Discussion paper DP11169 Risk Premia and Seasonality in Commodity Futures Ivan Petrella Martin Sola Constantino Hevia 15 Mar 2016 Financial Economics Monetary Economics and Fluctuations C22 G12 G13
Discussion paper DP4165 On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts John Driffill Martin Sola Turalay Kenc Fabio Spagnolo 23 Jan 2004 Financial Economics International Macroeconomics E43 G12
Discussion paper DP3803 Markov Switching Causality and the Money-Output Relationship Morten Ravn Martin Sola Zacharias Psaradakis 23 Feb 2003 International Macroeconomics C32 E52