Search Results - subject:"macroeconomic data"

Style factor timing: An application to the portfolio holdings of US fund managers

Gallagher, David R; Gardner, Peter A; Schmidt, Camille H - In: Australian Journal of Management 40 (2015) 2, pp. 318-350

categories, generated using market and macroeconomic data. The prescriptions from this model are tested on a sample of US active …

Persistent link: https://www.econbiz.de/10011268181

THE INFLUENCE OF A COUNTRY'S GLOBAL MARKET POSITION ON THE TOURISM INDUSTRY MACROECONOMIC INDICATORS

Yermachenko, V. - In: Economics of Development 73 (2015) 1, pp. 34-46

macroeconomic data, concerning the scale of a national economy and the strategic position of the tourism industry in a state. The …

Persistent link: https://www.econbiz.de/10011271872

Style factor timing : an application to the portfolio holdings of US fund managers

Gallagher, David R.; Gardner, Peter; Schmidt, Camille H. - In: Australian journal of management 40 (2015) 2, pp. 318-350

Persistent link: https://www.econbiz.de/10011342800

The state of corporate finances : summary of the symposium held by the Banque de France on 21 November 2014

In: Banque de France bulletin / Quarterly selection of articles 37 (2015), pp. 35-47

Persistent link: https://www.econbiz.de/10011457209

Estimating remittances in the former Soviet Union: Methodological complexities and potential solutions

Kakhkharov, Jakhongir; Akimov, Alexandr - Department of Accounting, Finance and Economics, … - 2014

Persistent link: https://www.econbiz.de/10010797754

Deficit versus social statistics: empirical evidence for the effectiveness of Benford's law

Rauch, Bernhard; Göttsche, Max; Brähler, Gernot; … - In: Applied economics letters 21 (2014) 1/3, pp. 147-151

Persistent link: https://www.econbiz.de/10010239505

Post reunification economic fluctuations in Germany : a real business cycle interpretation

Flor, Michael A. - 2014

We consider the cyclical properties of the German economy prior and after reunification in 1990 from the perspective of a real business cycle model. The model provides the framework for the selection and consistent measurement of the variables whose time series properties characterize the cycle....

Persistent link: https://www.econbiz.de/10010344497

On the efficiency of the gold market : results of a real-time forecasting approach

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: International review of financial analysis 32 (2014), pp. 95-108

Persistent link: https://www.econbiz.de/10010461517

Forecasting stock market volatility conditional on macroeconomic conditions.

Becker, Ralf; Clements, Adam - National Centre for Econometric Research (NCER) - 2007

This paper presents a GARCH type volatility model with a time-varying unconditional volatility which is a function of macroeconomic information. It is an extension of the SPLINE GARCH model proposed by Engle and Rangel (2005). The advantage of the model proposed in this paper is that the...

Persistent link: https://www.econbiz.de/10005416549

Real-time macroeconomic data and ex ante predictability of stock returns

Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - 2006

macroeconomic data. Our real-time macroeconomic data cover the period 1994-2005. We report three results. 1) Real-time macroeconomic … noisy real-time macroeconomic data would have been comparable to the performance of an investor who had access to revised … macroeconomic data. 3) In real time, it is important for an investor to know which real-time variable to use for predicting stock …

Persistent link: https://www.econbiz.de/10010295798