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Valuation ratios and long-horizon stock price predictability
Rapach, David E.; Wohar, Mark E. - In: Journal of applied econometrics 20 (2005) 3, pp. 327-344
Persistent link: https://www.econbiz.de/10002807202
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Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.; Strauss, Jack - In: Journal of applied econometrics 23 (2008) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
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An endogenously clustered factor approach to international business cycles
Francis, Neville; Owyang, Michael T.; Savascin, Ozge - In: Journal of applied econometrics 32 (2017) 7, pp. 1261-1276
Persistent link: https://www.econbiz.de/10011862595
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Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.; Owyang, Michael T. - In: Journal of applied econometrics 37 (2022) 7, pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
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Contagious switching
Owyang, Michael T.; Piger, Jeremy Max; Soques, Daniel - In: Journal of applied econometrics 37 (2022) 2, pp. 415-432
Persistent link: https://www.econbiz.de/10013165246
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Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.; Strauss, Jack K. - In: Journal of applied econometrics 23 (2008) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10007915187
Cover Image
Valuation ratios and long-horizon stock price predictability
Rapach, David E.; Wohar, Mark E. - In: Journal of applied econometrics 20 (2005) 3, pp. 327-344
Persistent link: https://www.econbiz.de/10006960025