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Credit market imperfections and business cycle asymmetries in Turkey
Günay, Hüseyin; Kılınç, Mustafa - In: Journal of empirical finance 34 (2015), pp. 79-98
Persistent link: https://www.econbiz.de/10011557070
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Mortgage credit growth for lower-income borrowers during the 2000s housing boom : evidence and implications
Rojas, Alejandro - In: Journal of empirical finance 62 (2021), pp. 220-233
Persistent link: https://www.econbiz.de/10012693421
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Credit market freedom and cost efficiency in US state banking
Chortareas, Georgios; Kapetanios, George; Ventouri, Alexia - In: Journal of empirical finance 37 (2016), pp. 173-185
Persistent link: https://www.econbiz.de/10011663018
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Easy money and competitive industries' booms and busts
Shang, Longfei; Lin, Ji-chai; Yang, Nan - In: Journal of empirical finance 73 (2023), pp. 65-85
Persistent link: https://www.econbiz.de/10014476992
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Special issue: international finance
Palm, Franz C. (contributor) - In: Journal of empirical finance Vol. 13, Iss. 4/5 (2006)
Persistent link: https://www.econbiz.de/10004924798
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Special issue: heavy tails and paretian distributions in empirical finance : a volume honoring Benoît Mandelbrot
Dufour, Jean-Marie (contributor) - In: Journal of empirical finance 17,2 (2010)
Persistent link: https://www.econbiz.de/10008912259
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Instability of return prediction models
Paye, Bradley S.; Timmermann, Allan - In: Journal of empirical finance 13 (2006) 3, pp. 274-315
Persistent link: https://www.econbiz.de/10003334583
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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, Andrea; Kapetanios, George - In: Journal of empirical finance 16 (2009) 2, pp. 188-200
Persistent link: https://www.econbiz.de/10003839250
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
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Which power variation predicts volatility well?
Ghysels, Eric; Sohn, Bumjean - In: Journal of empirical finance 16 (2009) 4, pp. 686-700
We estimate MIDAS regressions with various (bi)power variations to predict future volatility measured via increments in quadratic variation. Instead of pre-determining the (bi)power variation we parameterize it and estimate the intra-daily return power transformation that optimally predicts...
Persistent link: https://www.econbiz.de/10003900365