Narrow search
Showing 1 - 10 of 16
Cover Image
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Cover Image
An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample
Nonejad, Nima - In: Finance research letters 47 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013553686
Cover Image
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima - In: Journal of forecasting 36 (2017) 6, pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Cover Image
Forecasting aggregate stock market volatility using financial and macroeconomic predictors : Which models forecast best, when and why?
Nonejad, Nima - In: Journal of empirical finance 42 (2017), pp. 131-154
Persistent link: https://www.econbiz.de/10011808557
Cover Image
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima - In: International review of financial analysis 58 (2018), pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Cover Image
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Cover Image
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima - In: Quantitative finance 21 (2021) 8, pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Cover Image
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Cover Image
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima - In: International review of financial analysis 77 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
Cover Image
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012203664