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When and why do stock and bond markets predict US economic growth?

McMillan, David G. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 331-343

Persistent link: https://www.econbiz.de/10012655482

Macroeconomic news and stock-bond comovement

Duffee, Greg - In: Review of finance : journal of the European Finance … 27 (2023) 5, pp. 1859-1882

Persistent link: https://www.econbiz.de/10014391611

Forecasting GDP growth with financial market data in Finland : revisiting stylized facts in a small open economy during the financial crisis

Kuosmanen, Petri; Vataja, Juuso - In: Review of financial economics : RFE 23 (2014) 2, pp. 90-97

Persistent link: https://www.econbiz.de/10010442588

On a robust estimation of option-implied interest rates and dividend yields

Kamau, Muoria; Mwaniki, Ivivi Joseph - In: Cogent economics & finance 11 (2023) 2, pp. 1-20

simultaneously via a regression model is employed. Since the mean-based least squares estimation places equal weights on all data … points making it sensitive to outliers, a robust median-based estimation approach is proposed. The proposed methodology is …

Persistent link: https://www.econbiz.de/10014501256

Nonlinear cointegration relationships between non-life insurance premiums and financial markets

Jawadi, Fredj; Bruneau, Catherine; Sghaier, Nadia - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 753-783

Persistent link: https://www.econbiz.de/10003877884

Decomposing time-frequency relationship between interest rates and share prices in India through wavelets

Tiwari, Aviral Kumar - In: Economia internazionale 66 (2013) 4, pp. 515-531

Persistent link: https://www.econbiz.de/10010250728

Heat kernel models for asset pricing

Macrina, Andrea - In: International journal of theoretical and applied finance 17 (2014) 7, pp. 1-34

Persistent link: https://www.econbiz.de/10010498834

Non-Monetary News in Central Bank Communication

Cieslak, Anna - 2018

We quantify the importance of non-monetary news in central bank communication. Using evidence from four major central banks and a comprehensive classification of events, we decompose news conveyed by central banks into news about monetary policy, economic growth, and separately, shocks to risk...

Persistent link: https://www.econbiz.de/10012911101

Non-Monetary News in Central Bank Communication

Cieslak, Anna - 2019

Persistent link: https://www.econbiz.de/10012896694

Non-Monetary News in Central Bank Communication

Cieslak, Anna - 2019

Using evidence from four major central banks, we decompose news conveyed by central-bank communication into news about monetary policy (monetary news), as well as non-monetary news, i.e., news about economic growth and news affecting financial risk premia. Our approach exploits high-frequency...

Persistent link: https://www.econbiz.de/10012899538

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