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11
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9
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8
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7
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Roth, Christopher
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Bonato, Matteo
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Dionne, Georges
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Schuermann, Til
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Siliverstovs, Boriss
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Cepni, Oguzhan
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El Hraiki, Rayane
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Applied economics
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International journal of forecasting
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International review of financial analysis
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Finance research letters
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The European journal of finance
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Journal of international financial markets, institutions & money
9
The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
8
Journal of international money and finance
8
Quantitative finance
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Risks : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of econometrics
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Pacific-Basin finance journal
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SpringerLink / Bücher
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Improving market-based forecasts of short-term interest rates : time-varying stationarity and the predictive content of switching regime-expectations
Ahrens, Ralf
-
1999
multi-step out-of-sample
forecasting
competition. It turns out that forecasts are improved substantially when allowing for …
Persistent link: https://www.econbiz.de/10009768272
Saved in:
2
How do anticipated changes to short-term market rates influence banks' retail interest rates? : evidence from the four major euro area economies
Banerjee, Anindya
;
Bystrov, Victor
;
Mizen, Paul
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
7
,
pp. 1375-1414
Persistent link: https://www.econbiz.de/10010197460
Saved in:
3
Explaining the US bond yield conundrum
Bandholz, Harm
;
Clostermann, Jörg
;
Seitz, Franz
-
2007
model in different
forecasting
exercises. …
Persistent link: https://www.econbiz.de/10010308389
Saved in:
4
No-arbitrage one-factor term structure models in zero- or negative-lower-bound environments
Tarelli, Andrea
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 197-212
Persistent link: https://www.econbiz.de/10012300743
Saved in:
5
Uncertainty and deviations from uncovered interest rate parity
Ismailov, Adilzhan
;
Rossi, Barbara
- In:
Journal of international money and finance
88
(
2018
),
pp. 242-259
Persistent link: https://www.econbiz.de/10012000943
Saved in:
6
Forecasting
corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
7
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
8
A new mixture model for the estimation of credit card exposure at default
Leow, Mindy
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 487-497
Persistent link: https://www.econbiz.de/10011436718
Saved in:
9
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
10
Forecasting
extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
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