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Risk estimation for short-term financial data through pooling of stable fits

De Donno, Marzia; Donati, Riccardo; Favero, Gino; … - In: Financial markets and portfolio management 33 (2019) 4, pp. 447-470

Persistent link: https://www.econbiz.de/10012427811

Bond variance risk premia

Mueller, Philippe; Vedolin, Andrea; Yen, Yu-min - 2012

Persistent link: https://www.econbiz.de/10009552228

Modelling time-variation in the stock return-dividend yield predictive equation

McMillan, David G. - In: Financial markets, institutions & instruments 23 (2014) 5, pp. 273-302

Persistent link: https://www.econbiz.de/10010516099

Predictability, trading rule profitability and learning in currency markets

Potì, Valerio; Levich, Richard M.; Pattitoni, Pierpaolo; … - In: International review of financial analysis 33 (2014), pp. 117-129

Persistent link: https://www.econbiz.de/10010520065

Time-varying cointegration models and exchange rate predictability in Korea

Park, Sookyung; Park, Cheolbeom - In: Han gug gae bal yeon gu 37 (2015) 4, pp. 1-20

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Monetary policy, bond returns and debt dynamics

Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136

Persistent link: https://www.econbiz.de/10011381760

Multiscale analysis of the predictability of stock returns

Fiedor, Paweł - In: Risks : open access journal 3 (2015) 2, pp. 219-233

efficiency and predictability. In our earlier work, we analysed the predictability of stock returns at two time scales using the … entropy rate, which can be directly linked to the mathematical definition of predictability. Nonetheless, none of the above … general principle underlying the price formation processes. Both of these studies show that the predictability of price …

Persistent link: https://www.econbiz.de/10011300325

House prices, expectations, and time-varying fundamentals

Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25

Persistent link: https://www.econbiz.de/10011300508

Testing for predictability in conditionally heteroskedastic stock returns

Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 342-375

Persistent link: https://www.econbiz.de/10011339304

Expected business conditions and bond risk premia

Eriksen, Jonas Nygaard - 2015

Persistent link: https://www.econbiz.de/10011343492

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