Publications by Professor Robert Sollis - ePrints

Browsing publications by Professor Robert Sollis.

Newcastle Authors	Title	Year
Dr William Berry Dr Diemo Dietrich Professor Robert Sollis	Financial stress and forecasting UK equity risk premiums	2022
Professor Robert Sollis	Testing for co-explosive behaviour in financial time series	2022
Professor Robert Sollis	Real‐time detection of regimes of predictability in the US equity premium	2020
Professor Robert Sollis	Real-time monitoring for explosive financial bubbles	2018
Professor Robert Sollis	Improving the accuracy of asset price bubble start and end date estimators	2017
Professor Robert Sollis	Fixed and Recursive Right-Tailed Dickey-Fuller tests in the Presence of a Break under the Null	2016
Professor Robert Sollis	Tests for explosive financial bubbles in the presence of non-stationary volatility	2016
Professor Robert Sollis	Recursive right-tailed unit root tests for an explosive asset price bubble	2015
Turki Abalala Professor Robert Sollis	The Saturday effect: an interesting anomaly in the Saudi stock market	2015
Professor Robert Sollis	Empirical Finance for Finance and Banking (Authorized Chinese translation)	2014
Professor Robert Sollis	Empirical Finance for Finance and Banking	2012
Professor Robert Sollis	Spurious Regression: A Higher-Order Problem	2011
Professor Robert Sollis	Testing the unit root hypothesis against TAR nonlinearity with STAR-based tests	2011
Professor Robert Sollis	A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries	2009
Professor Robert Sollis	Value at Risk: A Critical Overview	2009
Professor Robert Sollis	U.S. dollar real exchange rates: nonlinearity revisited	2008
Professor Robert Sollis	Tests for asymmetric threshold cointegration with an application to the term structure	2007
Professor Robert Sollis	Testing for bubbles: an application of tests for change in persistence	2006
Professor Robert Sollis	The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration	2006
Professor Robert Sollis	Evidence on purchasing power parity from univariate models: The case of smooth transition trend-stationary	2005
Professor Robert Sollis	Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing	2005
Professor Robert Sollis	A cautionary note on the order of integration of post-war aggregate wage, price and productivity measures	2004
Professor Robert Sollis	Asymmetric adjustment and smooth transitions: a combination of some unit root tests	2004
Professor Richard Harris Professor Robert Sollis	Applied Time Series Modelling and Forecasting	2003
Professor Robert Sollis	Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity	2003
Professor Robert Sollis	Purchasing power parity over two centuries? A recursive perspective	2003
Professor Robert Sollis	A cautionary note on the order of integration of post-war aggregate wage, price and productivity measures	2002
Professor Robert Sollis	Asymmetric adjustment and smooth transitions: a combination of unit root tests	2002
Professor Robert Sollis	Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates	2002
Professor Robert Sollis	U.S. and U.K. Interest Rates, 1890-1934: New Evidence on Structural Breaks	2001
Professor Robert Sollis	US and UK inflation: evidence on structural change in the order of integration	2001
Professor Robert Sollis	US and UK interest rates 1890-1934: new evidence on structural breaks	2001
Professor Robert Sollis	Stochastic unit roots modelling of stock market indices	2000