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JEL Code: G1
13,114,236 Total downloads
Showing Papers 13,151 - 13,200 of 36,963
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Forecasting Economic Fundamentals and Stock Returns with Equity Market Order Flows
Nuri Volkan Kayacetin and
Aditya Kaul
Date Posted: March 05, 201269 downloads
Forecasting Emerging Market Exchange Rates from Foreign Equity Options Journal of Financial Research, Forthcoming
Steve Swidler and
Ting-Heng Chu
Date Posted: June 19, 2001
Forecasting EREIT Returns Journal of Real Estate Portfolio Management, Vol. 13, No. 4, 2007, Swiss Finance Institute Research Paper No. 07-35
Camilo Serrano
and
Martin Hoesli
Date Posted: October 17, 2007Last Revised: September 25, 2009212 downloads
Forecasting Exchange Rate Volatility: The Superior Performance of Conditional Combinations of Time Series and Option Implied Forecasts
Guillermo Benavides and
Carlos Capistrán
Date Posted: August 29, 2008Last Revised: January 20, 2009129 downloads
Forecasting Exchange Rates Using General Regression Neural Networks
Mark T. Leung ,
An-Sing Chen and
Hazem Daouk
Date Posted: January 17, 20001199 downloads
Forecasting Exchange Rates Using General Regression Neural Networks Computers & Operations Research
Mark T. Leung and
Hazem Daouk
Date Posted: October 01, 2000
Forecasting Exchange Rates: An Investor Perspective CESifo Working Paper Series No. 4238
Michael Melvin ,
John Prins
and
Duncan D. Shand
Date Posted: May 22, 201367 downloads
Forecasting Expected Shortfall with a Generalized Asymmetric Student-T Distribution CIRANO - Scientific Publications Paper No. 2009s-24
Dongming Zhu
and
John W. Galbraith
Date Posted: November 12, 200966 downloads
Forecasting Financial Distress by the Semiparametric Logistic Scoring
Abdejelil Farhat
and
Sami Mestiri
affiliation not provided to SSRN
and
Research Unit: Applied Economics and Simulation
Date Posted: April 10, 201182 downloads
Forecasting Financial Market Volatility: A Review
Clive W. J. Granger and
Ser-Huang Poon
Date Posted: June 15, 20013193 downloads
Forecasting Financial Stress De Nederlandsche Bank Working Paper No. 292
Jan Willem Slingenberg
and
Jakob de Haan
Date Posted: November 01, 2011117 downloads
Forecasting Foreign Exchange Rate Assuming PPP Conditions: Empirical Evidence Using VAR Estudios Gerenciales. Journal of Management and Economics of Iberoamerica, Vol. 25, No. 113, pp. 211-226, October-December 2009. (Spanish version)
Catherine Fayad
,
Roberto Fortich and
Ignacio Velez-Pareja
affiliation not provided to SSRN
,
Universidad Tecnologica de Bolivar Department of Finance and International Business - Instituto de Estudios para el Desarrollo (IDE)
and
Master Consultores
Date Posted: May 09, 2009Last Revised: February 16, 2010247 downloads
Forecasting Foreign Exchange Rate in Colombia Assuming PPP Conditions: Empirical Evidence Using VAR (in Spanish) Estudios Gerenciales. Journal of Management and Economics of Iberoamerica, Vol. 25, No. 113, pp. 211-226, October-December 2009
Catherine Fayad
,
Roberto Fortich and
Ignacio Velez-Pareja
affiliation not provided to SSRN
,
Universidad Tecnologica de Bolivar Department of Finance and International Business - Instituto de Estudios para el Desarrollo (IDE)
and
Master Consultores
Date Posted: February 20, 2009Last Revised: February 16, 2010360 downloads
Forecasting FOREX Volatility in Turbulent Times Global Journal of Business Research, Vol. 5, No. 1, pp. 27-38, 2011
Rajesh Mohnot
affiliation not provided to SSRN
Date Posted: June 29, 201194 downloads
Forecasting Fundamental Stock Price Distributions Simon Fraser University Working Paper No. 96-2, Sauder School of Business Working Paper
R. Glen Donaldson and
Mark J. Kamstra
Date Posted: October 30, 2000851 downloads
