
by Menelaos Karanasos & Zacharias Psaradakis & Martin Sola
Selecting nonlinear time series models using information criteria (RePEc:bla:jtsera:v:30:y:2009:i:4:p:369-394)
by Zacharias Psaradakis & Martin Sola & Fabio Spagnolo & Nicola Spagnolo
A Reconciliation of Some Paradoxical Empirical Results on the Expectations Model of the Term Structure (RePEc:bla:obuest:v:59:y:1997:i:1:p:29-42)
by Driffill, John & Psaradakis, Zacharias & Sola, Martin
State-Dependent Threshold Smooth Transition Autoregressive Models (RePEc:bla:obuest:v:75:y:2013:i:6:p:835-854)
by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
Risk premia and seasonality in commodity futures (RePEc:boe:boeewp:0591)
by Hevia, Constantino & Petrella, Ivan & Sola, Martin
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates (RePEc:bpj:sndecm:v:10:y:2006:i:2:n:1)
by Psaradakis Zacharias & Sola Martin & Spagnolo Fabio
The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing (RePEc:bpj:sndecm:v:13:y:2009:i:1:n:1)
by Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio
Contemporaneous-Threshold Smooth Transition GARCH Models (RePEc:bpj:sndecm:v:15:y:2011:i:2:n:1)
by Dueker Michael J. & Psaradakis Zacharias & Sola Martin & Spagnolo Fabio
Bond risk premia and the return forecasting factor (RePEc:bpj:sndecm:v:24:y:2020:i:1:p:12:n:2)
by Gutierrez Agustin & Hevia Constantino & Sola Martin
On testing for bubbles during hyperinflations (RePEc:bpj:sndecm:v:28:y:2024:i:1:p:25-37:n:3)
by Morita Rubens & Psaradakis Zacharias & Sola Martin & Yunis Patricio
Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle (RePEc:bpj:sndecm:v:7:y:2003:i:1:n:1)
by Driffill John & Raybaudi Marzia & Sola Martin
A Test for Volatility Spillovers (RePEc:bru:bruedp:02-04)
by Martin Sola & Fabio Spagnolo & Nicola Spagnolo
The Euro exchange rate efficiency and risk premium:an ecm model (RePEc:bru:bruedp:02-14)
by Oreste Napolitano* & martin sola & fabio spagnolod
Red Signals: Trade Deficits and the Current Account (RePEc:bru:bruedp:03-14)
by marzia raybaudi & martin sola & fabio spagnolod
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables (RePEc:bru:bruedp:03-15)
by fabio spagnolod & Zacharias Psaradakis & Martin Sola
AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s (RePEc:bru:bruedp:03-16)
by John hunter & Zacharias Psaradakis & Martin Sola
A Test for Volatility Spillovers (RePEc:bru:bruppp:02-04)
by Martin Sola & Fabio Spagnolo & Nicola Spagnolo
The Euro exchange rate efficiency and risk premium:an ecm model (RePEc:bru:bruppp:02-14)
by Oreste Napolitano* & martin sola & fabio spagnolod
Red Signals: Trade Deficits and the Current Account (RePEc:bru:bruppp:03-14)
by marzia raybaudi & martin sola & fabio spagnolod
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables (RePEc:bru:bruppp:03-15)
by fabio spagnolod & Zacharias Psaradakis & Martin Sola
AGGREGATE ECONOMY RISK AND COMPANY FAILURE:AN EXAMINATION OF UK QUOTED FIRMS IN THE EARLY 1990s (RePEc:bru:bruppp:03-16)
by John hunter & Zacharias Psaradakis & Martin Sola
An Empirical Reassessment of Target-zone Nonlinearities (RePEc:cam:camdae:9825)
by Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin
Rational Bubbles During Poland's Hyperinflation: Implications and Empirical Evidence (RePEc:ces:ceswps:_52)
by Michael Funke & Stephen Hall & Martin Sola
Toward a “New” Inflation-Targeting Framework: The Case of Uruguay (RePEc:col:000425:012280)
by Martín Gonzalez-Rozada & Matías Escudero & Martín Solá
Risk Premia and Seasonality in Commodity Futures (RePEc:cpr:ceprdp:11169)
