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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Prognoseverfahren"
~subject:"Volatility"
~type_genre:"Working Paper"
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Prognoseverfahren
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Marcellino, Massimiliano
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5
Kilian, Lutz
5
Ludvigson, Sydney C.
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Sarno, Lucio
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Valente, Giorgio
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Bianchi, Francesco
3
Fernández-Villaverde, Jesús
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Gambetti, Luca
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3
Massa, Massimo
3
Reichlin, Lucrezia
3
Rossi, Barbara
3
Rubio-Ramírez, Juan Francisco
3
Andreou, Elena
2
Antolin-Diaz, Juan
2
Ball, Ryan
2
Baumeister, Christiane
2
Benk, Szilárd
2
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2
Campbell, John Y.
2
Carriero, Andrea
2
Clark, Todd E.
2
Forni, Mario
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Gadea, María Dolores
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2
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2
Nieuwerburgh, Stijn van
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2
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8
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ECONIS (ZBW)
124
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1
Greek closed-end fund premia : differences and similarities with US premia and their implications
Hardouvelis, Gikas A.
;
Tsiritakis, Emmanuel D.
-
1996
Persistent link: https://www.econbiz.de/10000940135
Saved in:
2
Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P.
-
1988
Persistent link: https://www.econbiz.de/10000747918
Saved in:
3
Endogenous market thinness and stock price volatility
Pagano, Marco
-
1986
Persistent link: https://www.econbiz.de/10000705299
Saved in:
4
Board diversity and firm performance volatility
Giannetti, Mariassunta
;
Zhao, Mengxin
-
2016
Persistent link: https://www.econbiz.de/10011482207
Saved in:
5
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
6
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
7
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
-
2016
Persistent link: https://www.econbiz.de/10011524318
Saved in:
8
Forecast rationality tests in the presence of instabilities, with applications to federal reserve and survey forecasts
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2016
Persistent link: https://www.econbiz.de/10011524322
Saved in:
9
Nonlinearity and flight-to-safety in the risk-return tradeoff for stocks and bonds
Adrian, Tobias
;
Crump, Richard K.
;
Vogt, Erik
-
2016
Persistent link: https://www.econbiz.de/10011524447
Saved in:
10
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Kilian, Lutz
;
Lee, Thomas
-
2015
Persistent link: https://www.econbiz.de/10011346927
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