Similar Search Results

Common cycles in volatility and cross section of stock returns

Barunik, Jozef; Kraicova, Lucie - 2017

We study the relationship between conditional quantiles of returns and the long-, medium- and short-term volatility in … the volatility time series provides us with new insights into the pricing of risk and increases the accuracy of our …

Persistent link: https://www.econbiz.de/10011722181

The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Yeganegi, Mohammad Reza; Hassani, Hossein; Gupta, Rangan - In: Journal of forecasting 42 (2023) 7, pp. 1690-1707

Persistent link: https://www.econbiz.de/10014432753

The global component of inflation volatility

Carriero, Andrea; Corsello, Francesco; Marcellino, … - In: Journal of applied econometrics 37 (2022) 4, pp. 700-721

Persistent link: https://www.econbiz.de/10013332682

The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses

Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661146

Forecasting crude oil futures prices using global macroeconomic news sentiment

Sadik, Zryan A.; Date, Paresh M.; Mitra, Gautam - In: IMA journal of management mathematics 31 (2020) 2, pp. 190-215

Persistent link: https://www.econbiz.de/10012181862

Jump Interdependencies : stochastic linkages among international stock markets

Kshatriya, Saranya; Prasanna, Krishna - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012822184

Openness-inflation Nexus in alternative monetary regimes

Lin, Pei-chien; Huang, Ho-chuan; Liu, Xiaojian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 35-53

Persistent link: https://www.econbiz.de/10013334615

Models of exchange rate expectations : heterogeneous evidence from panel data

Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - 1999

Persistent link: https://www.econbiz.de/10001365260

Models of exchange rate expectations : how much heterogeneity?

Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - In: Journal of international financial markets, … 13 (2003) 2, pp. 113-136

Persistent link: https://www.econbiz.de/10001950037

Prices and returns : role of inflation

Sun, Yulong - In: Journal of international money and finance 147 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015076055