Similar Search Results

Predicting international stock returns with conditional price-to-fundamental ratios

Lawrenz, Jochen; Zorn, Josef - In: Journal of empirical finance 43 (2017), pp. 159-184

Persistent link: https://www.econbiz.de/10011817953

Historical geopolitical risk and the behaviour of stock returns in advanced economies

Salisu, Afees A.; Lasisi, Lukman; Tchankam, Jean Paul - In: The European journal of finance 28 (2022) 9, pp. 889-906

In this study, we investigate the impact of global geopolitical risk (GPR) of different forms on the economies of … Predictability in Conditionally Heteroskedastic Stock Returns." Journal of Financial Econometrics 13 (2): 342-375), to analyse over a … returns of advanced economies and further extend our analysis to out-of-sample predictability. Our findings reveal that GPR is …

Persistent link: https://www.econbiz.de/10013373348

Oil tail risk and the tail risk of the US Dollar exchange rates

Salisu, Afees A.; Olaniran, Abeeb; Tchankam, Jean Paul - In: Energy economics 109 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013283764

Economic policy uncertainty and stock returns among OPEC members : evidence from feasible quasi-generalized least squares

Oyewole, Oluwatomisin J.; Adubiagbe, Idowu A.; Adekoya, … - In: Future Business Journal 8 (2022), pp. 1-10

obtain accurate forecast estimates. As a precondition for forecast analysis, we conduct the predictability test, which shows …

Persistent link: https://www.econbiz.de/10013273736

Economic policy uncertainty and analyst behaviours : evidence from the United Kingdom

Chen, Min; Zhu, Zhaobo; Han, Peiwen; Chen, Bo; Liu, Jia - In: International review of financial analysis 79 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013349538

Forecasting exchange rate volatility : is economic policy uncertainty better?

Ruan, Qingsong; Zhang, Jiarui; Lv, Dayong - In: Applied economics 56 (2024) 13, pp. 1526-1544

Persistent link: https://www.econbiz.de/10014473121

Economic policy uncertainty and stock market volatility

Liu, Li; Zhang, Tao - In: Finance research letters 15 (2015), pp. 99-105

Persistent link: https://www.econbiz.de/10011552992

Predictability of sustainable investments and the role of uncertainty : evidence from a non-parametric causality-in-quantiles test

Antonakakis, Nikolaos; Babalos, Vassilios; Kyei, Clement - In: Applied economics 48 (2016) 46/48, pp. 4655-4665

Persistent link: https://www.econbiz.de/10011640733

Value and momentum in the cross section of housing market returns of New Zealand

Dunstan, Daniel; Hao, Jinji - In: New Zealand economic papers 56 (2022) 3, pp. 258-271

Persistent link: https://www.econbiz.de/10013459647

Foresight methodologies : application to the housing market

Castro, Eduardo Anselmo de; Marques, Joao Lourenço; … - 2012

The housing market is complex, multidimensional and depends on the variability of external factors and the amount of information available to the agents involved in the process. Despite the challenges associated to this theme, its relevance in the socioeconomic and territorial context, sustains...

Persistent link: https://www.econbiz.de/10011506409