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A Quantile-Boosting Approach to Forecasting Gold Returns
Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - 2015
We use a quantile-boosting approach to compute out-of-sample forecasts of gold returns. The approach accounts for model uncertainty and model instability, and it allows forecasts to be computed under asymmetric loss functions. Different asymmetric loss functions represent different types of...
Persistent link: https://www.econbiz.de/10014135991
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Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts : a note
Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; … - In: International review of finance : the official journal … 22 (2022) 3, pp. 540-550
Persistent link: https://www.econbiz.de/10013413249
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Do Local Analysts Have an Informational Advantage in Forecasting Stock Returns? Evidence from the German DAX30
Hendricks, Torben W. - 2010
Utilizing data from the German DAX30 stock index, we investigate whether local analysts have an informational advantage in forecasting stock returns. We analyze whether banks' buy and sell recommendations improve on the out-of-sample predictability of daily stock returns and the market-timing...
Persistent link: https://www.econbiz.de/10013142060
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Taxing short-term capital flows - an option for transition economies?
Buch, Claudia M.; Heinrich, Ralph; Pierdzioch, Christian - 1998
Die Währungskrise, die in den letzten Monaten Asien erschütterte, zeigte einmal mehr, wie riskant es sein kann, aufstrebende Marktwirtschaften in den internationalen Markt mit einzubeziehen. Der vorliegende Diskussionsbeitrag befaßt sich mit der Frage, ob es sinnvoll wäre, den Kapitalzufluß...
Persistent link: https://www.econbiz.de/10000667337
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Business cycle volatility in Germany
Buch, Claudia M.; Döpke, Jörg; Pierdzioch, Christian - In: German economic review 5 (2004) 4, pp. 451-479
Persistent link: https://www.econbiz.de/10003356364
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Low skill but high volatility?
Buch, Claudia M.; Pierdzioch, Christian - 2009
for the years 1970 - 2004, we document how the volatility of hours worked and of wages of workers at different skill … volatility of employment, and this effect is strongest for low-skilled workers. A higher share of low-skilled employment has a … dampening impact. -- labor-market volatility ; skill levels ; financial globalization …
Persistent link: https://www.econbiz.de/10003850520
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Taxing short-term capital flows - an option for transition economies?
Buch, Claudia M.; Heinrich, Ralph P.; Pierdzioch, Christian - 1998
Die Währungskrise, die in den letzten Monaten Asien erschütterte, zeigte einmal mehr, wie riskant es sein kann, aufstrebende Marktwirtschaften in den internationalen Markt mit einzubeziehen. Der vorliegende Diskussionsbeitrag befaßt sich mit der Frage, ob es sinnvoll wäre, den Kapitalzufluß...
Persistent link: https://www.econbiz.de/10009378049
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Labor market volatility, skills, and financial globalization
Buch, Claudia M.; Pierdzioch, Christian - In: Macroeconomic dynamics 18 (2014) 5, pp. 1018-1047
Persistent link: https://www.econbiz.de/10010467617
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Sports and (real) business cycles
Çenesiz, Mustafa Alper; Pierdzioch, Christian - In: Applied economics letters 22 (2015) 1/3, pp. 233-238
Persistent link: https://www.econbiz.de/10010481961
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Financial openness and business cycle volatility
Buch, Claudia M.; Döpke, Jörg; Pierdzioch, Christian - 2002
volatility depends on the nature of the underlying shock. Empirical evidence supports this conclusion. Our results also show that … the link between business cycle volatility and financial openness has not been stable over time. …
Persistent link: https://www.econbiz.de/10011475038