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The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C., (2014)
Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators
Wu, Shue-Jen, (2015)
Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables
Liu, Jingzhen, (2019)
A social loss approach to testing the efficiency of Australian financial futures
Brooks, Robert, (1990)
The robustness of point optimal testing for Rosenberg random regression coefficients
Brooks, Robert, (1995)
Brooks, Robert, (1991)