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Financial risk: theory, evidence and implications : proceedings of the eleventh Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis

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Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates

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Forecasts of US short-term interest rates : a flexible forecast combination approach

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Market timing with aggregate and idiosyncratic stock volatilities

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Wavelet : a new tool for business cycle analysis

Raihan, Sharif Md. (contributor); Wen, Yi (contributor); … - 2005

"One basic problem in business-cycle studies is how to deal with nonstationary time series. The market economy is an evolutionary system. Economic time series therefore contain stochastic components that are necessarily time dependent. Traditional methods of business cycle analysis, such as the...