Similar Search Results

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

Bätje, Fabian - 2017

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

Real-time consideration of systematic patterns in Maltese GDP data and revisions

Debono, Nathaniel - 2024

Economic policies are generally formulated on the basis of data available in real time, which might subsequently be … making economic assessments in real time. These patterns are identified through the application of VAR econometric techniques … anticipate in real time the revisions that might be made upon the publication of future vintages. The analyses conducted in this …

Persistent link: https://www.econbiz.de/10014461449

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

Forecasting Government Bond Risk Premia Using Technical Indicators

Goh, Jeremy - 2013

While economic variables have been used extensively to forecast bond risk premia, little attention has been paid to technical indicators which are widely used by practitioners. In this paper, we study the predictive ability of a variety of technical indicators vis-a-vis the economic variables....

Persistent link: https://www.econbiz.de/10013092530