Reference health
Structural Breaks in Stock Returns Driven by Large Shocks
1 of 30 checkable references need attention · checked 2026-08-03
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.1257/.41.2.478
The 29 checked references that resolve
resolves10.1111/j.1540-6261.2005.00760.x
What Explains the Stock Market's Reaction to Federal Reserve Policy?
resolves10.1002/(sici)1099-131x(199703)16:2<125::aid-for648>3.0.co;2-t
Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates
resolves10.1016/s0148-6195(03)00051-1
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model
resolves10.1002/for.2303
Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations
resolves10.2307/1912559
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
resolves10.1016/j.ijforecast.2009.01.002
Non-linear predictability in stock and bond returns: When and where is it exploitable?
resolves10.20955/wp.2005.003
An Econometric Model of Nonlinear Dynamics in the Joint Distribution of Stock and Bond Returns
resolves10.1016/s0165-1765(00)00314-1
Small sample properties of the conditional least squares estimator in SETAR models
resolves10.1016/j.jedc.2009.10.001
Modeling structural breaks in economic relationships using large shocks
resolves10.1016/s0378-4266(02)00329-1
Time-varying excess returns on UK government bonds: A non-linear approach
resolves10.1016/0304-4076(94)90022-1
Testing the constancy of regression parameters against continuous structural change
resolves10.1111/j.1467-937X.2006.00408.x
Forecasting Time Series Subject to Multiple Structural Breaks
resolves10.1016/j.jeconom.2011.02.019
Predictability of stock returns and asset allocation under structural breaks
resolves10.1016/s0378-4266(00)00091-1
Return predictability following large price changes and information releases
resolves10.1016/s0169-2070(01)00093-0
Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence
resolves10.1016/j.jfineco.2012.06.011
Stock returns after major price shocks: The impact of information
resolves10.1111/1467-9892.00305
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS
The 2 references without a DOI — listed, not checked
no DOI — not checkedState-space models
no DOI — not checkedForecasting Structural Time Series Models and the Kalman Filter
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