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Search: subject:"Conditional predictability"
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Conditional predictability
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Forecasting model
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Anleihe
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Bond
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Crude oil price
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Economic growth
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National income
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Nationaleinkommen
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Nelson–Siegel factor-augmented model
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Norway
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Chen, Yi-Hsuan
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Nonejad, Nima
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Tu, Anthony H.
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of empirical finance
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ECONIS (ZBW)
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Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
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A factor-based approach of bond portfolio value-at-risk : the informational roles of macroeconomic and financial stress factors
Tu, Anthony H.
;
Chen, Yi-Hsuan
- In:
Journal of empirical finance
45
(
2018
),
pp. 243-268
Persistent link: https://www.econbiz.de/10012102413
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