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A new definition for time-dependent price mean reversion in commodity markets
Kocagil, Ahmet Enis; Swanson, Norman R.; Zeng, Tian - In: Economics letters 71 (2001) 1, pp. 9-16
Persistent link: https://www.econbiz.de/10001564044
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Forecasting credit losses with the reversal in credit spreads
Du, Ding - In: Economics letters 178 (2019), pp. 95-97
Persistent link: https://www.econbiz.de/10012121648
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Testing the predictive power of the term structure without data snooping bias
Kao, Yi-cheng; Kuan, Chung-ming; Chen, Shikuan - In: Economics letters 121 (2013) 3, pp. 546-549
Persistent link: https://www.econbiz.de/10010394211
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Prediction bias correction for dynamic term structure models
Raviv, Eran - In: Economics letters 129 (2015), pp. 112-115
Persistent link: https://www.econbiz.de/10011422051
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The term structure of implied dividend yields and expected returns
Bilson, John F.; Kang, Sang Baum; Luo, Hong - In: Economics letters 128 (2015), pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
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Economic policy uncertainty, financial markets and probability of US recessions
Karnizova, Lilia; Li, Jiaxiong - In: Economics letters 125 (2014) 2, pp. 261-265
Persistent link: https://www.econbiz.de/10010505323
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Forecasting US recessions : the role of economic uncertainty
Ercolani, Valerio; Natoli, Filippo - In: Economics letters 193 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012509097
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The term spread as a montahly cyclical indicator : an evaluation
Boulier, Bryan L.; Stekler, Herman O. - In: Economics letters 66 (2000) 1, pp. 79-83
Persistent link: https://www.econbiz.de/10001435937
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Forecasting with the yield curve; level, slope, and output 1875 - 1997
Bordo, Michael D.; Haubrich, Joseph Gerard - In: Economics letters 99 (2008) 1, pp. 48-50
Persistent link: https://www.econbiz.de/10003723216
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Forecasting the term structure of volatility of crude oil price changes
Balaban, Ercan; Lu, Shan - In: Economics letters 141 (2016), pp. 116-118
Persistent link: https://www.econbiz.de/10011616200