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Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis
Evgenidis, Anastasios; Siriopoulos, Costas - In: Applied economics letters 21 (2014) 10/12, pp. 817-822
Persistent link: https://www.econbiz.de/10010416254
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Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang; Zhang, Jing; Liu, Peipei - In: Applied economics letters 30 (2023) 10, pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
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Does the level of the yield curve predict inflation?
Kaya, Hüseyin - In: Applied economics letters 21 (2014) 7/9, pp. 477-480
Persistent link: https://www.econbiz.de/10010414286
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Forecasting inflation using the term structure and MARS
Sephton, Peter S. - In: Applied economics letters 12 (2005) 4, pp. 199-202
Persistent link: https://www.econbiz.de/10002698681
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How does yield curve predict GDP growth? : a macro-finance approach revisited
Koeda, Junko - In: Applied economics letters 19 (2012) 10/12, pp. 929-933
Persistent link: https://www.econbiz.de/10009633142
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Can demographic structures help predict equity premiums? : evidence from a panel with cross-section dependence
Kim, Seonghoon; Moon, Seongman - In: Applied economics letters 29 (2022) 7, pp. 635-639
Persistent link: https://www.econbiz.de/10013171008
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Re-assessing international stock return predictability : evidence from directional accuracy and excess profitability tests
Siliverstovs, Boriss - In: Applied economics letters 24 (2017) 1/3, pp. 1-3
Persistent link: https://www.econbiz.de/10011703719
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Sentiment's effect on the variance of stock returns
Olson, Eric; Nowak, Adam - In: Applied economics letters 27 (2020) 18, pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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Estimation of affine term structure models under the Milstein approximation
Park, Hail - In: Applied economics letters 21 (2014) 7/9, pp. 651-656
Persistent link: https://www.econbiz.de/10010414746
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On estimability of parsimonious term structure models : an experiment with the Nelson-Siegel specification
Virmani, Vineet - In: Applied economics letters 19 (2012) 16/18, pp. 1703-1706
Persistent link: https://www.econbiz.de/10009683964