Similar Search Results - EconBiz

A nowcasting model for Canada : do U.S. variables matter?

Bragoli, Daniela; Modugno, Michele - 2016

the Bank of Canada, the The Organisation for Economic Co-operation and Development (OECD), and the survey collected by … Canada dramatically improves its predictive accuracy, mainly because of the absence of timely production data for Canada …. Moreover, Statistics Canada produces a monthly real GDP measure along with the quarterly one, and we show how to modify the …

Persistent link: https://www.econbiz.de/10011500346

Only winners in tough times repeat : hedge fund performance persistence over different market conditions

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - 2016 - This draft: March 2016

We provide novel evidence that hedge fund performance is persistent following weak hedge fund markets, but is not persistent following strong markets. Specifically, we construct two performance measures, DownsideReturns and UpsideReturns, conditioned on the level of overall hedge fund sector...

Persistent link: https://www.econbiz.de/10011500226

Fundamental arbitrage under the microscope : evidence from detailed hedge fund transaction data

Von Beschwitz, Bastian; Lunghi, Sandro; Schmidt, Daniel - 2021

Persistent link: https://www.econbiz.de/10012608636

Did US bank supervisors get tougher during the credit crunch? : Did they get easier during the banking boom? Did it matter to bank lending?

Berger, Allen N.; Kyle, Margaret K.; Scalise, Joseph M. - 2000

Persistent link: https://www.econbiz.de/10001512537

Empirical evidence on human capital spillovers

Rudd, Jeremy B. - 2000

Persistent link: https://www.econbiz.de/10001527018

The flypaper effect unstuck : evidence on endogenous grants from the federal highway aid program

Knight, Brian G. - 2000

Persistent link: https://www.econbiz.de/10001527069

Using treasury STRIPS to measure the yield curve

Sack, Brian - 2000

Persistent link: https://www.econbiz.de/10001534436

A study of the finite sample properties of EMM, GMM, QMLE, and MLE for a square-root interest rate diffusion model

Zhou, Hao - 2000

Persistent link: https://www.econbiz.de/10001534443

Pre-announcement effects, news, and volatility : monetary policy and the stock market

Bomfim, Antúlio N. - 2000

Persistent link: https://www.econbiz.de/10001537587

Are oil shocks inflationary? : Asymmetric and nonlinear specifications versus changes in regime

Hooker, Mark Allan - 1999

Persistent link: https://www.econbiz.de/10001450732

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