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Testing return predictability with the dividend-growth equation : an anatomy of the dog
Hjalmarsson, Erik; Kiss, Tamás - 2019
Persistent link: https://www.econbiz.de/10012064768
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Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik; Kiss, Tamás - In: Journal of applied econometrics 37 (2022) 7, pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
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Predictability in equity markets : estimation and inference
Kiss, Tamás - 2019
Persistent link: https://www.econbiz.de/10012292152
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Market participants or the random walk : who forecasts better? : evidence from micro-level survey data
Kiss, Tamás; Kladivko, Kamil; Silfverberg, Oliwer; … - 2023
We analyse micro-level data concerning four financial variables in Sveriges Riksbank's Prospera Survey to evaluate the accuracy of forecasts provided by professionals active in the Swedish fixed-income market. Our results indicate that for the SEK/EUR and SEK/USD exchange rates, and the...
Persistent link: https://www.econbiz.de/10013493010
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Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh; Kiss, Tamás; Österholm, Pär - In: Applied economics 54 (2022) 58, pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
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Fat tails in leading indicators
Kiss, Tamás; Österholm, Pär - In: Economics letters 193 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012509103
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Predicting returns and dividend growth : the role of non-Gaussian innovations
Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang - 2021
Persistent link: https://www.econbiz.de/10012605024
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Market participants or the random walk : who forecasts better? : evidence from micro-level survey data
Kiss, Tamás; Kladívko, Kamil; Silfverberg, Oliwer; … - In: Finance research letters 54 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014472721
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Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang; Österholm, Pär - In: Journal of forecasting 42 (2023) 2, pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
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Predicting returns and dividend growth : the role of non-Gaussian innovations
Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang - In: Finance research letters 46 (2022) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10013341435