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subject:"Forecasting model"
~person:"Sarno, Lucio"
~person:"Tzavalis, Elias"
~type:"article"
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Search: subject_exact:"Zinsstruktur"
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Forecasting model
Yield curve
24
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12
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12
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10
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Sarno, Lucio
Tzavalis, Elias
Baghestani, Hamid
7
Gupta, Rangan
7
Kang, Kyu Ho
7
Caldeira, João F.
5
Haubrich, Joseph Gerard
5
Kuosmanen, Petri
5
Mönch, Emanuel
5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
Zhu, Xiaoneng
4
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3
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3
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3
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3
Chen, Ying
3
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3
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3
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3
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3
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3
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3
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3
Ma, Jun
3
Moura, Guilherme Valle
3
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3
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3
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Journal of empirical finance
3
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1
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1
Journal of money, credit and banking : JMCB
1
The North American journal of economics and finance : a journal of financial economics studies
1
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1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
Saved in:
2
The economic value of predicting bond risk premia
Sarno, Lucio
;
Schneider, Paul
;
Wagner, Christian
- In:
Journal of empirical finance
37
(
2016
),
pp. 247-267
Persistent link: https://www.econbiz.de/10011663051
Saved in:
3
Forecasting economic activity from yield curve factors
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 293-311
Persistent link: https://www.econbiz.de/10011672685
Saved in:
4
Real term structure forecasts of consumption growth
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
Journal of empirical finance
33
(
2015
),
pp. 208-222
Persistent link: https://www.econbiz.de/10011556880
Saved in:
5
The role of asymmetries and regime shifts in the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1193-1224
Persistent link: https://www.econbiz.de/10003336984
Saved in:
6
Federal funds rate prediction
Sarno, Lucio
;
Thornton, Daniel L.
;
Valente, Giorgio
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 449-471
Persistent link: https://www.econbiz.de/10003012690
Saved in:
7
Empirical exchange rate models and currency risk : some evidence density forecasts
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international money and finance
24
(
2005
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10002636012
Saved in:
8
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
Journal of international economics
60
(
2003
)
1
,
pp. 61-83
Persistent link: https://www.econbiz.de/10001754209
Saved in:
9
Forecasting inflation from the term structure
Tzavalis, Elias
- In:
Journal of empirical finance
3
(
1996
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001208677
Saved in:
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