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Gupta, Rangan
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40
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32
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1
Time-varying risk premiums and the output gap
Cooper, Ilan
;
Priestley, Richard
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2801-2833
Persistent link: https://www.econbiz.de/10003866874
Saved in:
2
Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 389-406
Persistent link: https://www.econbiz.de/10011705949
Saved in:
3
Stocks, bonds, bills and
inflation
: SBBI ; yearbook ; market results for ...
Chicago, Ill. : Ibbotson
-
Nachgewiesen 1926/90(1991) - 1926/2006(2007)
Persistent link: https://www.econbiz.de/10000547755
Saved in:
4
LPPLS bubble indicators over two centuries of the S&P 500
index
Zhang, Qunzhi
;
Sornette, Didier
;
Balcilar, Mehmet
; …
-
2016
S&P 500
index
and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S …
Persistent link: https://www.econbiz.de/10011514490
Saved in:
5
Skew
index
: descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés
;
Rodríguez-Raga, Santiago
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
Saved in:
6
Fixing the VIX : An Indicator to Beat Fear
Hestla-Barnhart, Amber
-
2015
formally known as the CBOE Volatility
Index
®.VIX is widely known as the “Fear
Index
” because it often increases when the stock …
Persistent link: https://www.econbiz.de/10013026428
Saved in:
7
Indicative approaches in forecasting of industry indexes
Grigorieva, Elena Mikhailovna
;
Valkov, Dmitry Sergeevich
- In:
International journal of economic policy in emerging …
12
(
2019
)
4
,
pp. 362-376
Persistent link: https://www.econbiz.de/10012251132
Saved in:
8
Do sentiment indices impact the premium of prominent pricing factors?
Sadhwani, Ranjeeta
;
Rajput, Suresh Kumar Oad
;
Habibah, Ume
- In:
Cogent economics & finance
6
(
2018
)
1
,
pp. 1-50
pricing factors in comparison to the Volatility
Index
(VIX). The results show that compared to VIX, GSVIs bring less …
Persistent link: https://www.econbiz.de/10012023268
Saved in:
9
News-sentiment networks as a company risk indicator
Forss, Thomas
;
Sarlin, Peter
- In:
The journal of network theory in finance
4
(
2018
)
1
,
pp. 65-86
Persistent link: https://www.econbiz.de/10011879074
Saved in:
10
The role of categorical EPU indices in predicting stock-market returns
Chen, Juan
;
Ma, Feng
;
Qiu, Xuemei
;
Li, Tao
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 365-378
Persistent link: https://www.econbiz.de/10014472350
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