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The inflation-output nexus : empirical evidence from India, South Africa, and Brazil

Narayan, Seema; Narayan, Paresh Kumar - In: Research in international business and finance 28 (2013), pp. 19-34

Persistent link: https://www.econbiz.de/10009725167

Has the correlation of inflation and stock prices changed in the United States over the last two centuries?

Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Research in international business and finance 42 (2017), pp. 1-8

Persistent link: https://www.econbiz.de/10011747216

Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework : implications for monetary policy

Shah, Said Zamin; Baharumshah, Ahmad Zubaidi; Hook, Law … - In: Research in international business and finance 42 (2017), pp. 75-93

Persistent link: https://www.econbiz.de/10011750188

Choosing expected shortfall over VaR in Basel III using stochastic dominance

Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - 2015

Bank risk managers follow the Basel Committee on Banking Supervision (BCBS) recommendations that recently proposed shifting the quantitative risk metrics system from Value-at-Risk (VaR) to Expected Shortfall (ES). The Basel Committee on Banking Supervision (2013, p. 3) noted that: "a number of...

Persistent link: https://www.econbiz.de/10011431395

Stock return and cash flow predictability : the role of volatility risk

Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471

Persistent link: https://www.econbiz.de/10011499728

COMFORT: a common market factor non-Gaussian returns model

Paolella, Marc S.; Polak, Pawel - In: Journal of econometrics 187 (2015) 2, pp. 593-605

Persistent link: https://www.econbiz.de/10011499783

Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction

Duong, Diep; Swanson, Norman R. - In: Journal of econometrics 187 (2015) 2, pp. 606-621

Persistent link: https://www.econbiz.de/10011499786

Threshold models in time series analysis : some reflections

Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 485-491

Persistent link: https://www.econbiz.de/10011504634

The power of weather : some empirical evidence on predicting day-ahead power prices through day-ahead weather forecasts

Huurman, Christian; Ravazzolo, Francesco; Chen Zhou - 2007

In the literature the effects of weather on electricity sales are well-documented. However, studies that have investigated the impact of weather on electricity prices are still scarce (e.g. Knittel and Roberts, 2005), partly because the wholesale power markets have only recently been...

Persistent link: https://www.econbiz.de/10011372511

Estimating the conditional equity risk premium in African frontier markets

Othieno, Ferdinand; Biekpe, Nicholas - In: Research in international business and finance 47 (2019), pp. 538-551

Persistent link: https://www.econbiz.de/10012135796