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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Economic modelling"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The review of financial studies"
~subject:"Forecasting model"
~subject:"Volatilität"
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Forecasting model
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Schweizer, Martin
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Review of international economics
Economic modelling
Mathematical finance : an international journal of mathematics, statistics and financial theory
The review of financial studies
International journal of forecasting
687
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440
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229
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ECONIS (ZBW)
301
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301
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1
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
2
Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
Saved in:
3
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
4
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
5
Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi
;
Singh, Manish K.
;
Thomas, Susan
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
Saved in:
6
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
7
Diligent forecasters can make accurate predictions despite disagreeing with the consensus
An, Zidong
;
Zheng, Xinye
- In:
Economic modelling
125
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463639
Saved in:
8
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
9
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
10
Modelling pandemic risks for policy analysis and forecasting
Angelini, Elena
;
Damjanović, Milan
;
Darracq Pariès, …
- In:
Economic modelling
120
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014384173
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