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Nowcasting tail risks to economic activity with many indicators

Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2020

Persistent link: https://www.econbiz.de/10012388077

At what levels of financial development does information sharing matter?

Asongu, Simplice; Nwachukwu, Jacinta C. - In: Financial innovation : FIN 3 (2017) 11, pp. 1-30

Background: The purpose of this study is to investigate how an increase in information-sharing bureaus affects financial access. Methods: We employed contemporary and non-contemporary interactive quantile regressions in 53 African countries for the period 2004–2011. Information-sharing bureaus...

Persistent link: https://www.econbiz.de/10011661722

Complete subset averaging for quantile regressions

Lee, Ji Hyung; Shin, Youngki - 2020

Persistent link: https://www.econbiz.de/10012174861

Network quantile autoregression

Zhu, Xuening; Wang, Weining; Wang, Hansheng; Härdle, … - In: Journal of econometrics 212 (2019) 1, pp. 345-358

Persistent link: https://www.econbiz.de/10012303979

Quantile-regression-based clustering for panel data

Zhang, Yingying; Wang, Huixia; Zhu, Zhongyi - In: Journal of econometrics 213 (2019) 1, pp. 54-67

Persistent link: https://www.econbiz.de/10012304542

Quantile regression random effects

Galvão Júnior, Antônio Fialho; Poirier, Alexandre - In: Annals of economics and statistics 134 (2019), pp. 109-148

Persistent link: https://www.econbiz.de/10012305978

Quantile aggregation and combination for stock return prediction

Jiang, Chuanliang; Maasoumi, Esfandiar; Xiao, Zhijie - In: Econometric reviews 39 (2020) 7, pp. 715-743

Persistent link: https://www.econbiz.de/10012262517

Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression

Nath, Harmindar B.; Brooks, Robert - In: International review of economics & finance : IREF 38 (2015), pp. 94-111

Persistent link: https://www.econbiz.de/10011572339

Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach

Sim, Nicholas - In: International review of financial analysis 48 (2016), pp. 31-45

Persistent link: https://www.econbiz.de/10011624367

Bayesian assessment of dynamic quantile forecasts

Gerlach, Richard; Chen, Cathy W. S.; Lin, Edward M. H. - In: Journal of forecasting 35 (2016) 8, pp. 751-764

Persistent link: https://www.econbiz.de/10011633826