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The European financial crisis : a challenge for ten-year German government bond yield forecasts?

Kunze, Frederik - In: International journal of bonds and derivatives 1 (2014) 2, pp. 171-185

Persistent link: https://www.econbiz.de/10011312441

Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market

Drakos, Anastassios A.; Diamandis, Panayotis F.; … - In: International journal of economics and finance 7 (2015) 11, pp. 25-38

Persistent link: https://www.econbiz.de/10011401093

Mixed-frequency cointegrating regressions with parsimonious distributed lag structures

Miller, J. Isaac - In: Journal of financial econometrics : official journal of … 12 (2014) 3, pp. 584-614

Persistent link: https://www.econbiz.de/10010391945

The role of regime shifts in the term structure of interest rates : further evidence from an emerging market

Saltoglu, Burak; Yazgan, Mustafa Ege - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 48-63

Persistent link: https://www.econbiz.de/10009714773

A note on the hidden risk of inflation

Shagi, Makram el-; Giesen, Sebastian - In: Journal of economic policy reform 17 (2014) 1, pp. 91-97

Persistent link: https://www.econbiz.de/10010358405

Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices

Gatarek, Lukasz; Hoogerheide, Lennart F.; Dijk, Herman … - 2014

cointegration model, of pairs of stock prices. We show the effect that using an encompassing prior under an orthogonal normalization …

Persistent link: https://www.econbiz.de/10010259626

Consumption, aggregate wealth and expected stock returns : an FCVAR approach

Quineche, Ricardo - In: Journal of time series econometrics 13 (2021) 1, pp. 21-42

Persistent link: https://www.econbiz.de/10012437824

A note on the empirical relation between oil prices and the value of the dollar

Marquez, Jaime R.; Merler, Silvia - In: Journal of risk and financial management : JRFM 13 (2020) 8/164, pp. 1-16

This paper offers an empirical characterization of the relation between the international price of oil and exchange rates that is both useful and reliable. Our characterization is useful because it rests on information of asset prices that are determined in functioning asset markets. Our...

Persistent link: https://www.econbiz.de/10012322360

Analysing interlinkages of Indian stock market with other emerging Asian markets

Goel, Himanshu; Narinder Pal Singh - In: International journal of economics and business … 22 (2021) 1, pp. 75-91

Persistent link: https://www.econbiz.de/10012597911

Are debt sustainability indicators based on time-series data useful for predicting crises?

Mersmann, Katharina; Westermann, Frank - In: FinanzArchiv : public finance analysis 76 (2020) 2, pp. 146-164

Persistent link: https://www.econbiz.de/10012602323