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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003726386
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003732629
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
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Build America Bonds
Ang, Andrew; Bhansali, Vineer; Xing, Yuhang - In: The journal of fixed income 20 (2010/11) 1, pp. 67-73
Persistent link: https://www.econbiz.de/10003988065
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The term structure of return correlations : the US and Pacific-Basin stock markets
Pan, Ming-Shiun; Liu, Y. Angela - In: Advances in investment analysis and portfolio … 9 (2002), pp. 233-249
Persistent link: https://www.econbiz.de/10001695519
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Comparing linear and nonlinear forecasts for stock returns
Kanas, Angelos; Yannopoulos, Andreas - In: International review of economics & finance : IREF 10 (2001) 4, pp. 383-398
Persistent link: https://www.econbiz.de/10001651417
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Evaluating econometric forecasts of economic and financial variables
Clements, Michael P. - 2005 - 1. publ.
Persistent link: https://www.econbiz.de/10002113092
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MIDAS versus mixed-frequency VAR : nowcasting GDP in the euro area
Kuzin, Vladimir; Marcellino, Massimiliano; Schumacher, … - 2009
This paper compares the mixed-data sampling (MIDAS) and mixed-frequency VAR (MF-VAR) approaches to model speci.cation in the presence of mixed-frequency data, e.g., monthly and quarterly series. MIDAS leads to parsimonious models based on exponential lag polynomials for the coeØ cients, whereas...
Persistent link: https://www.econbiz.de/10003815492
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Modelling returns on stock indices for Western and Central European stock exchanges : a Markov switching approach
Białkowski, Je̜drzej - 2003
Persistent link: https://www.econbiz.de/10001768500
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Principal component and second generation wavelet analysis of Treasury yield curve evolution
Cooper, Mark L. - 2004
Persistent link: https://www.econbiz.de/10003386850