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High-frequency information content in end-user foreign exchange order flows
Marsh, Ian; Miao, Teng - In: The European journal of finance 18 (2012) 9/10, pp. 865-884
Persistent link: https://www.econbiz.de/10009691776
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Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82
Persistent link: https://www.econbiz.de/10011441011
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Model uncertainty, thick modelling and the predictability of stock returns
Aiolfi, Marco; Favero, Carlo A. - 2003
Persistent link: https://www.econbiz.de/10001778766
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Exchange rate forecasting using economic models and technical trading rules
Zarrabi, Nima; Snaith, Stuart; Coakley, Jerry - In: The European journal of finance 28 (2022) 10, pp. 997-1018
Persistent link: https://www.econbiz.de/10013373357
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Forecasting economic time series using locally stationary processes : a new approach with applications
Loll, Tina - 2012
Persistent link: https://www.econbiz.de/10009511784
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Forecasting banknote returns in a changing payments environment
Cronin, David; McInerney, Niall - In: Journal of payments strategy & systems 16 (2022) 2, pp. 120-136
Persistent link: https://www.econbiz.de/10013464433
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2008
We systematically examine the comparative predictive performance of a number of alternative linear and non-linear models for stock and bond returns in the G7 countries. Besides Markov switching, threshold autoregressive (TAR), and smooth transition autoregressive (STAR) regime switching...
Persistent link: https://www.econbiz.de/10003732461
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2008
Persistent link: https://www.econbiz.de/10003741408
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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: International journal of forecasting 25 (2009) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10003870067