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subject:"Volatility"
~isPartOf:"Journal of forecasting"
~subject:"Forecasting model"
~subject:"Kreditrisiko"
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Volatility
Forecasting model
Kreditrisiko
Yield curve
31
Zinsstruktur
31
Prognoseverfahren
23
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16
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16
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9
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Journal of forecasting
Journal of banking & finance
77
Journal of financial economics
42
NBER working paper series
41
Journal of international money and finance
35
International review of economics & finance : IREF
34
International journal of theoretical and applied finance
33
The journal of fixed income
33
Journal of empirical finance
32
NBER Working Paper
32
Finance research letters
31
Working paper / National Bureau of Economic Research, Inc.
30
The journal of futures markets
28
The review of financial studies
28
International review of financial analysis
27
Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
26
Economic modelling
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International journal of forecasting
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Finance and economics discussion series
21
Journal of international financial markets, institutions & money
21
Journal of econometrics
19
Applied financial economics
18
Discussion papers / CEPR
18
Journal of money, credit and banking : JMCB
18
Applied economics letters
17
Discussion paper / Centre for Economic Policy Research
17
Journal of economic dynamics & control
16
Journal of financial and quantitative analysis : JFQA
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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The European journal of finance
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Working paper
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Working paper series / European Central Bank
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Applied economics
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The journal of finance : the journal of the American Finance Association
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Asia-Pacific financial markets
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Research in international business and finance
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ECONIS (ZBW)
24
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1
Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap
Tsui, Albert K.
;
Wu, Junxiang
;
Zhang, Zhaoyong
;
Zheng, …
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1205-1227
Persistent link: https://www.econbiz.de/10014338847
Saved in:
2
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
Saved in:
3
Downturns and changes in the yield slope
Abbritti, Mirko
;
Equiza, Juan
;
Moreno, Antonio
;
Trani, …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 673-701
Persistent link: https://www.econbiz.de/10014532378
Saved in:
4
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
5
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
6
Forecasting the US term structure of interest rates using nonparametric functional data analysis
Caldeira, João F.
;
Torrent, Hudson da Silva
- In:
Journal of forecasting
36
(
2017
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10011729058
Saved in:
7
Yield curve forecasting with the Burg model
Rostan, Pierre
;
Belhachemi, Rachid
;
Racicot, François-Éric
- In:
Journal of forecasting
36
(
2017
)
1
,
pp. 91-99
Persistent link: https://www.econbiz.de/10011729073
Saved in:
8
The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach
Plakandaras, Vasilios
;
Gkonkas, Periklēs
; …
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 109-121
Persistent link: https://www.econbiz.de/10011729092
Saved in:
9
The role of credit in predicting US recessions
Ponka, Harri
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 469-482
Persistent link: https://www.econbiz.de/10011860598
Saved in:
10
Forecasting government bond yields with neural networks considering cointegration
Wegener, Christoph
;
Spreckelsen, Christian von
;
Basse, …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 86-92
Persistent link: https://www.econbiz.de/10011417732
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