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Allocating and forecasting changes in risk
Gaigall, Daniel - In: Journal of risk 25 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014283880
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Allocating and forecasting changes in risk
Gaigall, Daniel - In: Journal of risk : JOR 25 (2023) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10014487054
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The predictive qualities of earnings volatility and earnings uncertainty
Donelson, Dain C.; Resutek, Robert J. - In: Review of accounting studies 20 (2015) 1, pp. 470-500
Persistent link: https://www.econbiz.de/10010503364
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Bank earnings forecasts, risk and the crisis
Anolli, Mario; Beccalli, Elena; Molyneux, Philip - In: Journal of international financial markets, … 29 (2014), pp. 309-335
Persistent link: https://www.econbiz.de/10010412121
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The distribution of returns and risk forecasting
Bilson, John F. - In: Risk management : a modern perspective, (pp. 557-581). 2006
Persistent link: https://www.econbiz.de/10003271736
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Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022
Persistent link: https://www.econbiz.de/10013166706
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Components of Other Comprehensive Income Increase Uncertainty and Reduce Analyst Forecasting Ability
Arthur, Neal - 2019
This study examines the relationship between components of OCI and analysts' forecasting behaviour, being forecast … negatively associated with forecast accuracy and herding. We also find that available for sale (AFS) amounts are positively … associated with forecast accuracy, herding and analyst following. Together with prior evidence, our findings provide empirical …
Persistent link: https://www.econbiz.de/10012872055
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Predictable Risks and Predictive Regression in Present-Value Models
Piatti, Ilaria - 2017
Using a latent variables approach, we estimate the dynamics of dividends and returns in a tractable present-value model with time-varying risks. Expected returns imply a similar return predictability as under homoskedasticity, while expected dividend growth is more persistent and explains a...
Persistent link: https://www.econbiz.de/10012976115
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Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian; Gupta, Rangan; Çepni, Oğuzhan; Ma, Feng - 2021
Persistent link: https://www.econbiz.de/10012661162
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The predictive power of Nelson-Siegel factor loadings for the real economy
Han, Yang; Jiao, Anqi; Ma, Jun - In: Journal of empirical finance 64 (2021), pp. 95-127
Persistent link: https://www.econbiz.de/10013259403