Narrow search
Showing 1 - 10 of 268
Cover Image
Forecasting government bond yields with large Bayesian vector autoregressions
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: Journal of banking & finance 36 (2012) 7, pp. 2026-2047
Persistent link: https://www.econbiz.de/10009629698
Cover Image
Financial market volatility, macroeconomic fundamentals and investor sentiment
Chiu, Ching Wai Jeremy; Harris, Richard D. F.; Stoja, … - In: Journal of banking & finance 92 (2018), pp. 130-145
Persistent link: https://www.econbiz.de/10011964550
Cover Image
Forecasting US recessions : the role of sentiment
Christiansen, Charlotte; Eriksen, Jonas Nygaard; … - In: Journal of banking & finance 49 (2014), pp. 459-468
Persistent link: https://www.econbiz.de/10010509261
Cover Image
The information content of the sentiment index
Sibley, Steven E.; Wang, Yanchu; Xing, Yuhang; Zhang, … - In: Journal of banking & finance 62 (2016), pp. 164-179
Persistent link: https://www.econbiz.de/10011634108
Cover Image
Early warning or too late? : a (pseudo-)real-time identification of leading indicators of financial stress
Duprey, Thibaut; Klaus, Benjamin - In: Journal of banking & finance 138 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013461945
Cover Image
On the short-term predictability of exchange rates : a BVAR time-varying parameters approach
Sarantis, Nicholas - In: Journal of banking & finance 30 (2006) 8, pp. 2257-2279
Persistent link: https://www.econbiz.de/10003355791
Cover Image
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
Cover Image
Detecting structural breaks and identifying risk factors in hedge fund returns : a Bayesian approach
Meligkotsidou, Loukia; Vrontos, Ioannis D. - In: Journal of banking & finance 32 (2008) 11, pp. 2471-2481
Persistent link: https://www.econbiz.de/10003787229
Cover Image
Bayesian inference for issuer heterogeneity in credit ratings migration
Kadam, Ashay; Lenk, Peter J. - In: Journal of banking & finance 32 (2008) 10, pp. 2267-2274
Persistent link: https://www.econbiz.de/10003778726
Cover Image
Model uncertainty and systematic risk in US banking
Baele, Lieven; De Bruyckere, Valerie; De Jonghe, Olivier; … - In: Journal of banking & finance 53 (2015), pp. 49-66
Persistent link: https://www.econbiz.de/10011377693