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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

Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? : evidence from the LME

Jia, Jian; Kang, Sang Baum - In: Journal of commodity markets 25 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013204449

Are Securitized Real Estate Returns More Predictable than Stock Returns?

Serrano, Camilo - 2010

This paper examines whether the predictability of securitized real estate returns differs from that of stock returns. It also provides a cross-country comparison of securitized real estate return predictability. In conrtast to most of the literature on this issue, the analysis is not based on a...

Persistent link: https://www.econbiz.de/10013145161

Corporate yield curves as predictors of future economic and financial indicators

Saar, Dan; Yagil, Yossi - In: Applied economics 47 (2015) 19/21, pp. 1997-2011

Persistent link: https://www.econbiz.de/10010513396

Indicator selection and stock return predictability

Dai, Zhifeng; Zhu, Huan - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012822124

Empirical essays on stock return predictability using macroeconomic variables and technical indicators

Bätje, Fabian - 2017

Equity risk premium, forecasting, technical indicators, macroeconomic variables. - Marktrisikoprämien, Prognose …

Persistent link: https://www.econbiz.de/10012123337

Predicting early data revisions to U.S. GDP and the effects of releases on equity markets

Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406

Persistent link: https://www.econbiz.de/10011705949

The role of categorical EPU indices in predicting stock-market returns

Chen, Juan; Ma, Feng; Qiu, Xuemei; Li, Tao - In: International review of economics & finance : IREF 87 (2023), pp. 365-378

Persistent link: https://www.econbiz.de/10014472350

Can we forecast better in periods of low uncertainty? : the role of technical indicators

Ferrer Fernández, María; Henry, Ólan Thomas John; … - In: Journal of empirical finance 71 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014292349

Forecasting the equity risk premium : the role of technical indicators

Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791

Persistent link: https://www.econbiz.de/10010399441

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