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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
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Gupta, Rangan
8
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
674
NBER working paper series
608
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560
Applied economics
489
Discussion paper / Centre for Economic Policy Research
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1
The expected real yield and inflation components of the nominal yield curve
Lange, Ronald H.
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011878571
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2
The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations
Lange, Ronald Henry
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 80-91
Persistent link: https://www.econbiz.de/10012036297
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3
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
4
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
5
Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng
;
Zhou, Huiting
;
Wen, Fenghua
;
He, Shaoyi
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
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6
Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng
;
Dong, Xiaodi
;
Kang, Jie
;
Hong, Lianying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
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7
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
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8
Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing
;
Chang, Hung-Chou
;
Cheng, Lee-Young
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
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9
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
10
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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