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Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming; Chen, Yiwen; Ren, Ying-hua; Xing, Zhanming; … - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
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Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.; Salvador, Manuel; Moneva, J. M. - In: The North American journal of economics and finance : a … 31 (2015), pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
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VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang; Guo, Shuxin; Qiao, Gaoxiu - In: The North American journal of economics and finance : a … 34 (2015), pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
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Indicator selection and stock return predictability
Dai, Zhifeng; Zhu, Huan - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012822124
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Regime switches and commonalities of the cryptocurrencies asset class
Figà-Talamanca, Gianna; Focardi, Sergio M.; Patacca, Marco - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012822192
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Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
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Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina; Gupta, Rangan; Jawadi, Fredj - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
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Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng; Zhou, Huiting; Wen, Fenghua; He, Shaoyi - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
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Predictability in international stock returns using currency fluctuations and forward rate forecasts
Wang, Jiexin; Han, Xue; Huang, Emily J.; Yost-Bremm, Chris - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012656847
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Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market
Hooi, Tan Siow; Ming Ming Lai; Tey, Eng-Xin; Chong, Lee Lee - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-56
Persistent link: https://www.econbiz.de/10012659045