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isPartOf:"The European journal of finance"
subject:"Prognoseverfahren"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Prognoseverfahren
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Estimation
2,763
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626
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Schorfheide, Frank
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The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
International journal of forecasting
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Finance research letters
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Applied economics
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Pacific-Basin finance journal
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ECONIS (ZBW)
79
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
3
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
4
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
5
Regional GDP distortion and analyst forecast accuracy : evidence from China
Lin, Zhiyang
;
Luo, Danglun
;
Zhang, Feida
- In:
The European journal of finance
28
(
2022
)
4/5
,
pp. 437-460
Persistent link: https://www.econbiz.de/10013373275
Saved in:
6
Things often get worse before they get better : using contest theory to explain the effect of informational risk around inclusion in S&P 500 on cost of capital
Chaudhuri, Malika
;
Chaudhuri, Ranadeb
;
Janney, Jay
; …
- In:
The European journal of finance
28
(
2022
)
8
,
pp. 848-869
Persistent link: https://www.econbiz.de/10013373345
Saved in:
7
q5
Hou, Kewei
;
Mo, Haitao
;
Xue, Chen
;
Zhang, Lu
-
2018
Persistent link: https://www.econbiz.de/10011888412
Saved in:
8
Over-reaction in macroeconomic expectations
Bordalo, Pedro
;
Gennaioli, Nicola
;
Ma, Yueran
; …
-
2018
Persistent link: https://www.econbiz.de/10011914241
Saved in:
9
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
10
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
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