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person:"Marcellino, Massimiliano"
subject:"Prognoseverfahren"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Bae, Joon Woo"
~person:"Timmermann, Allan"
~subject:"time-varying parameters"
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Prognoseverfahren
time-varying parameters
Capital income
2
Capital market returns
2
Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
Schätzung
2
Anleihe
1
Bond
1
Bond market
1
Business cycle
1
Devisenmarkt
1
Econometric model
1
Forecast
1
Foreign exchange market
1
Information dissemination
1
Informationsverbreitung
1
Konjunktur
1
Prognose
1
Public bond
1
Rentenmarkt
1
Risiko
1
Risikoprämie
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Risk
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Risk premium
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Stochastic process
1
Stochastischer Prozess
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Theorie
1
Theory
1
Volatility
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Volatilität
1
Yield curve
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Zinsstruktur
1
bond returns
1
currency information
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foreign operations
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macro factors
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return predictability
1
stochastic volatility
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Marcellino, Massimiliano
Bae, Joon Woo
Timmermann, Allan
Zhou, Guofu
3
Tu, Jun
2
Agarwal, Sumit
1
Ahmed, Anwer S.
1
Andrei, Daniel
1
Ball, Ryan T.
1
Berardi, Andrea
1
Chu, Liya
1
Cooper, Ilan
1
Cremers, Martijn
1
Da, Zhi
1
Dubiel-Teleszynski, Tomasz
1
Fodor, Andrew
1
Gargano, Antonio
1
Ghysels, Eric
1
Goncalves-Pinto, Luis
1
Grundy, Bruce D.
1
Hameed, Allaudeen
1
Han, Bing
1
Hasler, Michael
1
He, Xue-zhong
1
Heijden, Thijs van der
1
Hong, Dong
1
Hsu, Alex
1
Jacobsen, Ben
1
Jank, Stephan
1
Kalogeropoulos, Konstantinos
1
Karouzakis, Nikolaos
1
Kausar, Asad
1
Kilic, Mete
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Li, Kai
1
Li, Yan
1
Maio, Paulo
1
Markovich, Michael
1
Marshall, Ben R.
1
Muravyev, Dmitriy
1
Møller, Stig Vinther
1
Neely, Christopher J.
1
Newton, David P.
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Management science : journal of the Institute for Operations Research and the Management Sciences
Discussion paper / Centre for Economic Policy Research
15
Discussion papers / CEPR
7
Working papers / Innocenzo Gasparini Institute for Economic Research
5
Discussion paper / Deutsche Bundesbank
3
Federal Reserve Bank of Cleveland working paper series
3
International journal of forecasting
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Oxford bulletin of economics and statistics
3
Working papers / Brandeis University, Department of Economics and International Business School
3
DAE working paper
2
Discussion paper / Department of Economics, University of California San Diego
2
EUI working paper / ECO
2
Journal of applied econometrics
2
Journal of econometrics
2
Working paper series / Innocenzo Gasparini Institute for Economic Research
2
CESifo Working Paper
1
CESifo working papers
1
Cambridge working papers in economics
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DNB working paper
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Discussion paper
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Discussion paper in financial economics : FE
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Discussion paper series / LSE Financial Markets Group
1
Documentos de trabajo / Banco de España
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Documents de travail / Banque de France
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Journal of empirical finance
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Journal of financial economics
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Journal of forecasting
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SNB working papers
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Strathclyde discussion papers in economics
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Temi di discussione / Banca d'Italia
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The review of economic studies
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ECONIS (ZBW)
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Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
2
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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