Narrow search
Showing 1 - 10 of 3,489
Cover Image
A quantile regression approach to equity premium prediction
Meligkotsidou, Loukia; Panopulu, Aikaterinē; Vrontos, … - In: Journal of forecasting 33 (2014) 7, pp. 558-576
Persistent link: https://www.econbiz.de/10011282859
Cover Image
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard - 2015
Persistent link: https://www.econbiz.de/10011343492
Cover Image
Removing predictable analyst forecast errors to improve implied cost of equity estimates
Mohanram, Partha; Gode, Dhananjay K. - In: Review of accounting studies 18 (2013) 2, pp. 443-478
Persistent link: https://www.econbiz.de/10009767181
Cover Image
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
Cover Image
Ambiguity aversion, company size and the pricing of earnings forecasts
Antoniou, Constantinos; Galariotis, Emilios C.; Read, Daniel - In: European financial management : the journal of the … 20 (2014) 3, pp. 633-651
Persistent link: https://www.econbiz.de/10010406795
Cover Image
A forecast evaluation of expected equity return measures
Chin, Michael; Polk, Christopher - 2015
Persistent link: https://www.econbiz.de/10010497568
Cover Image
Out-of-sample bond risk premium predictions : a global common factor
Zhu, Xiaoneng - In: Journal of international money and finance 51 (2015), pp. 155-173
Persistent link: https://www.econbiz.de/10011475246
Cover Image
Neural model identification, variable selection and model adequacy
Refenes, Apostolos-Paul; Zapranis, Achilleas - In: Journal of forecasting 18 (1999) 5, pp. 299-332
Persistent link: https://www.econbiz.de/10001433936
Cover Image
Incorporating Model Uncertainty and Model Instability in Forecasting Bond Risk Premia and Term Structure of Government Bond Yield – A Bayesian Model Averaging Approach
Zhou, Hao (David) - 2012
further improve the other method's forecasting performance. The performance of using BMA to forecast bond excess return is … model in forecasting one-month-ahead yield curve. We apply BMA to forecast the government bond yield change and indicate BMA …
Persistent link: https://www.econbiz.de/10013113732
Cover Image
Predictability of Currency Carry Trades and Asset Pricing Implications
Bakshi, Gurdip - 2012
This paper studies the time-series predictability of currency carry trades, constructed by selecting currencies to be bought or sold against the U.S. dollar, based on forward discounts. Changes in a commodity index, currency volatility and, to a lesser extent, a measure of liquidity predict...
Persistent link: https://www.econbiz.de/10013113110