Narrow search
Showing 1 - 10 of 183
Cover Image
The predictive power of Nelson-Siegel factor loadings for the real economy
Han, Yang; Jiao, Anqi; Ma, Jun - In: Journal of empirical finance 64 (2021), pp. 95-127
Persistent link: https://www.econbiz.de/10013259403
Cover Image
Forecasting crude oil prices with a large set of predictors : Can LASSO select powerful predictors?
Zhang, Yaojie; Ma, Feng; Wang, Yudong - In: Journal of empirical finance 54 (2019), pp. 97-117
Persistent link: https://www.econbiz.de/10012174816
Cover Image
Inflation uncertainty, disagreement and monetary policy : evidence from the ECB survey of professional forecasters
Glas, Alexander; Hartmann, Matthias - In: Journal of empirical finance 39 (2016), pp. 215-228
Persistent link: https://www.econbiz.de/10011663852
Cover Image
Forecasting aggregate stock market volatility using financial and macroeconomic predictors : Which models forecast best, when and why?
Nonejad, Nima - In: Journal of empirical finance 42 (2017), pp. 131-154
Persistent link: https://www.econbiz.de/10011808557
Cover Image
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
Cover Image
The financial Kuznets curve : evidence for the euro area
Baiardi, Donatella; Morana, Claudio - In: Journal of empirical finance 39 (2016), pp. 265-269
Persistent link: https://www.econbiz.de/10011664331
Cover Image
The informativeness of regional GDP announcements : evidence from China
Hao, Rubin; Liao, Guanmin; Ding, Wenhong; Guan, Wei - In: Journal of empirical finance 67 (2022), pp. 78-99
Persistent link: https://www.econbiz.de/10013464375
Cover Image
Modelling the distribution of credit losses with observable and latent factors
Jiménez, Gabriel; Mencía, Javier - In: Journal of empirical finance 16 (2009) 2, pp. 235-253
Persistent link: https://www.econbiz.de/10003839314
Cover Image
A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
Lejeune, Bernard - In: Journal of empirical finance 16 (2009) 2, pp. 507-523
Persistent link: https://www.econbiz.de/10003856832
Cover Image
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