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The accuracy of density forecasts from foreign exchange options

Christoffersen, Peter F.; Mazzotta, Stefano - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 578-605

Persistent link: https://www.econbiz.de/10003154312

Do asset prices in transition countries contain information about future economic activity?

Christoffersen, Peter F.; Sløk, Torsten - 2000

Persistent link: https://www.econbiz.de/10001539137

Evaluating interval forecasts

Christoffersen, Peter F. - In: International economic review 39 (1998) 4, pp. 841-862

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Do Asset Prices in Transition Countries Contain Information About Future Economic Activity?

Sløk, Torsten - 2000

There is ample empirical evidence for developed economies that asset prices contain information about future economic developments. But is this also the case in transition economies? Using a panel of monthly data for the Czech Republic, Hungary, Poland, Russia, Slovakia, and Slovenia for the...