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Financial interval time series modelling and forecasting using threshold autoregressive models
Maciel, Leandro - In: International journal of business innovation and research 19 (2019) 3, pp. 285-303
Persistent link: https://www.econbiz.de/10012108746
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Inflation and stock returns at B3
Chaves, Carlos; Silva, André C. - In: Revista Brasileira de Finanças : RBFin 16 (2018) 4, pp. 521-544
Persistent link: https://www.econbiz.de/10012125437
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Long-term budgeting : a cautionary tale from US experience
White, Joseph B. - In: OECD journal on budgeting (2017) 3, pp. 129-178
Persistent link: https://www.econbiz.de/10011915416
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Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu; Moreira, Ajax; Vicente, José … - In: International review of financial analysis 20 (2011) 5, pp. 237-243
Persistent link: https://www.econbiz.de/10009492131
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Does tourism predict macroeconomic performance in Pacific Island countries?
Narayan, Paresh Kumar; Sharma, Susan Sunila; … - In: Economic modelling 33 (2013), pp. 780-786
Persistent link: https://www.econbiz.de/10010194390
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The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach
Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - In: Journal of forecasting 32 (2013) 7, pp. 600-612
Persistent link: https://www.econbiz.de/10010202170
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Forecasting macroeconomy based on the term structure of credit spreads : evidence from China
Zhou, Rongxi; Wang, Xianliang; Tong, Guanqun - In: Applied economics letters 20 (2013) 13/15, pp. 1363-1367
Persistent link: https://www.econbiz.de/10010203468
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The stability of survival model parameter estimates for predicting the probability of default : empirical evidence over the credit crisis
Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 457-464
Persistent link: https://www.econbiz.de/10011436709
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A new mixture model for the estimation of credit card exposure at default
Leow, Mindy; Crook, Jonathan N. - In: European journal of operational research : EJOR 249 (2016) 2, pp. 487-497
Persistent link: https://www.econbiz.de/10011436718
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Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators
Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256
Persistent link: https://www.econbiz.de/10011549916