Similar Search Results

Publications Events

Retain my current filters

Search options

Open Access only

Advanced Search history

My EconBiz

Favorites

Expected risk and excess returns predictability in emerging bond markets

Lin, Chih-ling; Wang, Ming-chieh; Gau, Yin-feng - In: Applied economics 39 (2007) 10/12, pp. 1511-1529

Persistent link: https://www.econbiz.de/10003511936

Multivariate forecasting of a commodity portfolio : application to cattle feeding margins and risk

Tonsor, Glynn T.; Schroeder, Ted C. - In: Applied economics 43 (2011) 10/12, pp. 1329-1339

Persistent link: https://www.econbiz.de/10009239426

Do market prices aggregate information about macroeconomic uncertainty (or risk)?

Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534

Persistent link: https://www.econbiz.de/10011295329

Risk forecasting models and optimal portfolio selection

Moreno, David; Marco, Paulina; Olmeda, Ignacio - In: Applied economics 37 (2005) 11, pp. 1267-1281

Persistent link: https://www.econbiz.de/10002993211

Idiosyncratic risk matters!

Goyal, Amit; Santa-Clara, Pedro - In: The journal of finance : the journal of the American … 58 (2003) 3, pp. 975-1007

Persistent link: https://www.econbiz.de/10001762577

Investing for the long run when returns are predictable

Barberis, Nicholas - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 225-264

Persistent link: https://www.econbiz.de/10001496991

Pandemic-era uncertainty

Meyer, Brent; Mihaylov, Emil; Barrero, Jose Maria; … - 2022

We examine several measures of uncertainty to make five points. First, equity market traders and executives at nonfinancial firms have shared similar assessments about one-year-ahead uncertainty since the pandemic struck. Both the one-year VIX and our survey-based measure of firm-level...

Persistent link: https://www.econbiz.de/10013186704

Uncertainty and crude oil market volatility : new evidence

Liang, Chao; Wei, Yu; Li, Xiafei; Zhang, Xuhui; Zhang, … - In: Applied economics 52 (2020) 27, pp. 2945-2959

Persistent link: https://www.econbiz.de/10012221463

Score-driven Markov-switching EGARCH models : an application to systematic risk analysis

Blazsek, Szabolcs; Ho, Han-Chiang; Liu, Su-Ping - In: Applied economics 50 (2018) 56, pp. 6047-6060

Persistent link: https://www.econbiz.de/10012063386

Long memory, economic policy uncertainty and forecasting US inflation : a Bayesian VARFIMA approach

Balcilar, Mehmet; Gupta, Rangan; Jooste, Charl - In: Applied economics 49 (2017) 11, pp. 1047-1054

Persistent link: https://www.econbiz.de/10011811133