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  • Search: subject:"Predictive regressions"
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Year of publication
Subject
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Prognoseverfahren 26 Forecasting model 25 Regression analysis 24 Regressionsanalyse 24 predictive regressions 23 Capital income 16 Kapitaleinkommen 16 Forecast 11 Prognose 11 Theorie 11 Theory 11 Estimation 10 Predictive Regressions 10 Schätzung 10 Estimation theory 9 Schätztheorie 9 Time series analysis 8 Zeitreihenanalyse 8 Portfolio selection 6 Portfolio-Management 6 forecasting 6 Predictive regressions 5 Volatility 5 Volatilität 5 Bayes-Statistik 4 Bayesian inference 4 Börsenkurs 4 Capital market returns 4 Kapitalmarktrendite 4 Share price 4 Statistical test 4 Statistischer Test 4 VAR model 4 VAR-Modell 4 investor sentiment 4 noise trader 4 Forecasting 3 Risikoprämie 3 Risk premium 3 Sampling 3
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Online availability
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Free 43
Type of publication
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Book / Working Paper 39 Article 4
Type of publication (narrower categories)
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Working Paper 28 Graue Literatur 22 Non-commercial literature 22 Arbeitspapier 20 Article in journal 4 Aufsatz in Zeitschrift 4 Hochschulschrift 3 Aufsatzsammlung 2 Thesis 1
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Language
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English 37 Undetermined 6
Author
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Guidolin, Massimo 5 Gupta, Rangan 4 Hyde, Stuart 4 Ono, Sadayuki 4 Schmeling, Maik 4 Gonzalo, Jesús 3 Hjalmarsson, Erik 3 Kiss, Tamás 3 Pitarakis, Jean-Yves 3 Aye, Goodness C. 2 Balcilar, Mehmet 2 Bandi, Federico M. 2 Basse, Tobias 2 Conrad, Christian 2 Corradi, Valentina 2 Glas, Alexander 2 Hossfeld, Oliver 2 Leippold, Markus 2 Maiani, Stefano 2 McMillan, David 2 McMillan, David G. 2 Miller, Stephen M. 2 Mitchell, James 2 Nguyen, Tam Huu 2 Röthig, Andreas 2 Wegener, Christoph 2 Wilhelm, Daniel 2 Yang, Hanlin 2 Amengual, Dante 1 Baur, Dirk G 1 Bei, Xinyue 1 Berger, Tino 1 Bhimreddy, Komal S. R. 1 Bommer, William H. 1 Cai, Zongwu 1 Cepni, Oguzhan 1 Demetrescu, Matei 1 Dörries, Julian 1 Gagnon, Marie-Hélène 1 Hacıoǧlu Hoke, Sinem 1
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Institution
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Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 2 Finance Discipline Group, Business School 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Nationalekonomiska institutionen, Handelshögskolan 1 Sloan School of Management, Massachusetts Institute of Technology (MIT) 1 Society for Computational Economics - SCE 1
Published in...
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Working paper 3 Department of Economics working paper series 2 Diskussionsbeitrag 2 Hannover Economic Papers (HEP) 2 Manchester Business School Working Paper 2 Accountancy, Economics, and Finance Working Papers 1 Accountancy, economics, and finance working papers : working paper 1 Birkbeck working papers in economics and finance : BWPEF 1 Bundesbank Discussion Paper 1 CEMFI working paper 1 CEMMAP working papers / Centre for Microdata Methods and Practice 1 Cahier de recherche 1 Computing in Economics and Finance 2005 1 Discussion Paper Series 1 Discussion paper 1 Discussion paper series / University of Heidelberg, Department of Economics 1 Discussion papers in economics and econometrics 1 Economic studies 1 Federal Reserve Bank of Cleveland working paper series 1 International journal of economics and financial issues : IJEFI 1 Journal of applied econometrics 1 Journal of forecasting 1 Staff working papers / Bank of England 1 Swiss Finance Institute Research Paper 1 The Quarterly Journal of Finance : QJF 1 Working Paper Series / Finance Discipline Group, Business School 1 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Working Papers in Economics 1 Working papers / Brandeis University, Department of Economics and International Business School 1 Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT) 1 Working papers / University of Connecticut, Department of Economics 1 Working papers in economics 1 Working papers series / Manchester Business School 1 Working papers series in theoretical and applied economics 1 cemmap working paper 1
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Source
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ECONIS (ZBW) 28 EconStor 8 RePEc 7
Showing 1 - 10 of 43
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Predictive power of oil prices on CDS spread dynamics of oil-producing countries
Wegener, Christoph; Basse, Tobias; Maiani, Stefano; … - 2025
This paper employs predictive regressions to explore the predictability of sovereign Credit Default Swap (CDS) spread …
Persistent link: https://www.econbiz.de/10015331398
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Predictive power of oil prices on CDS spread dynamics of oil-producing countries
Wegener, Christoph; Basse, Tobias; Maiani, Stefano; … - 2025
This paper employs predictive regressions to explore the predictability of sovereign Credit Default Swap (CDS) spread …
Persistent link: https://www.econbiz.de/10015329458
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Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.; Bhimreddy, Komal S. R.; Majumdar, … - 2024
Persistent link: https://www.econbiz.de/10014536233
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Forecasting growth-at-risk of the United States : housing price versus housing sentiment or attention
Cepni, Oguzhan; Gupta, Rangan; Pierdzioch, Christian - 2024
Persistent link: https://www.econbiz.de/10014483637
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Mixed-frequency predictive regressions with parameter learning
Leippold, Markus; Yang, Hanlin - In: Journal of forecasting 42 (2023) 8, pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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The distributional predictive content of measures of inflation expectations
Mitchell, James; Zaman, Saeed - 2023
Persistent link: https://www.econbiz.de/10014440979
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Mixed-Frequency Predictive Regressions with Parameter Learning
Leippold, Markus; Yang, Hanlin - 2023
We explore the performance of mixed-frequency predictive regressions for stock returns from the perspective of a … mixed-frequency nature of predictors and volatility in predictive regressions …
Persistent link: https://www.econbiz.de/10014348997
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Can investors benefit from hedge fund strategies? : utility-based, out-of-sample evidence
Guidolin, Massimo; Orlov, Alexei G. - In: The Quarterly Journal of Finance : QJF 12 (2022) 3, pp. 1-60
Persistent link: https://www.econbiz.de/10014234554
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Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik; Kiss, Tamás - In: Journal of applied econometrics 37 (2022) 7, pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
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Testing heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu - 2021
Persistent link: https://www.econbiz.de/10012425349
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