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  • Search: subject:"predictive information"
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Year of publication
Subject
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predictive information content 4 Recovery Theorem 3 Ross recovery 3 predictive information 3 real-world measure 3 state prices 3 state-price matrix 3 Football Rankings 2 Forecast 2 Forecasting model 2 Frühindikator 2 Hypothek 2 Leading indicator 2 Michigan Surveys of Consumers 2 Mortgage 2 Predictive Information 2 Prognose 2 Prognoseverfahren 2 USA 2 United States 2 Yield curve 2 Zinsstruktur 2 asymmetric loss 2 directional accuracy 2 directional forecasting 2 mortgage spread 2 term structure 2 unbiasedness 2 Consumer behaviour 1 Credit risk 1 Deutschland 1 Einführung 1 Football rankings 1 Germany 1 Implementation 1 Information 1 Information value 1 Informationswert 1 Interest rate 1 Konsumentenverhalten 1
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Online availability
All
Free 10
Type of publication
All
Article 7 Book / Working Paper 3
Type of publication (narrower categories)
All
Article 3 Article in journal 3 Aufsatz in Zeitschrift 3
Language
All
English 7 Undetermined 3
Author
All
Baghestani, Hamid 4 Backwell, Alex 3 Fair, Ray C. 2 Oster, John F. 2 Fair, Ray 1 Oster, John 1
Institution
All
School of Management, Yale University 2 Cowles Foundation for Research in Economics, Yale University 1
Published in...
All
Cogent Economics & Finance 2 Cogent economics & finance 2 Journal of Risk and Financial Management 2 Yale School of Management Working Papers 2 Cowles Foundation Discussion Papers 1 Journal of risk and financial management : JRFM 1
Source
All
RePEc 4 ECONIS (ZBW) 3 EconStor 3
Showing 1 - 10 of 10
Cover Image
On accuracy of survey forecasts of US mortgage spread
Baghestani, Hamid - In: Cogent Economics & Finance 6 (2018) 1, pp. 1-10
extension for future research is to explore whether the predictive information content of Blue Chip forecasts of the mortgage …
Persistent link: https://www.econbiz.de/10011988850
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Cover Image
On accuracy of survey forecasts of US mortgage spread
Baghestani, Hamid - In: Cogent economics & finance 6 (2018) 1, pp. 1-10
extension for future research is to explore whether the predictive information content of Blue Chip forecasts of the mortgage …
Persistent link: https://www.econbiz.de/10011905193
Saved in:
Cover Image
Do US consumer survey data help beat the random walk in forecasting mortgage rates?
Baghestani, Hamid - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-11
-2016. Our forecast evaluation test results indicate that the VAR forecasts generally embody useful predictive information above … that the VAR forecasts fail to outperform the random walk (but still contain distinct useful predictive information). In …
Persistent link: https://www.econbiz.de/10011988765
Saved in:
Cover Image
Do US consumer survey data help beat the random walk in forecasting mortgage rates?
Baghestani, Hamid - In: Cogent economics & finance 5 (2017) 1, pp. 1-11
–2016. Our forecast evaluation test results indicate that the VAR forecasts generally embody useful predictive information above … that the VAR forecasts fail to outperform the random walk (but still contain distinct useful predictive information). In …
Persistent link: https://www.econbiz.de/10011881588
Saved in:
Cover Image
State Prices and Implementation of the Recovery Theorem
Backwell, Alex - In: Journal of Risk and Financial Management 8 (2015) 1, pp. 2-16
It is generally held that derivative prices do not contain useful predictive information, that is, information relating …
Persistent link: https://www.econbiz.de/10011123677
Saved in:
Cover Image
State prices and implementation of the recovery theorem
Backwell, Alex - In: Journal of Risk and Financial Management 8 (2015) 1, pp. 2-16
It is generally held that derivative prices do not contain useful predictive information, that is, information relating …
Persistent link: https://www.econbiz.de/10011843250
Saved in:
Cover Image
State prices and implementation of the recovery theorem
Backwell, Alex - In: Journal of risk and financial management : JRFM 8 (2015) 1, pp. 2-16
It is generally held that derivative prices do not contain useful predictive information, that is, information relating …
Persistent link: https://www.econbiz.de/10011552860
Saved in:
Cover Image
College Football Rankings and Market Efficiency
Fair, Ray C.; Oster, John F. - Cowles Foundation for Research in Economics, Yale University - 2002
The results in this paper show that various college football ranking systems have useful independent information for predicting the outcomes of games. Optimal weights for the systems are estimated, and the use of these weights produces a predictive system that is more accurate than any of the...
Persistent link: https://www.econbiz.de/10005087406
Saved in:
Cover Image
Comparing the Predictive Information Content of College Football Rankings
Fair, Ray C.; Oster, John F. - School of Management, Yale University - 2002
The method in Fair and Shiller (1990) is used in this paper to compare the predictive information content of various …
Persistent link: https://www.econbiz.de/10005178468
Saved in:
Cover Image
College Football Rankings and Market Efficiency
Fair, Ray; Oster, John - School of Management, Yale University - 2002
The results in this paper show that various college football ranking systems have useful independent information for predicting the outcomes of games. Optimal weights for the systems are estimated, and the use of these weights produces a predictive system that is more accurate than any of the...
Persistent link: https://www.econbiz.de/10008853996
Saved in:
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