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Forecasts of the real price of oil revisited : do they beat the random walk?
Ellwanger, Reinhard; Snudden, Stephen - In: Journal of banking & finance 154 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
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Exchange rate forecasts with the Michigan Quarterly Econometric Model of the US economy
Howrey, E. Philip - In: Journal of banking & finance 18 (1994) 1, pp. 27-41
Persistent link: https://www.econbiz.de/10001156047
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A note on market expectations of risk-free rates and volatilities before and after October 1987
Benninga, Simon - In: Journal of banking & finance 17 (1993) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10001140677
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Does public corruption affect analyst forecast quality?
El Ghoul, Sadok; Guedhami, Omrane; Wei, Zuobao; Zhu, Yicheng - In: Journal of banking & finance 154 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
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Improving VWAP strategies : a dynamic volume approach
Białkowski, Je̜drzej; Darolles, Serge; LeFol, Gaëlle - In: Journal of banking & finance 32 (2008) 9, pp. 1709-1722
Persistent link: https://www.econbiz.de/10003774720
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Dynamics of realized volatilities and correlations : an empirical study
Ferland, René; Lalancette, Simon - In: Journal of banking & finance 30 (2006) 7, pp. 2109-2130
Persistent link: https://www.econbiz.de/10003339530
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Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael; Prokopczuk, Marcel - In: Journal of banking & finance 34 (2010) 11, pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
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Detecting insider trading : the theory and validation in Korea Exchange
Park, Young S.; Lee, Jaehyun - In: Journal of banking & finance 34 (2010) 9, pp. 2110-2120
Persistent link: https://www.econbiz.de/10008732107
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Time series analysis for financial market meltdowns
Kim, Young Shin; Račev, Svetlozar T.; Bianchi, Michele … - In: Journal of banking & finance 35 (2011) 8, pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
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Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 28 (2004) 10, pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147