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Assessing and valuing the nonlinear structure of hedge fund returns
Díez de los Ríos, Antonio; Garcia, René - In: Journal of applied econometrics 26 (2011) 2, pp. 193-212
Persistent link: https://www.econbiz.de/10008936915
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Extremal connectedness of hedge funds
Mhalla, Linda; Hambuckers, Julien; Lambert, Marie - In: Journal of applied econometrics 37 (2022) 5, pp. 988-1009
Persistent link: https://www.econbiz.de/10013464644
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The effectiveness of non‐standard monetary policy measures : evidence from survey data
Altavilla, Carlo; Giannone, Domenico - In: Journal of applied econometrics 32 (2017) 5, pp. 952-964
Persistent link: https://www.econbiz.de/10011862294
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The measurement and characteristics of professional forecasters' uncertainty
Boero, Gianna; Smith, Jeremy; Wallis, Kenneth Frank - In: Journal of applied econometrics 30 (2015) 7, pp. 1029-1046
Persistent link: https://www.econbiz.de/10011431723
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Market fundamentals versus rational bubbles in stock prices : a Bayesian perspective
Balke, Nathan S.; Wohar, Mark E. - In: Journal of applied econometrics 24 (2009) 1, pp. 35-75
Persistent link: https://www.econbiz.de/10003807530
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Exchange rate fundamentals, forecasting, and speculation : Bayesian models in black markets
Gramacy, Robert; Malone, Samuel W.; Horst, Enrique ter - In: Journal of applied econometrics 29 (2014) 1, pp. 22-41
Persistent link: https://www.econbiz.de/10010414259
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Are financial spreads useful indicators of future inflation and output growth in EU countries?
Davis, E. Philip - In: Journal of applied econometrics 12 (1997) 6, pp. 701-714
Persistent link: https://www.econbiz.de/10001234188
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A time series analysis of real wages, consumption, and asset returns
Cooley, Thomas F. - In: Journal of applied econometrics 11 (1996) 2, pp. 119-134
Persistent link: https://www.econbiz.de/10001198549
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Testing for predictability in panels with general predictors
Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of applied econometrics 32 (2017) 3, pp. 554-574
Persistent link: https://www.econbiz.de/10011694742
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Fat tails and spurious estimation of consumption‐based asset pricing models
Akira Toda, Alexis; Walsh, Kieran - In: Journal of applied econometrics 32 (2017) 6, pp. 1156-1177
Persistent link: https://www.econbiz.de/10011862571