Narrow search
Showing 1 - 10 of 567
Cover Image
The effect on the Swedish real economy of the financial crisis
Österholm, Pär - In: Applied financial economics 20 (2010) 4/6, pp. 265-274
This article investigates the effects of the financial crisis on the Swedish real economy. In order to do this, an index which describes the financial conditions of the Swedish economy is developed. The index indicates that domestic Swedish financial conditions have deteriorated substantially...
Persistent link: https://www.econbiz.de/10003963103
Cover Image
Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 23 (2013) 7/9, pp. 749-765
Persistent link: https://www.econbiz.de/10009750989
Cover Image
Improving the CARR model using extreme range estimators
Miralles Marcelo, José Luis; Miralles-Quirós, José Luis - In: Applied financial economics 23 (2013) 19/21, pp. 1635-1647
Persistent link: https://www.econbiz.de/10010259753
Cover Image
Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken; Rebonato, Riccardo - In: Applied financial economics 18 (2008) 18/21, pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Cover Image
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi; Swanson, Norman R. - In: Applied financial economics 21 (2011) 1/3, pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Cover Image
Forecasting volatility in developing countries' nominal exchange returns
Antonakakis, Nikolaos; Darby, Julia - In: Applied financial economics 23 (2013) 19/21, pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Cover Image
Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros; Xekalaki, Evdokia - In: Applied financial economics 17 (2007) 1/3, pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
Cover Image
Estimation of persistence in log-volatility using panel data
Kitazawa, Yoshitsugu - In: Applied financial economics 13 (2003) 6, pp. 463-472
Persistent link: https://www.econbiz.de/10001770763
Cover Image
Measuring mutual fund asymmetric performance in changing market conditions : evidence from a Bayesian threshold model
Wu, Chih-chiang - In: Applied financial economics 21 (2011) 16/18, pp. 1185-1204
Persistent link: https://www.econbiz.de/10009348312
Cover Image
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos; Christou, Christina; Payne, James E. - In: Applied financial economics 24 (2014) 10/12, pp. 691-703
Persistent link: https://www.econbiz.de/10010402658