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Persistent link: https://www.econbiz.de/10001169327

Dynamics of biofuel stock prices : a Bayesian approach

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Dynamics of bioful stock prices : a Bayesian approach

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An econometric model of the yield curve with macroeconomic jump effects

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An extended macro-finance model with financial factors

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This paper extends the benchmark Macro-Finance model by introducing, next to the standard macroeconomic factors, additional liquidity-related and return forecasting factors. Liquidity factors are obtained from a decomposition of the TED spread while the return-forecasting (risk premium) factor...