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Forecasting exchange rates using cointegration models and intra-day data
Trapletti, Adrian; Geyer, Alois; Leisch, Friedrich - In: Journal of forecasting 21 (2002) 3, pp. 151-166
Persistent link: https://www.econbiz.de/10001662952
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The Black-Litterman approach and views from predictive regressions : theory and implementation
Geyer, Alois; Lučivjanská, Katarína - In: The journal of portfolio management : a publication of … 42 (2016) 4, pp. 38-48
Persistent link: https://www.econbiz.de/10011686085
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Inflation forecasts extracted from nominal and real yield curves
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 180-188
Persistent link: https://www.econbiz.de/10011627436
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Inflation Forecasts Extracted from Nominal and Real Yield Curves
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - 2018
he aim of this paper is to evaluate the performance of inflation forecasts backed out from the nominal and real yield curves in the United Kingdom. We use the Nelson-Siegel (NS) framework to model the break-even inflation term structure, and we also consider the one-day break-even inflation...
Persistent link: https://www.econbiz.de/10014188113