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Time-varying industry beta in Indian stock market and forecasting errors
Das, Sudipta; Barai, Parama - In: International journal of emerging markets 10 (2015) 3, pp. 521-534
Persistent link: https://www.econbiz.de/10011489295
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Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti; Guidolin, Massimo - In: Applied economics letters 20 (2013) 16/18, pp. 1656-1664
Persistent link: https://www.econbiz.de/10010222827
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Forecasting the equity risk premium in the Korean stock market : a factor analysis approach
Chun, Sungju - In: Global business and finance review 26 (2021) 4, pp. 77-89
Purpose: This article investigates stock return predictability in the Korean stock market using the methodology of dynamic factor analysis. Design/methodology/approach: This article collects monthly data on the equity risk premium on the KOSPI and twelve financial and macroeconomic variables...
Persistent link: https://www.econbiz.de/10013197293
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Global bond risk premia under falling stars
Zhang, Yugui; Zhu, Jie; Zhu, Xiaoneng - In: Finance research letters 42 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014580460
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Yield spreads & real economic activity : the case of New Zealand & Australia
Guender, Alfred V.; Moersch, Mathias - 1994
Persistent link: https://www.econbiz.de/10000893127
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The yield curve as a predictor and emerging economies
Mehl, Arnaud - In: Open economies review 20 (2009) 5, pp. 683-716
Persistent link: https://www.econbiz.de/10003894213
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Market selection
Kogan, Leonid; Ross, Stephen L.; Wang, Jiang; … - 2009
Persistent link: https://www.econbiz.de/10003870225
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Inferring changing macroeconomic expectations from current financial indicators
Ratcliff, Ryan David - 2005
Persistent link: https://www.econbiz.de/10003909239
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The great deleveraging : economic growth and investing strategies for the future
Dickson, Chip; Shenkar, Oded - 2010
Persistent link: https://www.econbiz.de/10008664955
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Estimation of the US treasury yield curve at daily and intra-daily frequency
Klein, Lawrence Robert; Özmucur, Süleyman - In: The making of national economic forecasts, (pp. 265-293). 2009
Persistent link: https://www.econbiz.de/10003931011