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Do analysts forecast differently in periods of uncertainty? : an empirical analysis of target prices for Spanish banks
Pascual, Roberto - 2021
Persistent link: https://www.econbiz.de/10013198185
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Is market liquidity less resilient after the financial crisis? : evidence for US treasuries
Broto, Carmen; Lamas, Matías - 2019
Persistent link: https://www.econbiz.de/10012114021
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Fiscal forecast errors : governments vs independent agencies?
Merola, Rossana; Pérez, Javier J. - 2012
Persistent link: https://www.econbiz.de/10011713395
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Machine learning in credit risk : measuring the dilemma between prediction and supervisory cost
Alonso, Andrés; Carbó, José Manuel - 2020
Persistent link: https://www.econbiz.de/10012491781
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Can fundamentals explain cross-country correlations of asset returns?
Restoy, Fernando (contributor); Rodríguez, Rosa (contributor) - 2005
Persistent link: https://www.econbiz.de/10003281242
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Lessons from estimating the average option-implied volatility term structure for the Spanish banking sector
González-Pérez, María T. - 2021
Persistent link: https://www.econbiz.de/10012793105
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Fluctuations in global macro volatility
Leiva-Leon, Danilo; Ductor, Lorenzo - 2019
Persistent link: https://www.econbiz.de/10012116822
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Correlations
Ehling, Paul; Heyerdahl-Larsen, Christian - 2014
Persistent link: https://www.econbiz.de/10011788857
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The two greatest : great recession vs. great moderation
Gadea, María Dolores; Gómez-Loscos, Ana; … - 2014
Persistent link: https://www.econbiz.de/10011789175
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - 2017
Persistent link: https://www.econbiz.de/10011791491