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International journal of forecasting
NBER working paper series
618
Energy economics
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572
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464
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422
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419
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ECONIS (ZBW)
149
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1
A comment on Bond risk, bond return
volatility
, and the term structure of interest rates
Heinen, Andréas
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 118-120
Persistent link: https://www.econbiz.de/10009582031
Saved in:
2
Bond risk, bond return
volatility
, and the term structure of interest rates
Viceira, Luis M.
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10009582041
Saved in:
3
Volatility
forecasting in European government bond markets
Özbekler, Ali Gencay
;
Kontonikas, Alexandros
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
Saved in:
4
Forecasting the Brazilian yield curve using forward-looking variables
Vieira, Fausto
;
Fernandes, Marcelo
;
Chague, Fernando
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011754690
Saved in:
5
The trading profitability of forecasts of the gilt-equity yield ratio
Brooks, Chris
;
Persand, Gita
- In:
International journal of forecasting
17
(
2001
)
1
,
pp. 11-29
Persistent link: https://www.econbiz.de/10001549772
Saved in:
6
Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
Saved in:
7
Measuring connectedness of euro area sovereign risk
Buse, Rebekka
;
Schienle, Melanie
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10012300572
Saved in:
8
A GARCH model of the implied
volatility
of the Swiss market index from option prices
Sabbatini, Michael
- In:
International journal of forecasting
14
(
1998
)
2
,
pp. 199-213
Persistent link: https://www.econbiz.de/10001338711
Saved in:
9
Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
Cecen, A. A.
- In:
International journal of forecasting
12
(
1996
)
4
,
pp. 465-473
Persistent link: https://www.econbiz.de/10001214771
Saved in:
10
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
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