Narrow search
Showing 1 - 10 of 1,124,662
Cover Image
A test of the international CAPM using business cycles indicators as instrumental variables
Dumas, Bernard - 1994
Persistent link: https://www.econbiz.de/10000884517
Cover Image
A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables
Dumas, Bernard - 1994
Previous work by Dumas and Solnik (1993) has shown that a CAPM which incorporates foreign-exchange risk premia (a so …-called 'international CAPM') is better capable empirically of explaining the structure of worldwide rates of return than does the classic … CAPM. In the specification of that test, moments of rates of return were allowed to vary over time in relation to a number …
Persistent link: https://www.econbiz.de/10012474279
Cover Image
A Test of the International CAPM Using Business Cycles Indicators as Instrumental Variables
Dumas, Bernard - 2000
Previous work by Dumas and Solnik (1993) has shown that a CAPM which incorporates foreign-exchange risk premia (a so …-called 'international CAPM') is better capable empirically of explaining the structure of worldwide rates of return than does the classic … CAPM. In the specification of that test, moments of rates of return were allowed to vary over time in relation to a number …
Persistent link: https://www.econbiz.de/10012788525
Cover Image
Real-time signal extraction with regularized multivariate direct filter approach
Buss, Ginters - In: Journal of forecasting 35 (2016) 3, pp. 206-216
Persistent link: https://www.econbiz.de/10011580266
Cover Image
The role of credit in predicting US recessions
Ponka, Harri - In: Journal of forecasting 36 (2017) 5, pp. 469-482
Persistent link: https://www.econbiz.de/10011860598
Cover Image
Constructing a high-frequency World Economic Gauge using a mixed-frequency dynamic factor model
Chua, Chew Lian; Tsiaplias, Sarantis; Zhou, Ruining - In: Journal of forecasting 43 (2024) 6, pp. 2212-2227
Persistent link: https://www.econbiz.de/10015110401
Cover Image
Forecasting US economic growth in downturns using cross-country data
Lyu, Yifei; Nie, Jun; Yang, Shu-Kuei X. - In: Economics letters 198 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012605756
Cover Image
Do leading indexes really influence the probability of Australian business cycle phase shifts?
Layton, Allan P. - 1996
Persistent link: https://www.econbiz.de/10000610231
Cover Image
Detecting and predicting economic accelerations, recessions, and normal growth periods in real-time
Proano, Christian - 2013
The dichotomous characterization of the business cycle in recessions and expansions has been central in the literature over the last fifty years. However, there are various reasons to question the adequacy of this dichotomous approach for our understanding of business cycle dynamics, as well as...
Persistent link: https://www.econbiz.de/10010240802
Cover Image
Predicting business cycle phases by professional forecasters : are they useful?
Iizuka, Nobuo - 2013
Persistent link: https://www.econbiz.de/10010221644