by Petrella, Ivan & Sola, Martin & Hevia, Constantino
Markov Switching Causality and the Money-Output Relationship (RePEc:cpr:ceprdp:3803)
by Ravn, Morten & Sola, Martin & Psaradakis, Zacharias
On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts (RePEc:cpr:ceprdp:4165)
by Driffill, John & Sola, Martin & Kenc, Turalay & Spagnolo, Fabio
An Empirical Examination of Term Structure Models with Regime Shifts (RePEc:ecj:ac2003:119)
by Kenc, Turalay & John Driffill & Martin Sola
Rational bubbles: Too many to be true? (RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726)
by Caravello, Tomas E. & Psaradakis, Zacharias & Sola, Martin
On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching? (RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118)
by Caravello, Tomás E. & Driffill, John & Kenc, Turalay & Sola, Martin
Testing the term structure of interest rates using a stationary vector autoregression with regime switching (RePEc:eee:dyncon:v:18:y:1994:i:3-4:p:601-628)
by Sola, Martin & Driffill, John
Switching error-correction models of house prices in the United Kingdom (RePEc:eee:ecmode:v:14:y:1997:i:4:p:517-527)
by Hall, Stephen & Psaradakis, Zacharias & Sola, Martin
Target zone credibility and economic fundamentals (RePEc:eee:ecmode:v:20:y:2003:i:4:p:791-807)
by Tronzano, Marco & Psaradakis, Zacharias & Sola, Martin
A simple procedure for detecting periodically collapsing rational bubbles (RePEc:eee:ecolet:v:72:y:2001:i:3:p:317-323)
by Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio
A test for volatility spillovers (RePEc:eee:ecolet:v:76:y:2002:i:1:p:77-84)
by Sola, Martin & Spagnolo, Fabio & Spagnolo, Nicola
A simple method of testing for cointegration subject to multiple regime changes (RePEc:eee:ecolet:v:76:y:2002:i:2:p:213-221)
by Gabriel, Vasco J. & Psaradakis, Zacharias & Sola, Martin
Red signals: current account deficits and sustainability (RePEc:eee:ecolet:v:84:y:2004:i:2:p:217-223)
by Raybaudi, Marzia & Sola, Martin & Spagnolo, Fabio
Predicting Markov volatility switches using monetary policy variables (RePEc:eee:ecolet:v:95:y:2007:i:1:p:110-116)
by Sola, Martin & Spagnolo, Fabio & Spagnolo, Nicola
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting (RePEc:eee:econom:v:141:y:2007:i:2:p:517-547)
by Dueker, Michael J. & Sola, Martin & Spagnolo, Fabio
Multivariate contemporaneous-threshold autoregressive models (RePEc:eee:econom:v:160:y:2011:i:2:p:311-325)
by Dueker, Michael J. & Psaradakis, Zacharias & Sola, Martin & Spagnolo, Fabio
On the power of tests for superexogeneity and structural invariance (RePEc:eee:econom:v:72:y:1996:i:1-2:p:151-175)
by Psaradakis, Zacharias & Sola, Martin
Finite-sample properties of the maximum likelihood estimator in autoregressive models with Markov switching (RePEc:eee:econom:v:86:y:1998:i:2:p:369-386)
by Psaradakis, Zacharias & Sola, Martin
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities (RePEc:eee:ecosta:v:29:y:2024:i:c:p:49-63)
by Psaradakis, Zacharias & Sola, Martin
Rational bubbles during Poland's hyperinflation: Implications and empirical evidence (RePEc:eee:eecrev:v:38:y:1994:i:6:p:1257-1276)
by Funke, Michael & Hall, Stephen & Sola, Martin
An empirical reassessment of target-zone nonlinearities (RePEc:eee:jimfin:v:20:y:2001:i:4:p:533-548)
by Garratt, Anthony & Psaradakis, Zacharias & Sola, Martin
Target zones for exchange rates and policy changes (RePEc:eee:jimfin:v:25:y:2006:i:6:p:912-931)
by Driffill, John & Sola, Martin
