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Real-time inflation forecast densities from ensemble Phillips curves
Garratt, Anthony; Mitchell, James; Vahey, Shaun P.; … - In: The North American journal of economics and finance : a … 22 (2011) 1, pp. 77-87
Persistent link: https://www.econbiz.de/10009266773
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Comparing the New Keynesian Phillips Curve with time series models to forecast inflation
Rumler, Fabio; Valderrama, María Teresa - In: The North American journal of economics and finance : a … 21 (2010) 2, pp. 126-144
Persistent link: https://www.econbiz.de/10009267847
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Inflation expectations : does the market beat econometric forecasts?
Shagi, Makram el- - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 298-319
Persistent link: https://www.econbiz.de/10009427379
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Trade flows and real exchange-rate volatility : an application of cointegration and error-correction modeling
Arize, Augustine Chuck - In: The North American journal of economics and finance : a … 6 (1995) 1, pp. 37-51
Persistent link: https://www.econbiz.de/10001189209
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How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 26 (2013), pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
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Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim; Martens, Martin; Dijk, Dick van - In: The North American journal of economics and finance : a … 26 (2013), pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
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Implied volatility and the risk-free rate of return in options markets
Bianconi, Marcelo; McLachlan, Scott; Sammon, Marco - In: The North American journal of economics and finance : a … 31 (2015), pp. 1-26
Persistent link: https://www.econbiz.de/10011511024
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Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.; Salvador, Manuel; Moneva, J. M. - In: The North American journal of economics and finance : a … 31 (2015), pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
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The nature and impact of the market forecasting errors in the Federal funds futures market
Dunbar, Kwamie; Amin, Abu S. - In: The North American journal of economics and finance : a … 31 (2015), pp. 174-192
Persistent link: https://www.econbiz.de/10011514207
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VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang; Guo, Shuxin; Qiao, Gaoxiu - In: The North American journal of economics and finance : a … 34 (2015), pp. 314-322
Persistent link: https://www.econbiz.de/10011540131