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Chapter 49 Arch models

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Business-Cycle Phases and Their Transitional Dynamics

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Does Foreign Exchange Intervention Work

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Central bank intervention and the volatility of foreign exchange rates: evidence from the options market

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Regime switching in foreign exchange rates:

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Occasional Structural Breaks and Long Memory

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The Market Microstructure of Central Bank Intervention

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Structural change and time dependence in models of stock returns

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The Practice of Central Bank Intervention: Looking under the Hood

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Developments in forecast combination and portfolio choice

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Structural change and long memory in volatility: new evidence from daily exchange rates

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Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model

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Accounting for Daily Bundesbank and federal reserve intervention : A friction model with a GARCH application

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Expectations formation and risk in three financial markets

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