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Interest rate expectations and short-term hedging
Copley, Ronald E. - In: The journal of economics 11 (1985), pp. 122-126
Persistent link: https://www.econbiz.de/10001438829
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A new time-varying parameter autoregressive model for U.S. inflation expectations
Lanne, Markku; Luoto, Jani - In: Journal of money, credit and banking : JMCB 49 (2017) 5, pp. 969-995
Persistent link: https://www.econbiz.de/10011946516
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On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M. - In: Economic modelling 53 (2016), pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
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Core and "crust" : consumer prices and the term structure of interest rates
Ajello, Andrea; Benzoni, Luca; Chyruk, Olena - In: The review of financial studies 33 (2020) 8, pp. 3719-3765
Persistent link: https://www.econbiz.de/10012249751
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Forecasting volatility using historical data
Figlewski, Stephen - 1994
Persistent link: https://www.econbiz.de/10000952027
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Forecasting the S&P 500 index volatility
Chen, An-sing - In: International review of economics & finance : IREF 6 (1997) 4, pp. 391-404
Persistent link: https://www.econbiz.de/10001235520
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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The time variation of expected returns and volatility in foreign-exchange markets
Bekaert, Geert - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 397-408
Persistent link: https://www.econbiz.de/10001190299
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Markov switching in GARCH processes and mean-reverting stock-market volatility
Dueker, Michael - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 26-34
Persistent link: https://www.econbiz.de/10001214324