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Geopolitical risk and global financial cycle : some forecasting experiments
Salisu, Afees A.; Omoke, Philip Chimobi; Sikiru, … - In: Journal of forecasting 42 (2023) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10013465757
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Macro-financial effects of monetary policy easing
Apostolakis, George N.; Giannellis, Nikolaos; … - In: Journal of forecasting 42 (2023) 3, pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
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Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man; Cheng, Yihan - In: Journal of forecasting 41 (2022) 8, pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
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Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar; Stephan, Andreas - In: Journal of forecasting 42 (2023) 8, pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
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International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - In: Journal of forecasting 32 (2013) 3, pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
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Efficient multistep forecast procedures for multivariate time series
Jouini, Tarek - In: Journal of forecasting 34 (2015) 7, pp. 604-618
Persistent link: https://www.econbiz.de/10011390494
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Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid; Cenesizoglu, Tolga; Grass, Gunnar; … - In: Journal of forecasting 43 (2024) 8, pp. 2982-3008
Persistent link: https://www.econbiz.de/10015110592
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Modelling and forecasting of exchange rate pairs using the Kalman filter
Date, Paresh; Maunthrooa, Janeeta - In: Journal of forecasting 44 (2025) 2, pp. 606-622
Persistent link: https://www.econbiz.de/10015374069
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Uncertainty and predictability of real housing returns in the United Kingdom : a regional analysis
Salisu, Afees A.; Gupta, Rangan; Ogbonna, Ahamuefula E.; … - In: Journal of forecasting 41 (2022) 7, pp. 1525-1556
Persistent link: https://www.econbiz.de/10013465713
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Nowcasting the state of the Italian economy : the role of financial markets
Ceci, Donato; Silvestrini, Andrea - In: Journal of forecasting 42 (2023) 7, pp. 1569-1593
Persistent link: https://www.econbiz.de/10014432723