Similar Search Results - EconBiz

Precious metals and inflation

Taylor, Nicholas - In: Applied financial economics 8 (1998) 2, pp. 201-210

Persistent link: https://www.econbiz.de/10001244110

On the effects of private information on volatility

Opschoor, Anne; Wel, Michel van der; Dijk, Dick van; … - 2011 - This version: May 9, 2011

We study the impact of private information on volatility in financial markets. We develop a comprehensive framework to investigate this link while controlling for the effects of both public information (such as macroeconomic news releases) and private information on prices and the effects of...

Persistent link: https://www.econbiz.de/10011386466

Modeling discontinuous periodic conditional volatility : evidence from the commodity futures market

Taylor, Nicholas - In: The journal of futures markets 24 (2004) 9, pp. 805-834

Persistent link: https://www.econbiz.de/10002145942

The determinants of future US monetary policy : high-frequency evidence

Taylor, Nicholas - In: Journal of money, credit and banking : JMCB 42 (2010) 2/3, pp. 399-420

Persistent link: https://www.econbiz.de/10003962343

Market and idiosyncratic volatility : high frequency dynamics

Taylor, Nicholas - In: Applied financial economics 20 (2010) 7/9, pp. 739-751

Persistent link: https://www.econbiz.de/10009009310

On the effects of private information on volatility

Opschoor, Anne; Wel, Michel van der; Dijk, Dick van; … - 2011

We study the impact of private information on volatility in financial markets. We develop a comprehensive framework to investigate this link while controlling for the effects of both public information (such as macroeconomic news releases) and private information on prices and the effects of...

Persistent link: https://www.econbiz.de/10009126682

Forecast accuracy and effort : the case of US inflation rates

Taylor, Nicholas - In: Journal of forecasting 30 (2011) 7, pp. 644-665

Persistent link: https://www.econbiz.de/10009380002

Economic forecast quality and publication lags

Taylor, Nicholas - In: The Manchester School 81 (2013) 4, pp. 518-549

Persistent link: https://www.econbiz.de/10009783954

A note on the importance of overnight information in risk management models

Taylor, Nicholas - In: Journal of banking & finance 31 (2007) 1, pp. 161-180

Persistent link: https://www.econbiz.de/10003403190

Can idiosyncratic volatility help forecast stock market volatility?

Taylor, Nicholas - In: International journal of forecasting 24 (2008) 3, pp. 462-479

Persistent link: https://www.econbiz.de/10003764116

A service of the