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On the economic determinants of optimal stock-bond portfolios : international evidence
Conrad, Christian; Stürmer, Karin - 2017 - This version: May 31, 2017
Using a modified DCC-MIDAS specification that allows the long-term correlation component to be a function of multiple explanatory variables, we show that the stock-bond correlation in the US, the UK, Germany, France, and Italy is mainly driven by inflation and interest rate expectations as well...
Persistent link: https://www.econbiz.de/10011745369
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Can Security Analyst Forecasts Predict Gold Returns?
Mihaylov, George - 2017
via its impact on stock return synchronicity.We then examine if the difference between forecast and observed earnings for …
Persistent link: https://www.econbiz.de/10012967299
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Are oil price forecasters finally right? : regressive expectations toward more fundamental values of the oil price
Reitz, Stefan; Ruelke, Jan-Christoph; Stadtmann, Georg - 2009
. However, this result appears to be biased due to peso problems. -- Oil price ; survey data ; forecast bias ; peso problem …We use oil price forecasts from the Consensus Economic Forecast poll to analyze how forecasters form their expectations … role. Standard measures of forecast accuracy reveal forecasters' underperformance relative to the random walk benchmark …
Persistent link: https://www.econbiz.de/10003908342
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Does director affiliation lead to analyst bias?
Mathew, Prem G.; Yildirim, H. Semih - In: Applied economics 47 (2015) 1/3, pp. 272-287
Persistent link: https://www.econbiz.de/10010463933
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U.S. Analyst Regulation and the Earnings Forecast Bias Around the World
Hovakimian, Armen - 2019
forecasts, this bias tending to be higher in countries with less investor protection. This forecast bias declined significantly …
Persistent link: https://www.econbiz.de/10012905642
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Systemic bias of IMF reserve and debt forecasts for program countries
Eicher, Theo S.; Kawai, Reina - In: International journal of forecasting 40 (2024) 3, pp. 985-1001
Persistent link: https://www.econbiz.de/10014547232
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International Diversification and Analysts' Forecast Accuracy and Bias
Duru, Augustine; Reeb, David M. - 2014
We investigate the association between corporate international diversification and the accuracy and bias of consensus …
Persistent link: https://www.econbiz.de/10014123011
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A creepy world
Sornette, Didier; Cauwels, Peter - 2013
Using the mechanics of creep in material sciences as a metaphor, we present a general framework to understand the evolution of financial, economic and social systems and to construct scenarios for the future. In a nutshell, highly non-linear out-of-equilibrium systems subjected to exogenous...
Persistent link: https://www.econbiz.de/10010257508
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Forecasting the Global Financial Crisis in the Years 2009-2010 : Ex-Post Analysis
Fantazzini, Dean - 2011
The ex-ante forecast of the SP500 index discussed in Fantazzini (2010a), covering the time sample 14 … the SP500 index trailed the forecasted values quite well, moving inside the forecast confidence bands for over a year …/08/2010, the stock market index never returned inside the forecast confidence bands. Additional evidence is then provided to show …
Persistent link: https://www.econbiz.de/10013117963
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Analysts’ Forecasts : What Do We Know after Decades of Work?
Bradshaw, Mark T - 2011
Sell-side analysts have been the subject of hundreds of academic studies. In this paper, I offer perspectives on the state of our understanding of analysts based on prior academic research. Additionally, several observations are offered, which question how descriptive certain widely held beliefs...
Persistent link: https://www.econbiz.de/10013122787