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SENSEX price fluctuation forecasting comparison between global indices and companies making it

Sharma, Aviral; Bhatnagar, Vishal; Bansal, Abhay - In: Journal of global information management : an official … 26 (2018) 3, pp. 90-104

Persistent link: https://www.econbiz.de/10011926114

International stock return predictability : evidence from new statistical tests

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 54 (2017), pp. 97-113

Persistent link: https://www.econbiz.de/10011878164

Forecasting implied volatility risk indexes : international evidence using Hammerstein-ARX approach

Tissaoui, Kais - In: International review of financial analysis 64 (2019), pp. 232-249

Persistent link: https://www.econbiz.de/10012208480

Predictive ability of financial variables in changing economic circumstances

Kuosmanen, Petri; Rahko, Jaana; Vataja, Juuso - In: The North American journal of economics and finance : a … 47 (2019), pp. 37-47

Persistent link: https://www.econbiz.de/10012117803

Asymmetric volatility in equity markets around the world

Horpestad, Jone B.; Lyócsa, Štefan; Molnár, Peter; … - In: The North American journal of economics and finance : a … 48 (2019), pp. 540-554

Persistent link: https://www.econbiz.de/10012120304

Modeling of stock indices with HMM-SV models

Nkemnole, E. B.; Wulu, J. T. - In: Theoretical and applied economics : GAER review 24 (2017) 2, pp. 45-60

Persistent link: https://www.econbiz.de/10011795001

The return of financial variables in forecasting GDP growth in the G-7

Kuosmanen, Petri; Vataja, Juuso - In: Economic change and restructuring : empirical and … 50 (2017) 3, pp. 259-277

Persistent link: https://www.econbiz.de/10011778412

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

On equity risk prediction and tail spillovers

Pouliasis, Panos; Kyriakou, Ioannis; Papapostolou, Nikos - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 379-393

Persistent link: https://www.econbiz.de/10011960379

Empirical safety stock estimation based on kernel and GARCH models

Trapero, Juan R.; Cardós, Manuel; Kourentzes, Nikolaos - In: Omega : the international journal of management science 84 (2018), pp. 199-211

Persistent link: https://www.econbiz.de/10011993170