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On the economic determinants of optimal stock-bond portfolios : international evidence
Conrad, Christian; Stürmer, Karin - 2017 - This version: May 31, 2017
Using a modified DCC-MIDAS specification that allows the long-term correlation component to be a function of multiple explanatory variables, we show that the stock-bond correlation in the US, the UK, Germany, France, and Italy is mainly driven by inflation and interest rate expectations as well...
Persistent link: https://www.econbiz.de/10011745369
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Sticky prices or economically-linked economies : the case of forecasting the Chinese stock market
Jordan, Steven J.; Vivian, Andrew; Wohar, Mark E. - In: Journal of international money and finance 41 (2014), pp. 95-109
Persistent link: https://www.econbiz.de/10010338740
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Political stock markets when polls are known to be unreliable
Bohm, Peter; Sonnegård, Joakim - 1996
Persistent link: https://www.econbiz.de/10000613908
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Predictability of stock market prices
Granger, Clive William John; Morgenstern, Oskar - 1970
Persistent link: https://www.econbiz.de/10000025286
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Political stock markets when polls are known to be unreliable
Bohm, Peter; Sonnegård, Joakim - 1996
Persistent link: https://www.econbiz.de/10000953745
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Srednesročnyj prognoz razvitija fondovogo rynka Ukrainy
Nazarčuk, M. - In: Ėkonomika Ukraïny : naukovyj žurnal Nacional'noï … (2008) 2, pp. 47-62
Persistent link: https://www.econbiz.de/10003715988
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Can fixed asset liquidation values predict stock market returns?
Lockridge, T. Maurice; Saunders, Gary; Sridharan, Uma - In: International business and economics research journal 8 (2009) 6, pp. 31-40
Persistent link: https://www.econbiz.de/10003864897
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Forecasting inflation via experimental stock markets : some results from pilot markets
Berlemann, Michael; Nelson, Forrest D. - 2005
measure of forecast uncertainty. We also present evidence from a number of pilot markets underlining that the proposed method …
Persistent link: https://www.econbiz.de/10008858479
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Increasing translation invariant morphological forecasting models for stock market prediction
Araújo, Ricardo de A. - In: Business intelligence in economic forecasting : …, (pp. 174-210). 2010
Persistent link: https://www.econbiz.de/10003994059
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On the predictability of Chinese stock returns
Chen, Xuanjuan; Kim, Kenneth A.; Yao, Tong; Yu, Tong - In: Pacific-Basin finance journal 18 (2010) 4, pp. 403-425
Persistent link: https://www.econbiz.de/10008728784