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Long-run causality, with an application to international links between long-term interest rates

Bruneau, Catherine; Jondeau, Eric - 1998

Persistent link: https://www.econbiz.de/10000989563

Causality and forecasting in incomplete systems : evaluating potential losses

Caporale, Guglielmo Maria; Pittis, Nikitas - 1996

Persistent link: https://www.econbiz.de/10000618444

Causality and forecasting in incomplete systems

Caporale, Guglielmo Maria; Pittis, Nikitas - 1995

Persistent link: https://www.econbiz.de/10000561681

Intertemporal causality and on the prediction of future spot rates from forwarded currency rates

Ghosh, Asim K. - In: Advances in investment analysis and portfolio … 5 (1998), pp. 181-191

Persistent link: https://www.econbiz.de/10001404505

The comparative forecast performance of univariate and multivariate models : an application to real interest rate forecasting

Bidarkota, Prasad V. - In: International journal of forecasting 14 (1998) 4, pp. 457-468

Persistent link: https://www.econbiz.de/10001368085

Estimating current account by using system methods and barometer variables

Hella, Heikki; Takala, Kari - In: IFO-Studien : Zeitschrift für empirische … 44 (1998) 4, pp. 433-465

Persistent link: https://www.econbiz.de/10001392800

Causality and forecsting in incomplete systems

Caporale, Guglielmo Maria - In: Journal of forecasting 16 (1997) 6, pp. 425-437

Persistent link: https://www.econbiz.de/10001233087

Testing for multiple-period predictability between serially dependent time series

Heaton, Christopher - In: International journal of forecasting 31 (2015) 3, pp. 587-597

Persistent link: https://www.econbiz.de/10011474421

Put-Call Ratio volume vs. open interest in predicting market return : a frequency domain rolling causality analysis

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Mitra, Amarnath - In: Economies : open access journal 7 (2019) 1/24, pp. 1-10

This study examined the efficacy of the Put-Call Ratio (PCR), a widely used information ratio measured in terms of volume and open interest, in predicting market return at different time scale. Volume PCR was found to be an efficient predictor of the market return in a short period of 2.5 days...

Persistent link: https://www.econbiz.de/10012020492

A bootstrap stationarity test for predictive regression invalidity

Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 528-541

Persistent link: https://www.econbiz.de/10012178194