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Examining the forecasting performance of a modified affine model with macroeconomic and latent factors

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Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis

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Assessing variations in foreign direct investments under international financial reporting standards (IFRS) adoption, macro-socioeconomic developments and credit ratings

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An explanation of spread's ability to predict economic activity : a regime switching model

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A robust pricing of specific structured bonds with coupons

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What are the international channels through which a US policy shock is transmitted to the world economies? : evidence from a time varying FAVAR

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Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread : a threshold vector error correction approach

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The yield spread's ability to forecast economic activity : what have we learned after 30years of studies?

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Heterogeneous effects in the international transmission of the US monetary policy : a factor-augmented VAR perspective

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Assessing variations in foreign direct investments under international financial reporting standards (IFRS) adoption, macro-socioeconomic developments and credit ratings

Daskalopoulos, Evangelos - 2020

The main purpose of this paper is to investigate the impact of an endogenous relationship between international financial reporting standards (IFRS) and sovereign credit ratings on the factors that determine foreign direct investments, by using an instrumental variable panel data framework. The...

Persistent link: https://www.econbiz.de/10012855007