Similar Search Results - EconBiz

An early warning system for predicting systemic banking crises in the Eurozone : a logit regression approach

Filippopoulou, Chryssanthi; Galariotis, Emilios; … - In: Journal of economic behavior & organization : JEBO 172 (2020), pp. 344-363

Persistent link: https://www.econbiz.de/10012288230

Forecasting international bandwidth capacity using linear and ANN methods

Madden, Gary; Tan, Joachim - In: Applied economics 40 (2008) 13/15, pp. 1775-1787

Persistent link: https://www.econbiz.de/10003743399

Early warning signals of financial crises with multi-scale quantile regressions of log-periodic power law singularities

Zhang, Qun; Zhang, Qunzhi; Sornette, Didier - 2015

We augment the existing literature using the Log-Periodic Power Law Singular (LPPLS) structures in the log-price dynamics to diagnose financial bubbles by providing three main innovations. First, we introduce the quantile regression to the LPPLS detection problem. This allows us to disentangle...

Persistent link: https://www.econbiz.de/10011412424

Parametric and nonparametric estimation of conditional return expectations

Drobetz, Wolfgang; Hoechle, Daniel - In: Risk management : challenge and opportunity ; with 125 …, (pp. 169-196). 2005

Persistent link: https://www.econbiz.de/10002447562

Models of exchange rate expectations : how much heterogeneity?

Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - In: Journal of international financial markets, … 13 (2003) 2, pp. 113-136

Persistent link: https://www.econbiz.de/10001950037

Models of exchange rate expectations : heterogeneous evidence from panel data

Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - 1999

Persistent link: https://www.econbiz.de/10001365260

Backtesting global growth-at-Risk

Brownlees, Christian; Souza, André B. M. - In: Journal of monetary economics 118 (2021), pp. 312-330

Persistent link: https://www.econbiz.de/10012603779

Volatility dependent smooth transitions and abrupt switches : why they are needed for better forecasting the FX rates

Söylemez, Arif Orçun - In: Eurasian economic review : a journal in applied … 12 (2022) 2, pp. 315-332

Persistent link: https://www.econbiz.de/10013263374

Forecasting commodity prices out-of-sample : can technical indicators help?

Wang, Yudong; Liu, Li; Wu, Chongfeng - In: International journal of forecasting 36 (2020) 2, pp. 666-683

Persistent link: https://www.econbiz.de/10012415323

The global component of inflation volatility

Carriero, Andrea; Corsello, Francesco; Marcellino, … - 2018

Persistent link: https://www.econbiz.de/10011960151

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the