Narrow search
Showing 1 - 10 of 42
Cover Image
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2016
Persistent link: https://www.econbiz.de/10011518800
Cover Image
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Cover Image
Forecasting bond yields with segmented term structure models
Almeida, Caio; Ardison, Kym; Kubudi, Daniela; Simonsen, Axel - In: Journal of financial econometrics : official journal of … 16 (2018) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Cover Image
Forecasting the Brazilian term structure using macroeconomic factors
Faria, Adriano; Almeida, Caio - In: Brazilian review of econometrics : BRE ; the review of … 34 (2014) 1, pp. 45-77
Persistent link: https://www.econbiz.de/10011538688
Cover Image
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Cover Image
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav; Schaumburg, Ernst - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Cover Image
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G. - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Cover Image
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Cover Image
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, Jose - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Cover Image
A hybrid spline-based parametric model for the yield curve
Faria, Adriano; Almeida, Caio - In: Journal of economic dynamics & control 86 (2018), pp. 72-94
Persistent link: https://www.econbiz.de/10011973855