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4. Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity. (2020). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut.
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5. Does Financial and Economic Factors Influence Firm Value of Listed Company in Tehran Stock Exchange (TSE)?. (2020). Ebrahimi, Iran ; Rajabi, Ehsan.
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6. The multivariate simultaneous unobserved components model and identification via heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan.
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7. The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan.
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8. The Weak Rupiah: Catching the tailwinds and avoiding the shoals. (2019). Thorbecke, Willem.
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9. How oil prices affect East and Southeast Asian economies: Evidence from financial markets and implications for energy security. (2019). Thorbecke, Willem.
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10. The state dependent impact of bank exposure on sovereign risk. (2018). Velinov, Anton ; Podstawski, Maximilian.
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11. On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models. (2018). Velinov, Anton.
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12. The state dependent impact of bank exposure on sovereign risk. (2018). Podstawski, Maximilian ; Velinov, Anton.
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13. Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models. (2018). Saikkonen, Pentti ; Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Meitz, Mika ; Lutkepohl, Helmut.
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14. Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2018). Wo, Tomasz ; Lutkepohl, Helmut.
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15. Asymptotic Fisher information matrix of Markov switching VARMA models. (2017). Cavicchioli, Maddalena.
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16. Bayesian Inference for Structural Vector Autoregressions Identified by Markov-Switching Heteroskedasticity. (2017). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut.
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17. Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis. (2017). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut.
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18. On the importance of testing structural identification schemes and the potential consequences of incorrectly identified models.. (2016). Velinov, Anton.
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19. Magnitudes of Market Inefficiency: Theory and Application. (2016). Miyakoshi, Tatsuyoshi ; Shimada, Junji ; Tsukuda, Yoshihiko.
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20. The State Dependent Impact of Bank Exposure on Sovereign Risk. (2016). Podstawski, Maximilian ; Velinov, Anton.
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5. What Drives Housing Markets: Fundamentals or Bubbles?. (2017). Chen, YI ; Lv, Jiaqi ; Hui, Eddie Chi-Man ; Liu, Renhe.
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7. Fundamentals and rational bubbles in the Korean housing market: A modified present-value approach. (2016). Kim, Jan R ; Lim, Gieyoung .
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8. Housing-bubble vulnerability and diversification opportunities during housing boom–bust cycles: evidence from decomposition of asset price returns. (2015). Huang, Meichi ; Wang, Tzu-Chien .
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9. Do stock prices reflect their fundamentals? New evidence in the aftermath of the financial crisis. (2015). Velinov, Anton ; Chen, Wenjuan.
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10. Monetary Policy and Debt Deflation: Some Computational Experiments. (2013). Di Guilmi, Corrado ; Chiarella, Carl.
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11. Profit Persistence and Stock Returns. (2013). Gschwandtner, Adelina ; Hauser, Michael .
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12. How do sovereign credit rating changes affect private investment?. (2013). Chen, Hsien-Yi ; Chang, Chong-Chuo ; Yang, Shu-Ling .
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13. Econometric Analysis of the Impact of Financial Variables on Investment Behavior in Sub-Saharan African (SSA) Countries. (2012). Ngongang, Elie .
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14. Do Bubbles Spill Over? Estimating Financial Bubbles in Emerging Markets. (2011). Hatipoglu, Ozan.
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15. Interdependencies between fossil fuel and renewable energy markets: the German biodiesel market. (2010). Ihle, Rico ; Brummer, Bernard ; Busse, Stefan .
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16. Looking far in the past: revisiting the growth-returns nexus with non-parametric tests. (2010). pittis, nikitas ; Panopoulou, Ekaterini ; Kalyvitis, Sarantis.
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17. A Growth Model for the Quadruple Helix Innovation Theory. (2010). Thompson, Maria ; Afonso, scar ; Monteiro, Sara .
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19. A Growth Model for the Quadruple Helix Innovation Theory. (2010). Thompson, Maria ; Maria João Ribeiro Thompson, ; Afonso, scar ; Monteiro, Sara .
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20. Fundamentals, Financial Factors and The Dynamics of Investment in Emerging Markets. (2009). Vansteenkiste, isabel ; Sousa, Ricardo ; Peltonen, Tuomas A..
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21. Asset prices, Credit and Investment in Emerging Markets. (2009). Vansteenkiste, isabel ; Sousa, Ricardo ; Peltonen, Tuomas A..
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28. Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests. (2006). pittis, nikitas ; Panopoulou, Ekaterini ; Kalyvitis, Sarantis.
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52. With a Bang, Not a Whimper: Pricking Germanys Stock Market Bubble in 1927 and the Slide into Depression. (2002). Voth, Hans-Joachim.
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66. Too much cocited documents. This list is not complete

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