Narrow search
Showing 1 - 10 of 55
Cover Image
Does consumer sentiment accurately forecast UK household consumption? Are there any comparisons to be made with the US?
Easaw, Joshy Z.; Garratt, Dean; Heravi, Saeed M. - In: Journal of macroeconomics 27 (2005) 3, pp. 517-532
Persistent link: https://www.econbiz.de/10007637827
Cover Image
Evaluating consumer sentiments as predictors of UK household consumption behavior - Are they accurate and useful?
Easaw, Joshy Z.; Heravi, Saeed M. - In: International journal of forecasting 20 (2004) 4, pp. 671-682
Persistent link: https://www.econbiz.de/10006961485
Cover Image
Volatility forecasting for risk management
Brooks, Chris; Persand, Gita - In: Journal of forecasting 22 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10006891183
Cover Image
Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange
Brooks, Chris; Katsaris, Apostolos - In: Bulletin of economic research 55 (2003) 4, pp. 319-346
Persistent link: https://www.econbiz.de/10006649825
Cover Image
The Cross-Currency Hedging Performance of Implied Versus Statistical Forecasting Models
Brooks, Chris; Chong, James - In: The journal of futures markets 21 (2001) 11, pp. 1043-1070
Persistent link: https://www.econbiz.de/10006830892
Cover Image
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris; Burke, Simon P. - In: Economics letters 61 (1998) 3, pp. 273-278
Persistent link: https://www.econbiz.de/10006787345
Cover Image
RISK MEASUREMENT AND MANAGEMENT - Model Choice and Value-at-Risk Performance - Analysis of methods for determining market-based capital risk requirements raises questions about some commonly used measures of firm risk.
Brooks, Chris; Persand, Gita - In: Financial analysts' journal : FAJ 58 (2002) 5, pp. 87-97
Persistent link: https://www.econbiz.de/10006262180
Cover Image
Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates
Brooks, Chris; Rew, Alistair G. - In: Economic modelling 19 (2002) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10006269872
Cover Image
Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia
Brooks, Chris; Henry, Olan T. - In: Economic modelling 17 (2000) 4, pp. 497-514
Persistent link: https://www.econbiz.de/10006283495
Cover Image
The Effect of Asymmetries on Optimal Hedge Ratios
Brooks, Chris; Henry, Olan T.; Persand, Gita - In: The journal of business : B 75 (2002) 2, pp. 333-352
Persistent link: https://www.econbiz.de/10006034660