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isPartOf:"The journal of economics"
subject:"Forecasting model"
~accessRights:"restricted"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Yield curve"
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Forecasting model
Yield curve
Estimation
139
Schätzung
139
Capital income
43
Kapitaleinkommen
43
Volatility
34
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34
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Gupta, Rangan
4
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2
Van Eyden, Reneé
2
Aramonte, Sirio
1
Argyropoulos, Efthymios
1
Balcilar, Mehmet
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Botshekan, Mahmoud
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The journal of economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
111
International journal of forecasting
106
Applied economics
64
Discussion paper / Centre for Economic Policy Research
63
Journal of banking & finance
63
International review of economics & finance : IREF
61
Journal of empirical finance
59
Journal of financial economics
57
Economic modelling
55
Energy economics
55
International review of financial analysis
55
Journal of econometrics
52
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of forecasting
42
Discussion papers / CEPR
39
Journal of international money and finance
37
Pacific-Basin finance journal
35
Applied economics letters
34
Journal of international financial markets, institutions & money
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Economics letters
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Working paper / National Bureau of Economic Research, Inc.
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
Journal of economic dynamics & control
24
Research in international business and finance
23
Quantitative finance
21
Journal of financial markets
20
International journal of finance & economics : IJFE
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The European journal of finance
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Journal of applied econometrics
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Journal of macroeconomics
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Review of quantitative finance and accounting
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SpringerLink / Bücher
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of financial econometrics
14
Econometric reviews
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Decomposing the yield curve with linear regressions and survey information
Halberstadt, Arne
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 25-39
Persistent link: https://www.econbiz.de/10014461532
Saved in:
2
Hedging demand and near-zero swap spreads : evidence from the Chinese interest rate swap market
Li, Shaoyu
;
Zhu, Chunhui
;
Shang, Yuhuang
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 170-185
Persistent link: https://www.econbiz.de/10014461557
Saved in:
3
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
Saved in:
4
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
5
Does the yield curve signal recessions? : new evidence from an international panel data analysis
Hasse, Jean-Baptiste
;
Lajaunie, Quentin
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 9-22
Persistent link: https://www.econbiz.de/10013334685
Saved in:
6
Revisiting the accuracy of standard VaR methods for risk assessment : using the Copula-EVT multidimensional approach for stock markets in the MENA region
Chebbi, Ali
;
Hedhli, Amel
- In:
The quarterly review of economics and finance : journal …
84
(
2022
),
pp. 430-445
Persistent link: https://www.econbiz.de/10013335886
Saved in:
7
The capital ratio and the interest rate spread : a panel threshold regression approach
Golbabaei, Ali
;
Botshekan, Mahmoud
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 289-302
Persistent link: https://www.econbiz.de/10013336287
Saved in:
8
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
9
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
Saved in:
10
Does happiness forecast implied volatility? : evidence from nonparametric wave-based Granger causality testing
Li, Yue
;
Goodell, John W.
;
Shen, Dehua
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 113-122
Persistent link: https://www.econbiz.de/10012656244
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