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Term structure of risk in expected returns
Zviadadze, Irina - 2018
Persistent link: https://www.econbiz.de/10012113064
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When is there a strong transfer risk from the sovereigns to the corporates? : property rights gaps and CDS spreads
Bai, Jennie; Wei, Shang-jin - 2012
Persistent link: https://www.econbiz.de/10009705819
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Modelling and forecasting mortage delinquency and foreclosure in the UK
Aron, Janine; Muellbauer, John - 2016
Persistent link: https://www.econbiz.de/10011494162
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The levered equity risk premium and credit spreads : a unified framework
Bhamra, Harjoat Singh; Kuehn, Lars-Alexander; … - 2018
Persistent link: https://www.econbiz.de/10011900163
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Comparing alternative predictors based on large-panel factor models
D'Agostino, Antonello; Giannone, Domenico - 2007
Persistent link: https://www.econbiz.de/10003593201
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Factor-midas for now- and forecasting with ragged-edge data : a model comparison for German GDP
Marcellino, Massimiliano; Schumacher, Christian - 2008
Persistent link: https://www.econbiz.de/10003668462
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano; Sivec, Vasja - 2015
Persistent link: https://www.econbiz.de/10011289242
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Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - 2013
Persistent link: https://www.econbiz.de/10009724167
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Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
Bańbura, Marta; Giannone, Domenico; Lenza, Michele - 2014
Persistent link: https://www.econbiz.de/10010363298
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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - 2016
Persistent link: https://www.econbiz.de/10011524318