Stylized facts and regime changes: Are prices procyclical? (RePEc:eee:moneco:v:36:y:1995:i:3:p:497-526)
by Ravn, Morten O. & Sola, Martin
Intrinsic bubbles and regime-switching (RePEc:eee:moneco:v:42:y:1998:i:2:p:357-373)
by Driffill, John & Sola, Martin
Toward a “new” inflation-targeting framework: the case of Uruguay (RePEc:ehl:lserod:123169)
by Escudero, Matías & Gonzalez-Rozada, Martín & Solá, Martín
Asymmetric effects of monetary policy in the United States (RePEc:fip:fedlrv:y:2004:i:sep:p:41-60:n:v.86no.5)
by Morten O. Ravn & Martin Sola
Contemporaneous threshold autoregressive models: estimation, testing and forecasting (RePEc:fip:fedlwp:2003-024)
by Michael J. Dueker & Martin Sola & Fabio Spagnolo
Multivariate contemporaneous threshold autoregressive models (RePEc:fip:fedlwp:2007-019)
by Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
Multivariate Markov switching with weighted regime determination: giving France more weight than Finland (RePEc:fip:fedlwp:2008-001)
by Michael J. Dueker & Martin Sola
A Time-Varying Threshold STAR Model with Applications (RePEc:fip:fedlwp:2010-029)
by Michael J. Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola
Bond Risk Premia and Restrictions on Risk Prices (RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:60-:d:173588)
by Constantino Hevia & Martin Sola
Towards a "New" Inflation Targeting Framework: The Case of Uruguay (RePEc:idb:brikps:6335)
by Sola, Martín & González Rozada, Martín
Towards a “New” Inflation Targeting Framework: The Case of Uruguay (RePEc:idb:wpaper:idb-wp-486)
by Martín González-Rozada & Martín Sola
Market Fundamentals versus Speculative Bubbles: A New Test Applied to the German Hyperinflation (RePEc:ijf:ijfiec:v:1:y:1996:i:4:p:303-17)
by Blackburn, Keith & Sola, Martin
Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990 (RePEc:ijf:ijfiec:v:2:y:1997:i:1:p:29-37)
by Funke, Michael & Hall, Stephen & Sola, Martin
Testing the Expectations Hypothesis of the Term Structure Using Instrumental Variables (RePEc:ijf:ijfiec:v:3:y:1998:i:4:p:321-25)
by Driffill, John & Psaradakis, Zacharias & Sola, Martin
Assessing the Credibility of a Target Zone: Evidence from EMS Countries (RePEc:ijf:ijfiec:v:5:y:2000:i:2:p:107-20)
by Tronzano, Marco & Psaradakis, Zacharias & Sola, Martin
Cointegration and Changes in Regime: The Japanese Consumption Function (RePEc:jae:japmet:v:12:y:1997:i:2:p:151-68)
by Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test (RePEc:jae:japmet:v:14:y:1999:i:2:p:143-54)
by Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin
On detrending and cyclical asymmetry (RePEc:jae:japmet:v:18:y:2003:i:3:p:271-289)
by Zacharias Psaradakis & Martin Sola
On Markov error-correction models, with an application to stock prices and dividends (RePEc:jae:japmet:v:19:y:2004:i:1:p:69-88)
by Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables (RePEc:jae:japmet:v:20:y:2005:i:3:p:423-437)
by Martin Sola & Zacharias Psaradakis & Fabio Spagnolo
Markov switching causality and the money-output relationship (RePEc:jae:japmet:v:20:y:2005:i:5:p:665-683)
by Morten O. Ravn & Zacharias Psaradakis & Martin Sola
A simple method for testing cointegration subject to regime changes (RePEc:nip:nipewp:15/2001)
by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis
Residual-based tests for cointegration and multiple regime shifts (RePEc:nip:nipewp:7/2002)
by Vasco J. Gabriel & Martin Sola & Zacharias Psaradakis
A time-varying threshold STAR model with applications (RePEc:oup:ooecxx:v:2:y:2023:i::p:63-98.)
