Narrow search
Showing 1 - 10 of 204
Cover Image
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam; Liao, Yin; Tang, Yusui - In: Journal of forecasting 41 (2022) 1, pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Cover Image
A Bayesian time-varying autoregressive model for improved short-term and long-term prediction
Berninger, Christoph; Stöcker, Almond; Rügamer, David - In: Journal of forecasting 41 (2022) 1, pp. 181-200
Persistent link: https://www.econbiz.de/10012796284
Cover Image
Predictive power of key financial variables during the unconventional monetary policy era
Kuosmanen, Petri; Vataja, Juuso - In: Journal of forecasting 44 (2025) 3, pp. 856-866
Persistent link: https://www.econbiz.de/10015374095
Cover Image
Nelson-Siegel, Affine and Quadratic Yield Curve specifications : which one is better at forecasting?
Nyholm, Ken; Vidova-Koleva, Rositsa - In: Journal of forecasting 31 (2012) 6, pp. 540-564
Persistent link: https://www.econbiz.de/10009661521
Cover Image
Interest rate uncertainty and the predictability of bank revenues
Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan; Sensoy, Ahmet - In: Journal of forecasting 41 (2022) 8, pp. 1559-1569
Persistent link: https://www.econbiz.de/10013465714
Cover Image
Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
Lekkos, Ilias; Milas, Costas; Panagiōtidēs, Theodōros - In: Journal of forecasting 26 (2007) 8, pp. 601-619
Persistent link: https://www.econbiz.de/10003608157
Cover Image
Adaptive forecasting of the EURIBOR swap term structure
Blaskowitz, Oliver; Herwartz, Helmut - In: Journal of forecasting 28 (2009) 7, pp. 575-594
Persistent link: https://www.econbiz.de/10003902215
Cover Image
Dynamic probit models and financial variables in recession forecasting
Nyberg, Henri - In: Journal of forecasting 29 (2010) 1/2, pp. 215-230
Persistent link: https://www.econbiz.de/10003951838
Cover Image
The importance of interest rates for forecasting the exchange rate
Bjørnland, Hilde Christiane; Hungnes, Håvard - In: Journal of forecasting 25 (2006) 3, pp. 209-221
Persistent link: https://www.econbiz.de/10003318080
Cover Image
Forecasting recessions using the yield curve
Chauvet, Marcelle; Potter, Simon M. - In: Journal of forecasting 24 (2005) 2, pp. 77-103
Persistent link: https://www.econbiz.de/10002674294