Narrow search
Showing 1 - 10 of 51
Cover Image
What is the chance that the equity premium varies over time? : Evidence from predictive regressions
Warusawitharana, Missaka; Wachter, Jessica - 2009
Persistent link: https://www.econbiz.de/10003864788
Cover Image
Confidence intervals for long-horizon predictive regressions via reverse regressions
Wei, Min; Wright, Jonathan H. - 2009
Persistent link: https://www.econbiz.de/10003867244
Cover Image
The cross section of money market fund risks and financial crises
McCabe, Patrick E. - 2010
Persistent link: https://www.econbiz.de/10008670000
Cover Image
Granularity adjustment for mark-to-market credit risk models
Gordy, Michael B.; Marrone, James - 2010
Persistent link: https://www.econbiz.de/10003995912
Cover Image
The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav; Szerszen, Pawel J. - 2010
Persistent link: https://www.econbiz.de/10008655786
Cover Image
A dynamic factor model of yield curve as a predictor of the economy
Chauvet, Marcelle; Senyuz, Zeynep - 2012
Persistent link: https://www.econbiz.de/10009570152
Cover Image
Evaluating DSGE model forecasts of comovements
Herbst, Edward P.; Schorfheide, Frank - 2012
Persistent link: https://www.econbiz.de/10009546853
Cover Image
Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Faust, Jon; Gilchrist, Simon; Wright, Jonathan H.; … - 2012
Persistent link: https://www.econbiz.de/10009715491
Cover Image
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406434
Cover Image
Credit-crunch dynamics with uninsured investment risk
Goldberg, Jonathan E. - 2013
Persistent link: https://www.econbiz.de/10010424541