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Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn; Wichitaksorn, Nuttanan - In: Applied economics 55 (2023) 51, pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
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Robust estimation and inflation forecasting
Silvapulle, Paramsothy; Hewarathna, Ramya - In: Applied economics 34 (2002) 18, pp. 2277-2282
Persistent link: https://www.econbiz.de/10001716723
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Do markets learn to rationally expect US interest rates? : an anchoring approach
Prat, Georges; Uctum, Remzi - In: Applied economics 50 (2018) 59, pp. 6458-6480
Persistent link: https://www.econbiz.de/10012063437
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Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
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Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon; Chun, Sungju - In: Applied economics 49 (2017) 18, pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429
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Model uncertainty and asset return predictability : an application of Bayesian model averaging
Masih, Rumi; Masih, Abdul Mansur M.; Mie, Kilian - In: Applied economics 42 (2010) 13/15, pp. 1963-1972
Persistent link: https://www.econbiz.de/10008737873
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Corporate yield curves as predictors of future economic and financial indicators
Saar, Dan; Yagil, Yossi - In: Applied economics 47 (2015) 19/21, pp. 1997-2011
Persistent link: https://www.econbiz.de/10010513396
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Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain; Aloui, Chaker; Jammazi, Rania - In: Applied economics 51 (2019) 3, pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
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Spillovers on sectoral sukuk returns : evidence from country level analysis
Syed Mabruk Billah; Balli, Faruk; Balli, Hatice Ozer - In: Applied economics 54 (2022) 38, pp. 4402-4432
Persistent link: https://www.econbiz.de/10013410976
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Model-free nonparametric bounds for zero-coupon interest rates in bond markets without the no arbitrage principle
Lapshin, Victor - In: Applied economics 54 (2022) 2, pp. 135-144
Persistent link: https://www.econbiz.de/10012873873