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Three essays on the performance of earnings forecasts and forward-looking proxies for expected stock returns

Meuter, Martin - 2018

Persistent link: https://www.econbiz.de/10011861496

Forecasting exchange rate volatility : is economic policy uncertainty better?

Ruan, Qingsong; Zhang, Jiarui; Lv, Dayong - In: Applied economics 56 (2024) 13, pp. 1526-1544

Persistent link: https://www.econbiz.de/10014473121

Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators

Wu, Shue-Jen; Lee, Wei-Ming - In: Finance research letters 13 (2015), pp. 196-204

Persistent link: https://www.econbiz.de/10011552511

Risks in macroeconomic fundamentals and excess bond returns predictability

De Rezende, Rafael B. - 2015 - February 2015

I provide evidence that risks in macroeconomic fundamentals contain valuable information about bond risk premia. I extract factors from a set of quantile-based risk measures estimated for US macroeconomic variables and document that they account for up to 31% of the variation in excess bond...

Persistent link: https://www.econbiz.de/10010478516

Macro risks and the term structure of interest rates

Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504

Persistent link: https://www.econbiz.de/10013259807

Multivariate methods in examining macroeconomic variables effect on Greek stock market returns, 1997 - 2004

Michailidis, Grigori - In: Applied econometrics and international development 9 (2009) 1, pp. 49-66

Persistent link: https://www.econbiz.de/10008667242

Macro variables and international stock return predictability

Rapach, David E.; Wohar, Mark E.; Rangvid, Jesper - In: International journal of forecasting 21 (2005) 1, pp. 137-166

Persistent link: https://www.econbiz.de/10002547182

Stock price distributions and news : evidence from index options

Steeley, James M. - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 229-250

Persistent link: https://www.econbiz.de/10002418334

Distilling the macroeconomic news flow

Beber, Alessandro; Brandt, Michael W.; Luisi, Maurizio - In: Journal of financial economics 117 (2015) 3, pp. 489-507

Persistent link: https://www.econbiz.de/10011480308

Modelling the dynamics of unconventional monetary policies' impact on professionals’ forecasts

Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Journal of international financial markets, … 64 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012495686

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