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Oil prices, US stock return, and the dependence between their quantiles

Sim, Nicholas; Zhou, Hongtao - In: Journal of banking & finance 55 (2015), pp. 1-8

Persistent link: https://www.econbiz.de/10011377836

A nonlinear approach for modeling and forecasting US business cycles

Bouali, Meriam; Nasr, Adnen Ben; Trabelsi, Abdelwahed - In: International economic journal 30 (2016) 1, pp. 39-74

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Forecasting dynamically asymmetric fluctuations of the U.S. business cycle

Zanetti Chini, Emilio - In: International journal of forecasting 34 (2018) 4, pp. 711-732

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The estimation uncertainty of permanent-transitory decompositions in cointegrated systems

Schreiber, Sven - 2011 - this version: February 2011

datain that period. To calculate asymptotically valid confidence intervals we use the delta method and two bootstrap variants … Bootstrap-Varianten. Zur Illustration analysieren wir die Unsicherheit der geschätzten Produktionslücken in den USA, in einem …

Persistent link: https://www.econbiz.de/10009530402

Do mutual fund managers time market liquidity?

Cao, Charles Q.; Simin, Timothy T.; Wang, Ying - In: Journal of financial markets 16 (2013) 2, pp. 279-307

Persistent link: https://www.econbiz.de/10009750786

How to make a profitable trading strategy more profitable?

Chong, Terence Tai-Leung; Lam, Tau-hing - In: The Singapore economic review : journal of the Economic … 58 (2013) 3, pp. 1-17

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Persistence in variance, structural change, and the GARCH model

Lamoureux, Christopher G. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 225-234

Persistent link: https://www.econbiz.de/10001086686

Housing and stock market nexus in the US

Lin, Feng-Li; Wang, Mei-Chih; Kung, Hsien-Hung - In: European research studies 23 (2020) 3, pp. 114-130

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The efficiency in liquidity measures during the US monetary announcements

Vortelinos, Dimitrios I.; Gillas, Konstantinos Gkillas; … - In: Theoretical economics letters 8 (2018) 1, pp. 98-110

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Detecting bubbles in the US stock market : a new evidence from the bootstrap cointegration test in ESTAR error correction model

Cagli, Efe Çaglar; Mandacı, Pınar Evrım - In: The empirical economics letters : a monthly … 16 (2017) 9, pp. 941-950

Persistent link: https://www.econbiz.de/10011907050