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Bond returns and market expectations
Altavilla, Carlo; Giacomini, Raffaella; Costantini, Riccardo - 2013
A well-documented empirical result is that market expectations extracted from futures contracts on the federal funds rate are among the best predictors for the future course of monetary policy. We show how this information can be exploited to produce accurate forecasts of bond excess returns and...
Persistent link: https://www.econbiz.de/10010318692
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Bond returns and market expectations
Altavilla, Carlo; Giacomini, Raffaella; Costantini, Riccardo - 2013
A well-documented empirical result is that market expectations extracted from futures contracts on the federal funds rate are among the best predictors for the future course of monetary policy. We show how this information can be exploited to produce accurate forecasts of bond excess returns and...
Persistent link: https://www.econbiz.de/10009744063
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Validation and model selection : three similarity measures compared
Marks, Robert E. - In: Complexity economics (2013) 2, pp. 41-61
Persistent link: https://www.econbiz.de/10010358059
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Exploring flow system change : US rail freight flows, 1972 - 1981
Knudsen, Daniel C. - In: Annals of the Association of American geographers 75 (1985) 4, pp. 539-551
Persistent link: https://www.econbiz.de/10001026362
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The role of investor sentiment in the valuation of bitcoin and bitcoin derivatives
Abraham, Rebecca - In: International Journal of Financial Markets and … 7 (2020) 3, pp. 203-223
Persistent link: https://www.econbiz.de/10012510286
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Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas; Polson, Nicholas G. - In: Econometric reviews 35 (2016) 8/10, pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
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Uncertainty, information, and disagreement of economic forecasters
Shoja, Mehdi; Soofi, Ehsan S. - In: Econometric reviews 36 (2017) 6/9, pp. 796-817
Persistent link: https://www.econbiz.de/10011795499
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Asymptotic cumulants of some information criteria
Ogasawara, Haruhiko - Department of Economics, Otaru University of Commerce - 2015
Persistent link: https://www.econbiz.de/10011252624
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Monitoring a Process of Exponentially Distributed Characteristics through Minimizing the Sum of the Squared Differences
Kao, Shih-Chou; Ho, Chuanching - In: Quality & Quantity: International Journal of Methodology 41 (2007) 1, pp. 137-149
Persistent link: https://www.econbiz.de/10009396448
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An analytically solvable principal-agent model
Mattsson, Lars-Göran; Weibull, Jörgen W. - In: Games and economic behavior 140 (2023), pp. 33-49
Persistent link: https://www.econbiz.de/10014323341