Narrow search
Showing 1 - 10 of 178
Cover Image
Forecasting and estimating multiple change-point models with an unknown number of change points
Koop, Gary M. (contributor); Potter, Simon M. (contributor) - 2004 - [Elektronische Ressource]
involving U.S. inflation and GDP growth. Empirical results suggest that the number of change points is larger than previously …
Persistent link: https://www.econbiz.de/10002521761
Cover Image
Forecasting in large macroeconomic panels using Bayesian model averaging
Koop, Gary (contributor); Potter, Simon M. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752001
Cover Image
Modeling uncertainty : predictive accuracy as a proxy for predictive confidence
Rich, Robert W. (contributor); Tracy, Joseph S. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001751995
Cover Image
An empirical analysis of stock and bond market liquidity
Chordia, Tarun (contributor); Sarkar, Asani (contributor);  … - 2003 - [Elektronische Ressource]
This paper explores liquidity movements in stock and Treasury bond markets over a period of more than 1800 trading days. Cross-market dynamics in liquidity are documented by estimating a vector autoregressive model for liquidity (that is, bid-ask spreads and depth), returns, volatility, and...
Persistent link: https://www.econbiz.de/10001752003
Cover Image
Intermediate targets and indicators for monetary policy : a critical survey
1990
Persistent link: https://www.econbiz.de/10000838778
Cover Image
Trading risk and volatility in interest rate swap spreads
Kambhu, John (contributor) - 2004 - [Elektronische Ressource]
This paper examines how risk in trading activity can affect the volatility of asset prices. We look for this … swap spread tends to converge to a long-run level, although trading risk can sometimes cause the spread to diverge from … that level. -- convergence trading ; interest rate swaps ; swap spread ; repurchase contracts ; trading risk ; volatility …
Persistent link: https://www.econbiz.de/10001936329
Cover Image
Evaluating the riskiness of initial public offerings: 1980 - 2000
Peristiani, Stavros C. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752009
Cover Image
Structural change in US wage determination
Rich, Robert W. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001589687
Cover Image
Terms of trade and exchange rate regimes in developing countries
Broda, Christian M. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656410