by Michael Dueker & Laura E Jackson & Michael T Owyang & Martin Sola
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting (RePEc:prt:dpaper:5_2007)
by Michael Dueker & Martin Sola & Fabio Spagnolo
The Prisoner's Dilemma and Regime-Switching in the Greek-Turkish Arms Race (RePEc:sae:joupea:v:37:y:2000:i:6:p:737-750)
by Ron Smith & Martin Sola & Fabio Spagnolo
Merton-style option pricing under regime switching (RePEc:sce:scecf2:304)
by John Driffill & Turalay Kenc & Martin Sola
An Empirical Examination of Term Structure Models with Regime Shifts (RePEc:sce:scecf3:65)
by Martin Sola & John Driffil & Turalay Kenc
A Structural Model of Credit Risk with Counter-Cyclical Risk Premia (RePEc:sce:scecfa:499)
by Turalay Kenc & Martin Sola & Marzia Raybaudi
Exponential smoothing and spurious correlation: a note (RePEc:taf:apeclt:v:2:y:1995:i:3:p:76-79)
by Keith Blackburn & Felipe Orduna & Martin Sola
Structural breaks and GARCH modelling (RePEc:ude:wpaper:0793)
by S. Hall & M. Solá
On the power of tests for superexogeneity and structural invariance (RePEc:ude:wpaper:0993)
by Z. Psaradakis & M. Solá
Rational bubbles during Polland’s hiperinflation: implications and empirical evidence (RePEc:ude:wpaper:1193)
by M. Funke & S. Hall & M. Solá
Sovereign Defaults: Information, Investment and Credit (RePEc:udt:wpbsdt:2008-04)
by Guido Sandleris
On Detrending and Cyclical Asymmetry (RePEc:udt:wpecon:020)
by Martin Sola & Zacharias Psaradakis
On The Optimal Timing of Introduction of New Products (RePEc:udt:wpecon:023)
by Martin Sola & Marzia Raybaudi & Shasikanta Nandeibam
On the autocorrelation properties of Long Memory Garch Processes (RePEc:udt:wpecon:025)
by Martin Sola & M Karansos & Zacharias Psaradakis
Target Zones for Exchange Rates and Policy Changes (RePEc:udt:wpecon:2005-03)
by John Driffill (Birkbeck College) & Martin Sola (UTDT)
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting (RePEc:udt:wpecon:2006-04)
by Michael Dueker & Martin Sola & Fabio Spagnolo
On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts (RePEc:udt:wpecon:2008-04)
by John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo
Multivariate Contemporaneous Threshold Autoregressive Models (RePEc:udt:wpecon:2009-03)
by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
Contemporaneous-Threshold Smooth Transition GARCH Models (RePEc:udt:wpecon:2009-06)
by Michael Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo
Real Options with Priced Regime-Switching Risk (RePEc:udt:wpecon:2009-09)
by John Driffill & Martin Sola & Turalay Kenc
The Optimal Timing of the Introduction of New Products (RePEc:udt:wpecon:2010-07)
by Marzia Raybaudi & Martin Sola & Shasikanta Naindebam
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities (RePEc:udt:wpecon:2010-12)
by Martín Solá & Zacharias Psaradakis & Fabio Spagnolo & Nicola Spagnolo
Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model (RePEc:udt:wpecon:2012-07)
by Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo
Towards a “New” Inflation Targeting Framework: The Case of Uruguay (RePEc:udt:wpecon:2014_1)
by Matias Escudero & Martin Gonzalez-Rozada & Martin Sola
Towards a “New” Inflation Targeting Framework: The Case of Uruguay (RePEc:udt:wpecon:2014-01)
by Matias Escudero & Martin Gonzalez-Rozada & Martin Sola
Risk Premia and Seasonality in Commodity Futures (RePEc:udt:wpecon:2016_01)
by Constantino Hevia & Ivan Petrella & Martin Sola
Maximum Likelihood Estimation in Possibly Misspeci ed Dynamic Models with Time-Inhomogeneous Markov Regimes (RePEc:udt:wpecon:2016_04)
by Demian Pouzo & Zacharias Psaradakis & Martin Sola
Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities (RePEc:udt:wpecon:2017_01)
by Martín Sola & Zacharias Psaradakis
Bond risk premia and restrictions on risk prices (RePEc:udt:wpecon:2018_03)
by Constantino Hevia & Martin Sola
Bond Risk Premia and the ”Return Forecasting Factor” (RePEc:udt:wpecon:2018_04)
by Agustin Gutierrez & Constantino Hevia & Martin Sola
Rational Bubbles: Too Many to be True? (RePEc:udt:wpecon:2021_06)
by Tomás Caravello & Zacharias Psaradakis & Martín Sola
Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities (RePEc:udt:wpecon:2021_07)
by Demian Pouzo & Zacharias Psaradakis & Martín Sola
Risk Aversion and Changes in Regime (RePEc:udt:wpecon:2021_08)
by Tomás Caravello & Turalay Kenc & Martín Sola
On Testing for Bubbles During Hyperinflations (RePEc:udt:wpecon:2022_02)
by Rubens Morita & Zacharias Psaradakis & Martín Sola & Patricio Yunis
Bond risk premia, priced regime shifts, and macroeconomic fundamentals (RePEc:udt:wpecon:2022_03)
by Constantino Hevia & Martín Sola & Ivan Petrella
A Time-Varying Threshold STAR Model with Applications (RePEc:udt:wpecon:2022_04)
by Michael Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola
A Note on Quasi-Maximum-Likelihood Estimation in Hidden Markov Models with Covariate-Dependent Transition Probabilities (RePEc:udt:wpecon:2023_01)
by Demian Pouzo & Zacharias Psaradakis & Martín Sola
Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions (RePEc:udt:wpecon:2024_01)
by Zacharias Psaradakis & Martin Sola & Nicola Spagnolo & Patricio Yunis
The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects (RePEc:udt:wpecon:2024_02)
by Zacharias Psaradakis & Martin Sola & Francisco Rapetti & Patricio Yunis
On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities (RePEc:udt:wpecon:2024_04)
by Demian Pouzo & Zacharias Psaradakis & Martín Sola
On Regime Separation in Markov-Switching Quantile Regressions (RePEc:udt:wpecon:2024_05)
by Gabriel Montes-Rojas & Zacharias Psaradakis & Martín Sola
Towards a “New” Inflation Targeting Framework: The Case of Uruguay (RePEc:udt:wpecon:wp201401)
by Matias Escudero & Martin Gonzalez-Rozada & Martin Sola
Asymmetric effects of monetary policy in the US: Positive vs. negative or big vs. small? (RePEc:upf:upfgen:247)
by Morten O. Ravn & Martín Solà
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities (RePEc:wly:emetrp:v:90:y:2022:i:4:p:1681-1710)
by Demian Pouzo & Zacharias Psaradakis & Martin Sola
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables (RePEc:wly:japmet:v:20:y:2005:i:3:p:423-437)
by Fabio Spagnolo & Zacharias Psaradakis & Martin Sola
Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model (RePEc:wly:japmet:v:30:y:2015:i:6:p:987-1009)
by Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo
Risk premia and seasonality in commodity futures (RePEc:wly:japmet:v:33:y:2018:i:6:p:853-873)
by Constantino Hevia & Ivan Petrella & Martin Sola
Risk Premia and Seasonality in Commodity Futures (RePEc:wrk:wrkemf:18)
by Hevia, Constantino & Petrella, Ivan & Sola, Martin
Real Options With Priced Regime-Switching Risk (RePEc:wsi:ijtafx:v:16:y:2013:i:05:n:s0219024913500283)
by John Driffill & Turalay Kenc & Martin Sola
Optimal Investment In Interrelated Projects (RePEc:wsi:ijtafx:v:25:y:2022:i:07n08:n:s0219024922500315)
by Shasikanta Naindebam & Marzia Raybaudi & Martin Sola
Cross-Sectional Aggregation and Persistence in Conditional Variance (RePEc:yor:yorken:00/09)
by Menelaos Karanasos & Zacharias Psaradakis & Martin Sola

The profile is maintained by Martin Sola

Permanent link: http://authors.repec.org/pro/pso207/