| 2014 |
Random Walk or Switching Regimes in Stock Prices? Evidence from out-of-sample forecasts |
| 2014 |
Switching Regimes in Asset Prices? Evidence from Pre- and Post-Crisis data |
| 2013 |
How did the financial crisis affect the forecasting performance of time series exchange rate models? Evidence from euro rates |
| 2011 |
Forecasting Exchange Rates: A comparison of naive, linear, and regime-switching models |
| 2009 |
Time Series Implications of Risk and Efficiency: evidence from Greece, 1994-2007 |
