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Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: International review of financial analysis 17 (2008) 2, pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
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Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui; Huang, Yisu; Wang, Jiqian - In: International review of financial analysis 87 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
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Macroeconomic attention, economic policy uncertainty, and stock volatility predictability
Ma, Feng; Guo, Yangli; Chevallier, Julien; Huang, Dengshi - In: International review of financial analysis 84 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013472723
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Stochastic chaos or ARCH effects in stock series? : A comparative study
Kyrtsou, Catherine; Terraza, Michel - In: International review of financial analysis 11 (2002) 4, pp. 407-431
Persistent link: https://www.econbiz.de/10001745102
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Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
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Natural gas volatility predictability in a data-rich world
Lu, Fei; Ma, Feng; Li, Pan; Huang, Dengshi - In: International review of financial analysis 83 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013454950
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Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana - In: International review of financial analysis 52 (2017), pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
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What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.; Mandal, Anandadeep - In: International review of financial analysis 48 (2016), pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
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Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling; Yin, Jiyuan; Li, Yong - In: International review of financial analysis 92 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
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Time-variation in the impact of news sentiment
Smales, Lee A. - In: International review of financial analysis 37 (2015), pp. 40-50
Persistent link: https://www.econbiz.de/10011316615