Narrow search
Showing 1 - 10 of 13,877
Cover Image
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of applied econometrics 38 (2023) 2, pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Cover Image
Returns on capital assets and variations in economic growth and volatility : a model of Bayesian learning
Wizman, Thierry A.; Fullenkamp, Connel - 1991
Persistent link: https://www.econbiz.de/10000830809
Cover Image
Volatility modeling of real Gdp growth rates in South Africa
Sigauke, Caston - In: Economics, management and financial markets 8 (2013) 2, pp. 81-84
Persistent link: https://www.econbiz.de/10011542998
Cover Image
The term structure of growth-at-risk
Adrian, Tobias; Grinberg, Federico; Liang, Jean Nellie; … - In: American economic journal 14 (2022) 3, pp. 283-323
Persistent link: https://www.econbiz.de/10013334910
Cover Image
Empirical essays on growth, uncertainty and prediction
Hertog, Reindert Gijsbertus Jacobus den - 1997
Persistent link: https://www.econbiz.de/10000641249
Cover Image
Money, finance, and economic development
Li, Xiaowei - 2003
Persistent link: https://www.econbiz.de/10003623750
Cover Image
Stock volatility in the periods of booms and stagnations
Kaizoji, Taisei - 2010
of absolute log returns, which is a typical measure of volatility, for each period. We find that (i) the tail of the …
Persistent link: https://www.econbiz.de/10011524072
Cover Image
What does rebalancing really achieve?
Cuthbertson, Keith; Hayley, Simon; Motson, Nick; … - In: International journal of finance & economics : IJFE 21 (2016) 3, pp. 224-240
Persistent link: https://www.econbiz.de/10011560500
Cover Image
Economic growth, expected stock returns and volatility : a case of Indian stock market
Kumar, Rakesh; Tamini, Mohammad - In: The international journal of applied economics and finance 5 (2011) 4, pp. 257-268
Persistent link: https://www.econbiz.de/10009512950
Cover Image
Size-Portfolio Idiosyncratic Volatility with Aggregate Return, Cross-Sectional Return, and GDP Growth : U.S. and International Evidence
Kuo, Chris - 2011
documents that, when the idiosyncratic volatility is specified by firm size, the size-portfolio idiosyncratic volatility is …, this paper examines the predictive ability of the size-portfolio idiosyncratic volatility for GDP growth. It concludes that … size-portfolio idiosyncratic volatility contain significant information for forecasting future GDP growth for both the U …
Persistent link: https://www.econbiz.de/10013117807