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Forecasting high-yield bond spreads using the loan market as leading indicator

Simmons-Süer, Banu - 2013

This paper attempts to find an aggregate leading indicator to predict the spreads observed for high-yield (HY) bond indices. Using a vector error correction (VEC) specification for quarterly data, we establish a long-term equilibrium relationship between the HY market spreads and its...

Persistent link: https://www.econbiz.de/10009707628

Forecast withdrawals and reporting reputation

Marshall, Nathan T.; Skinner, A. Nicole - In: The accounting review : a publication of the American … 97 (2022) 7, pp. 347-377

Persistent link: https://www.econbiz.de/10013503615

Uncertainties and disagreements in expectations of professional forecasters : evidence from an inflation targeting developing country

Montes, Gabriel Caldas; Marcelino, Igor Mendes - In: Journal of forecasting 42 (2023) 4, pp. 937-956

Persistent link: https://www.econbiz.de/10014292885

Out of bounds : do SPF respondents have anchored inflation expectations?

Binder, Carola Conces; Janson, Wesley; Verbrugge, Randal - In: Journal of money, credit and banking : JMCB 55 (2023) 2/3, pp. 559-576

Persistent link: https://www.econbiz.de/10014305987

Business unit controllers' credibility and the hardening of local forecasts

Wiegmann, Leona; Petrikowski, Lukas; Goretzki, Lukas - In: Contemporary accounting research : the journal of the … 41 (2024) 1, pp. 324-354

Persistent link: https://www.econbiz.de/10014518365

A general optimal approach to Bühlmann credibility theory

Yan, Yujie; Song, Kai-Sheng - In: Insurance / Mathematics & economics 104 (2022), pp. 262-282

Persistent link: https://www.econbiz.de/10013264957

Estimating loss-given default through advanced credibility theory

Bonini, Stefano; Caivano, Giuliana - In: The European journal of finance 22 (2016) 13/15, pp. 1351-1362

Persistent link: https://www.econbiz.de/10011715432

Consumers' approach to the credibility of the inflation forecasts published by central banks : a new methodological solution

Tura-Gawron, Karolina - In: Journal of macroeconomics 62 (2019), pp. 1-26

Persistent link: https://www.econbiz.de/10012243463

New perspectives on forecasting inflation in emerging market economies : an empirical assessment

Duncan, Roberto; Martínez-García, Enrique - In: International journal of forecasting 35 (2019) 3, pp. 1008-1031

Persistent link: https://www.econbiz.de/10012305216

Incorporating crossed classification credibility into the Lee-Carter model for multi-population mortality data

Bozikas, Apostolos; Pitselis, Georgios - In: Insurance / Mathematics & economics 93 (2020), pp. 353-368

Persistent link: https://www.econbiz.de/10012294142