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source:"econis"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Kiel working paper"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Forecasting model"
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Forecasting model
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ECONIS (ZBW)
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia
;
Chuang, Hui-Ching
;
Wang, Zixuan
;
Xu, Jin
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
Saved in:
3
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
4
Does energy consumption play a key role? : re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting
Lu, Fei
;
Ma, Feng
;
Hu, Shiyang
- In:
Energy economics
129
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014558951
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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
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
Saved in:
7
A time-varying Phillips curve with global factors : are global factors important?
Kabundi, Alain
;
Poon, Aubrey
;
Wu, Ping
- In:
Economic modelling
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462575
Saved in:
8
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
9
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
10
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
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