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Does inequality help in forecasting equity premium in a panel of G7 countries?
Christou, Christina; Gupta, Rangan; Jawadi, Fredj - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822273
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Does central bank transparency and communication affect financial and macroeconomic forecasts?
Lustenberger, Thomas; Rossi, Enzo - 2018
In a large sample of countries across different geographic regions and over a long period of time, we find limited country- and variable-specific effects of central bank transparency on forecast accuracy and their dispersion among a large set of professional forecasts of financial and...
Persistent link: https://www.econbiz.de/10011790688
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Robust value at risk prediction
Mancini, Loriano; Trojani, Fabio - In: Journal of financial econometrics : official journal of … 9 (2011) 2, pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
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Adaptive forecasting of exchange rates with panel data
Morales-Arias, Leonardo; Moura, Guilherme Valle - In: International journal of forecasting 29 (2013) 3, pp. 493-509
Persistent link: https://www.econbiz.de/10009787030
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Robust value at risk prediction
Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674273
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Robust value at risk prediction
Mancini, Loriano; Trojani, Fabio - 2007
Persistent link: https://www.econbiz.de/10003597922
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Robust value at risk prediction
Mancini, Loriano (contributor); Trojani, Fabio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003550862
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International propagation of shocks : a dynamic factor model using survey forecasts
Lahiri, Kajal; Zhao, Yongchen - In: International journal of forecasting 35 (2019) 3, pp. 929-947
Persistent link: https://www.econbiz.de/10012305192
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Does central bank transparency and communication affect financial and macroeconomic forecasts?
Lustenberger, Thomas; Rossi, Enzo - 2017
Persistent link: https://www.econbiz.de/10011735810
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Robust Value at Risk Prediction : Appendix
Mancini, Loriano - 2010
forecast evaluation; provides additional Monte Carlo simulation results on GARCH model estimation and VaR prediction; extends …
Persistent link: https://www.econbiz.de/10013138328