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Measuring disagreement in UK consumer and central bank inflation forecasts

Moessner, Richhild; Zhu, Feng; Ellis, Colin - 2011

Persistent link: https://www.econbiz.de/10008903837

Option return predictability

Zhan, Xintong; Han, Bing; Cao, Jie; Tong, Qing - In: The review of financial studies 35 (2022) 3, pp. 1394-1442

Persistent link: https://www.econbiz.de/10012878994

The return predictability of carbon emissions : evidence from Hong Kong and Singapore

Cao, Jie; Zhan, Xintong; Zhang, Weiming; Zhang, Yaojia Zoe - In: Pacific-Basin finance journal 82 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014463367

Option price implied information and REIT returns

Cao, Jie; Han, Bing; Song, Linjia; Zhan, Xintong - In: Journal of empirical finance 71 (2023), pp. 13-28

Persistent link: https://www.econbiz.de/10014292350

Why does volatility uncertainty predict equity option returns?

Cao, Jie; Vasquez, Aurelio; Xiao, Xiao; Zhan, Xintong - In: The Quarterly Journal of Finance : QJF 13 (2023) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10014305078

Measuring Disagreement in UK Consumer and Central Bank Inflation Forecasts

Moessner, Richhild - 2014

We provide a new perspective on disagreement in inflation expectations by examining the full probability distributions of UK consumer inflation forecasts based on an adaptive bootstrap multimodality test. Furthermore, we compare the inflation forecasts of the Bank of England's Monetary Policy...

Persistent link: https://www.econbiz.de/10013067922