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~person:"Bekaert, Geert"
~person:"Ravazzolo, Francesco"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Schätzung"
~subject:"Wechselkurs"
~type:"article"
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34
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14
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14
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12
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12
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Bekaert, Geert
Ravazzolo, Francesco
Gupta, Rangan
89
Ma, Feng
57
Pierdzioch, Christian
41
McMillan, David G.
35
Zaremba, Adam
34
Zhang, Yaojie
33
Narayan, Paresh Kumar
32
Wang, Yudong
31
Salisu, Afees A.
27
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21
Moosa, Imad A.
20
Nonejad, Nima
18
Liang, Chao
17
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17
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16
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MacDonald, Ronald
14
Ruelke, Jan-Christoph
14
Yin, Libo
14
Bouri, Elie
13
Kumar, Dilip
13
Li, Yan
13
Rossi, Barbara
13
Swanson, Norman R.
13
Timmermann, Allan
13
Zhou, Guofu
13
Demirer, Rıza
12
Liu, Li
12
Marcellino, Massimiliano
12
Molnár, Peter
12
Sarno, Lucio
12
Sharma, Susan Sunila
12
Stadtmann, Georg
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11
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11
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11
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
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1
Journal of financial economics
1
Journal of international money and finance
1
Review of finance : journal of the European Finance Association
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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10
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1
The variance risk premium in equilibrium models
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
6
,
pp. 1977-2014
Persistent link: https://www.econbiz.de/10014445759
Saved in:
2
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
3
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
4
Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
Saved in:
5
Assessing the predictive ability of sovereign default risk on exchange rate returns
Foroni, Claudia
;
Ravazzolo, Francesco
;
Sadaba, Barbara
- In:
Journal of international money and finance
81
(
2018
),
pp. 242-264
Persistent link: https://www.econbiz.de/10012000048
Saved in:
6
Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
Saved in:
7
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
8
Real-time inflation forecasting in a changing world
Groen, Jan J. J.
;
Paap, Richard
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10009715102
Saved in:
9
Stock return predictability : is it there?
Ang, Andrew
;
Bekaert, Geert
- In:
The review of financial studies
20
(
2007
)
3
,
pp. 651-707
Persistent link: https://www.econbiz.de/10003554618
Saved in:
10
Characterizing predictable components in excess returns on equity and foreign exchange markets
Bekaert, Geert
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 467-509
Persistent link: https://www.econbiz.de/10001128131
Saved in:
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