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Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators
Wu, Shue-Jen; Lee, Wei-Ming - In: Finance research letters 13 (2015), pp. 196-204
Persistent link: https://www.econbiz.de/10011552511
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Predictability of economic slowdowns in advanced countries over eight centuries : the role of climate risks
Gupta, Rangan; Nel, Jacobus; Salisu, Afees A.; Ji, Qiang - In: Finance research letters 54 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014472761
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Can municipal bonds hedge US state-level climate risks?
Polat, Onur; Gupta, Rangan; Cepni, Oguzhan; Ji, Qiang - In: Finance research letters 67 (2024) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10015062613
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Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
Turatti, Douglas Eduardo; Mendes, Fernando Henrique de … - In: Finance research letters 34 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012436908
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An infinite hidden Markov model with GARCH for short-term interest rates
Li, Chenxing; Yang, Qiao - In: Finance research letters 80 (2025), pp. 1-18
Persistent link: https://www.econbiz.de/10015422517
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Is fertility a leading indicator for stock returns?
Verdickt, Gertjan - In: Finance research letters 33 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012430904
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Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins; Tiwari, Aviral Kumar; … - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
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A closer look at the regime-switching evidence of bull and bear markets
Kirby, Chris - In: Finance research letters 52 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472216
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Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model
Gao, Lingbo; Ye, Wuyi; Guo, Ranran - In: Finance research letters 48 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013459321
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Forecasting US recessions using over 150 years of data : stock-market moments versus oil-market moments
Bouri, Elie; Gupta, Rangan; Pierdzioch, Christian; … - In: Finance research letters 69 (2024) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10015191431