Narrow search
Showing 1 - 10 of 939
Cover Image
Predicting foreign investors' carry trade activity in the Israeli FX market using a time-varying currency risk premium approach
Mantzura, Ariel; Shraiber, Bentsi - In: International review of economics & finance : IREF 59 (2019), pp. 438-457
Persistent link: https://www.econbiz.de/10012203257
Cover Image
Factor return forecasting using cashflow spreads
Dai, Yiqing; Haque, Tariq; Zurbruegg, Ralf - In: International review of economics & finance : IREF 69 (2020), pp. 917-931
Persistent link: https://www.econbiz.de/10012487459
Cover Image
Forecasting sectorial profitability and credit spreads using bond yields
Saar, Dan; Yagil, Yossi - In: International review of economics & finance : IREF 38 (2015), pp. 29-43
Persistent link: https://www.econbiz.de/10011572333
Cover Image
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos; Smyrnakis, Dimitris; Tzavalis, Elias - In: International review of economics & finance : IREF 79 (2022), pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Cover Image
Forecasting bond returns in a macro model
Hou, Keqiang; Li, Xing; Li, Zeguang; Wu, Ting - In: International review of economics & finance : IREF 72 (2021), pp. 524-545
Persistent link: https://www.econbiz.de/10012671988
Cover Image
Portfolio choice with stochastic interest rates and learning about stock return predictability
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: International review of economics & finance : IREF 41 (2016), pp. 347-370
Persistent link: https://www.econbiz.de/10011624748
Cover Image
Predictive power of dividend yields and interest rates for stock returns in South Asia : evidence from a bias-corrected estimator
Rahman, Md Lutfur; Shamsuddin, Abul; Lee, Doowon - In: International review of economics & finance : IREF 62 (2019), pp. 267-286
Persistent link: https://www.econbiz.de/10012205550
Cover Image
Re-examination of the predictability of economic activity using the yield spread : a nonlinear approach
Venetis, Ioannis A.; Payá, Ivan; Peel, David - In: International review of economics & finance : IREF 12 (2003) 2, pp. 187-206
Persistent link: https://www.econbiz.de/10001778669
Cover Image
Dividend growth and equity premium predictability
Zhu, Min; Chen, Rui; Du, Ke; Wang, You-Gan - In: International review of economics & finance : IREF 56 (2018), pp. 125-137
Persistent link: https://www.econbiz.de/10012033679
Cover Image
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo; Feng, Jiabao; Liu, Li; Wang, Yudong - In: International review of economics & finance : IREF 60 (2019), pp. 62-84
Persistent link: https://www.econbiz.de/10012203810