Showing 1 - 10 of 108,677
Persistent link: https://www.econbiz.de/10005609563
Persistent link: https://www.econbiz.de/10005245335
In this paper, we introduce a new approach for volatility modeling in discrete and continuous time.
Persistent link: https://www.econbiz.de/10005353042
Persistent link: https://www.econbiz.de/10010537459
I present evidence that higher frequency measures of inflation expectations outperform lower frequency measures of … inflation expectations in tests of accuracy, predictive power, and rationality. For decades, the academic literature has focused … collection of 37 different measures of inflation expectations, including many previously unexploited monthly and real …
Persistent link: https://www.econbiz.de/10009650037
Persistent link: https://www.econbiz.de/10005776000
Persistent link: https://www.econbiz.de/10005776001
Persistent link: https://www.econbiz.de/10005776004
Persistent link: https://www.econbiz.de/10005486903
Persistent link: https://www.econbiz.de/10005618580