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Factor model forecasts of exchange rates
Engel, Charles; Mark, Nelson C.; West, Kenneth D. - In: Econometric reviews 34 (2015) 1/2, pp. 32-55
Persistent link: https://www.econbiz.de/10011373312
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Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.; Ravazzolo, Francesco; Vespingnani, … - In: Energy economics 98 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012872633
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Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide; Ravazzolo, Francesco; Vespignani, Joaquin - 2021
Persistent link: https://www.econbiz.de/10013179342
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Forecasting energy commodity prices : a large global dataset sparse approach
Ferrari, Davide; Ravazzolo, Francesco; Vespignani, Joaquin - 2019
Persistent link: https://www.econbiz.de/10012224686
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Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan; Güney, Ethem; Swanson, Norman R. - In: International journal of forecasting 35 (2019) 2, pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
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Carry trade strategies with factor augmented macro fundamentals : a dynamic Markov-switching factor model
Ogruk, Gokcen - In: The international journal of business and finance … 10 (2016) 3, pp. 11-28
Persistent link: https://www.econbiz.de/10011621237
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Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.; Ravazzolo, Francesco; Vespignani, … - 2019
Persistent link: https://www.econbiz.de/10012175973
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Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie; Christou, Christina; Gupta, Rangan - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
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International Macroeconomics in the Wake of the Global Financial Crisis
Ferrara, Laurent (ed.); Hernando, Ignacio (ed.);  … - 2018
This book collects selected articles addressing several currently debated issues in the field of international macroeconomics. They focus on the role of the central banks in the debate on how to come to terms with the long-term decline in productivity growth, insufficient aggregate demand, high...
Persistent link: https://www.econbiz.de/10012396762
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International macroeconomics in the wake of the global financial crisis
Ferrara, Laurent (ed.); Hernando, Ignacio (ed.);  … - 2018
Persistent link: https://www.econbiz.de/10011821308