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Model and survey estimates of the term structure of US macroeconomic uncertainty
Clements, Michael P.; Galvão, Ana Beatriz C. - In: International journal of forecasting 33 (2017) 3, pp. 591-604
Persistent link: https://www.econbiz.de/10011746192
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Locus of control and investment in risky assets
Salamanca, Nicolás; Grip, Andries de; Fouarge, Didier; … - 2016
this relation is driven by a link between internal economic locus of control and a lower perception of the risk of …
Persistent link: https://www.econbiz.de/10011594548
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Should I stay or should I go? : A note on employment protection, domestic anchorage, and FDI
Dewit, Gerda (contributor); Görg, Holger (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784184
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Delays in renewal of labor contracts : theory and evidence
Danziger, Leif (contributor); Neuman, Shoshana (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001731028
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Modelling optimal strategies for the allocation of wealth in multicurrency investments
Christou, Costas - In: International journal of forecasting 12 (1996) 4, pp. 483-493
Persistent link: https://www.econbiz.de/10001214770
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Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan; Kang, Kyu Ho - In: International journal of forecasting 37 (2021) 2, pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
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Optimal asset allocation for strategic investors
Laborda, Ricardo; Olmo, Jose - In: International journal of forecasting 33 (2017) 4, pp. 970-987
Persistent link: https://www.econbiz.de/10011746933
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Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda; Herrera, Rodrigo; Clements, Adam - In: International journal of forecasting 39 (2023) 2, pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
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2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log returns : Out-of-sample comparison of conditional EVT models
Tomlinson, Matthew F.; Greenwood, David; … - In: International journal of forecasting 40 (2024) 1, pp. 324-347
Persistent link: https://www.econbiz.de/10014450274
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Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe; Simonato, Jean-Guy; Dionne, Georges - In: International journal of forecasting 39 (2023) 1, pp. 314-331
Persistent link: https://www.econbiz.de/10014462782