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Economic outcomes in Jamaica have fallen short of the authorities’ objectives in recent years. As the government looks to reinvigorate its growth and debt reduction strategy, it is instructive to examine how exogenous shocks and other unanticipated developments can affect economic...
Persistent link: https://www.econbiz.de/10011245592
This study attempts to forecast the next day’s returns of two time series in the Hang Seng Index (HSI) and Standard & Poor’s (S&P) 500 indices using Artificial Neural Networks (ANN) with past returns as input variables. Results from ANN are compared with those from the...
Persistent link: https://www.econbiz.de/10011152444
To date, an operational measure of systemic risk capturing non-linear tail comovement between system-wide and individual bank returns has not yet been developed. This paper proposes an extension of the so-called CoVaR measure that captures the asymmetric response of the banking system to...
Persistent link: https://www.econbiz.de/10011142002
performance and on this basis different types of these models have been used in forecasting. Now, there is this question that … which kind of these models has more explanatory power in forecasting the future processes of the stock. In line with this …, the present paper made a comparison between static and dynamic neural network models in forecasting the return of Tehran …
Persistent link: https://www.econbiz.de/10011113385
forecasting. However, there is a question about efficiency of that instrument. We decided to check inner procedures of the …
Persistent link: https://www.econbiz.de/10008777257
Based on a recursive forecasting approach, this research studies whether macro- economic factors help to forecast … included in the optimal forecasting model, that their relative importance often differs from their importance for forecasting a … broad stock-market index, and that their informational content for forecasting excess returns seems to undergo temporal …
Persistent link: https://www.econbiz.de/10010927776
activity in a small open economy in the euro area. We aim to clarify potential differences in forecasting economic activity …
Persistent link: https://www.econbiz.de/10010875032
Social media-based forecasting has received significant attention from academia and industries in recent years. With a …
Persistent link: https://www.econbiz.de/10012049204
Цель статьи заключается в исследовании возможностей прогнозирования тенденций мировых фондовых рынков и определении их влияния на развитие реального сектора...
Persistent link: https://www.econbiz.de/10011271206
This paper analyses the links between the investment strategies of a commodity-based SWF and the macroeconomic framework of the owner country. We examine some basic macrofinancial linkages of an SWF's strategic asset allocation (SAA) strategies with regard to the government budget, monetary...
Persistent link: https://www.econbiz.de/10008561093