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Which sentiment indicators matter? : evidence from the European commercial real estate market

Heinig, Steffen; Nanda, Anupam; Tsolacos, Sotiris - In: Journal of real estate research : JRER ; a publication … 42 (2020) 4, pp. 499-530

Persistent link: https://www.econbiz.de/10012414462

Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the euro area and Germany

Wohlrabe, Klaus; Buchen, Teresa - In: Journal of forecasting 33 (2014) 4, pp. 231-242

Persistent link: https://www.econbiz.de/10010424821

Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the Euro Area, and Germany ; conference paper

Buchen, Teresa; Wohlrabe, Klaus - 2014

to the fit. Using data for the United States, the euro area and Germany, we assess the performance of boosting when …

Persistent link: https://www.econbiz.de/10010491104

Media attention vs. sentiment as drivers of conditional volatility predictions : an application to Brexit

Guidolin, Massimo; Pedio, Manuela - 2020

Using data on international, on-line media coverage and tone of the Brexit referendum, we test whether it is media coverage or tone to provide the largest forecasting performance improvements in the prediction of the conditional variance of weekly FTSE 100 stock returns. We find that versions of...

Persistent link: https://www.econbiz.de/10012487265