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  • Search: subject:"macro-financial variables"
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Year of publication
Subject
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Forecasting model 2 Macro-financial variables 2 Prognoseverfahren 2 Active Trading Strategies 1 BRICS countries 1 BRICS-Staaten 1 Bear stock market 1 Bry-Boschan algorithm 1 Business cycle 1 Börsenkurs 1 Capital income 1 Dynamic Binary Response models 1 Economic forecast 1 Emerging economies 1 Emerging markets 1 Financial cycle 1 Financial market 1 Finanzmarkt 1 Forecast 1 Kapitaleinkommen 1 Konjunktur 1 Macro variables 1 Markov-switching model 1 Prognose 1 Return forecasting 1 S&P 500 Index 1 Schwellenländer 1 Share price 1 Theorie 1 Theory 1 US/global variables 1 VAR model 1 VAR-Modell 1 Volatility 1 Volatilität 1 Wirtschaftsprognose 1 forecasting 1 macro-financial variables 1 semi-structural mode 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2 Undetermined 1
Author
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Ahmed, Jameel 1 Candelon, Bertrand 1 Ehrenbergerová, Dominika 1 Malovaná, Simona 1 Sousa, Ricardo M. 1 Straetmans, Stefan 1 Vivian, Andrew 1 Wohar, Mark E. 1
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Institution
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Institut de Préparation à l'Administration et à la Gestion (IPAG) 1
Published in...
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International review of economics & finance : IREF 1 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Working paper series / Czech National Bank 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
Cover Image
Introducing nacro-financial variables into a semi-structural model
Ehrenbergerová, Dominika; Malovaná, Simona - 2019
Persistent link: https://www.econbiz.de/10012197002
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Predicting and Capitalizing on Stock Market Bears in the U.S.
Candelon, Bertrand; Ahmed, Jameel; Straetmans, Stefan - Institut de Préparation à l'Administration et à la … - 2014
respect to the macro-financial variables, terms spreads, inflation and money supply turn out to be useful predictors. The …
Persistent link: https://www.econbiz.de/10011106609
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Cover Image
Predicting asset returns in the BRICS : the role of macroeconomic and fundamental predictors
Sousa, Ricardo M.; Vivian, Andrew; Wohar, Mark E. - In: International review of economics & finance : IREF 41 (2016), pp. 122-143
Persistent link: https://www.econbiz.de/10011624662
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