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Do foreign exchange forecasters believe in Uncovered Interest Parity?
Cuestas, Juan Carlos; Filipozzi, Fabio; Stæhr, Karsten - In: Economics letters 133 (2015), pp. 92-95
Persistent link: https://www.econbiz.de/10011432013
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Forecasting US economic growth in downturns using cross-country data
Lyu, Yifei; Nie, Jun; Yang, Shu-Kuei X. - In: Economics letters 198 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012605756
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Can Google econometrics predict unemployment? : evidence from Spain
González-Fernández, Marcos; González-Velasco, Carmen - In: Economics letters 170 (2018), pp. 42-45
Persistent link: https://www.econbiz.de/10012019603
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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Did financial factors matter during the Great Recession?
Paccagnini, Alessia - In: Economics letters 174 (2019), pp. 26-30
Persistent link: https://www.econbiz.de/10012121004
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Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min; Jung, Hojin - In: Economics letters 145 (2016), pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
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Forecasting inflation rates with multi-level international dependence
Ergemen, Yunus Emre - In: Economics letters 214 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013448147
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Which daily equity returns improve output forecasts?
Jahan-Pavar, Mohammad R.; Lang, William J. - In: Economics letters 243 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10015080391
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Realized volatility transmission : the role of jumps and leverage effects
Souček, Michael; Todorova, Neda - In: Economics letters 122 (2014) 2, pp. 111-115
Persistent link: https://www.econbiz.de/10010395278
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Bipower variation with jumps and correlated returns
Duan, Yunpeng; Xue, Yi - In: Economics letters 125 (2014) 3, pp. 367-371
Persistent link: https://www.econbiz.de/10010506017