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Can the markov switching model forecast exchange rates?
Engel, Charles - 1992
Persistent link: https://www.econbiz.de/10014422868
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Term structure of uncertainty in the macroeconomy
Borovička, Jaroslav; Hansen, Lars Peter - 2016
Persistent link: https://www.econbiz.de/10011515377
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Four centuries of return predictability
Golez, Benjamin; Koudijs, Peter - 2014
Persistent link: https://www.econbiz.de/10010481196
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The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - 2013
Persistent link: https://www.econbiz.de/10009744702
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Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2013
Persistent link: https://www.econbiz.de/10010191590
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Markov forecasting methods for welfare caseloads
Grogger, Jeff - 2005
Persistent link: https://www.econbiz.de/10003162952
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Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779
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Cointegration and tests of present value models
Campbell, John Y.; Shiller, Robert J. - 1986
Persistent link: https://www.econbiz.de/10000694815
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Asset pricing with countercyclical household consumption risk
Kōnstantinidēs, Giōrgos; Ghosh, Anisha - 2014
Persistent link: https://www.econbiz.de/10010360490
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Value versus growth : time-varying expected stock returns
Gulen, Huseyin; Xing, Yuhang; Zhang, Lu - 2010
Persistent link: https://www.econbiz.de/10003969016