//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Kanas, Angelos"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"predictive ability"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Predictive ability
2
Corporate bond
1
Corporate bond defaults
1
Credit risk
1
Estimation
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
GARCH-M
1
Insolvency
1
Insolvenz
1
Kreditrisiko
1
LASSO
1
Measurement
1
Messung
1
Mixed data sampling
1
Prognoseverfahren
1
Risk-return relation
1
S&P 500
1
Schätzung
1
Systemic risk
1
Systemrisiko
1
USA
1
United States
1
Unternehmensanleihe
1
VIX
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Kanas, Angelos
Koopman, Siem Jan
8
Rossi, Barbara
8
Jungbacker, Borus
5
Giacomini, Raffaella
4
Hol, Eugenie
4
Inoue, Atsushi
4
Sekhposyan, Tatevik
4
Alfarano, Simone
3
Anghel, Dan Gabriel
3
Dichtl, Hubert
3
Drobetz, Wolfgang
3
Granziera, Eleonora
3
Guender, Alfred V.
3
Jain, Shashi
3
Mesters, Geert
3
Milaković, Mishael
3
Mundt, Philipp
3
Odendahl, Florens
3
Pincheira, Pablo
3
Sarwar, Ghulam
3
Tu, Anthony H.
3
Borup, Daniel
2
Busetti, Fabio
2
Capistrán, Carlos
2
Chang, Yung-ho
2
Chauvet, Marcelle
2
Chen, Cathy Yi-Hsuan
2
Das, Kuntal K.
2
Degiannakis, Stavros
2
Diks, Cees G. H.
2
Donald, Logan J.
2
Eriksen, Jonas Nygaard
2
Frazier, David T.
2
Galvão, Ana Beatriz
2
Hong, Yongmiao
2
Hubrich, Kirstin
2
Jain, Prayut
2
Kawakami, Kei
2
Kjær, Mads Markvart
2
more ...
less ...
Published in...
All
Empirical Economics
1
International review of financial analysis
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do measures of systemic risk predict U.S. corporate bond default rates?
Kanas, Angelos
;
Molyneux, Philip
- In:
International review of financial analysis
71
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012437165
Saved in:
2
The risk-return relation and VIX: evidence from the S&P 500
Kanas, Angelos
- In:
Empirical Economics
44
(
2013
)
3
,
pp. 1291-1314
predictive
ability
for realized volatility than the conditional variance from GARCH without VIX and VIX itself, thereby …
Persistent link: https://www.econbiz.de/10010680616
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->