Forecasting Future Volatility from Option Prices under the Stochastic Volatility Model KAIST Business School Working Paper Series No. 2009-004
Suk-Joon Byun
,
Sol Kim
and
Dongwoo Rhee
affiliation not provided to SSRN
Date Posted: June 09, 2009176 downloads
Forecasting Gold Price Changes: Rolling and Recursive Neural Network Models Journal of Multinational Financial Management, Vol. 18, No. 5, pp. 477-487, 2008
Antonino Parisi
,
Franco Parisi and
David Diaz
affiliation not provided to SSRN
,
University of Chile
and
Universidad de Chile - Escuela de Economia y Negocios
Date Posted: July 30, 2011
Forecasting Government Bond Risk Premia Using Technical Indicators 25th Australasian Finance and Banking Conference 2012
Jeremy Goh ,
Fuwei Jiang
,
Jun Tu
and
Guofu Zhou
Date Posted: August 22, 2011Last Revised: December 12, 2012272 downloads
Forecasting Heavy‐Tailed Densities with Positive Edgeworth and Gram‐Charlier Expansions Oxford Bulletin of Economics and Statistics, Vol. 74, Issue 4, pp. 600-627, 2012
Trino‐Manuel Ñíguez and
Javier Perote
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: July 05, 2012
Forecasting Hedge Funds Volatility: A Markov Regime-Switching Approach
Szabolcs Blazsek
affiliation not provided to SSRN
Date Posted: February 28, 2011108 downloads
Forecasting Hedge Funds Volatility: A Risk Management Approach
Paulo Rui P. Vitor Monteiro
Date Posted: July 29, 2004787 downloads
Forecasting High-Yield Bond Spreads Using the Loan Market as Leading Indicator KOF Working Papers No. 328
Banu Simmons-Süer
Date Posted: February 09, 201334 downloads
Forecasting Implied Volatility Surfaces University of St. Gallen, Department of Economics, Discussion Paper No. 2007-42
Francesco Audrino
and
Dominik Colangelo
Date Posted: November 25, 2007Last Revised: November 23, 2008535 downloads
Forecasting Inflation and the Inflation Risk Premium using Nominal Yields
Bruno Feunou
and
Jean-Sebastien Fontaine
Date Posted: October 16, 2012Last Revised: December 05, 201258 downloads
Forecasting Interest Rates with Futures Contracts Using Macroeconomic and Financial Variables Banque de France Working Paper No. 193
Jerome Coffinet
Date Posted: September 22, 201061 downloads
Forecasting Interest Rates with Shifting Endpoints Tinbergen Institute Discussion Paper 12-076/4
Dick J. C. van Dijk ,
Siem Jan Koopman ,
Michel van der Wel
and
Jonathan H. Wright
Date Posted: July 27, 2012Last Revised: April 17, 2013103 downloads
Forecasting Investment-Grade Credit-Spreads - A Regularized Approach
Thiago de Oliveira Souza
Date Posted: November 14, 201168 downloads
Forecasting Liquidity-Adjusted Intraday Value-at-Risk with Vine Copulas Journal of Banking & Finance, Volume 37, Issue 9, pp. 3334-3350, September 2013
Gregor N. F. Weiss
and
Hendrik Supper
Date Posted: March 02, 2012Last Revised: June 14, 2013168 downloads
Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework Board of Governors of the Federal Reserve System Finance and Economics DiscussionSeries FEDS Paper Number: 96-4
Chunsheng Zhou
Date Posted: July 08, 1998
Forecasting Market Crashes: Does Density Specification Matter? Applied Econometrics and International Development, Vol. 8, No. 1, 2008
Esther Del Brio
and
Javier Perote
Date Posted: December 01, 20083 downloads
Forecasting Monetary Policy in Switzerland: Some Empirical Assistance Financial Markets and Portfolio Management, Vol. 19, No. 2, pp. 198-209, 2005
Thorsten Hock
Date Posted: September 06, 2005
Forecasting Multivariate Volatility Using the Varfima Model on Realized Covariance Cholesky Factors Journal of Economics and Statistics, Vol. 231, No. 1, pp. 134-152, 2011, ECARES working paper 2010‐041,
Roxana Halbleib-Chiriac
and
Valeri Voev
Date Posted: November 03, 2010Last Revised: October 25, 201179 downloads
Forecasting Nigerian Stock Exchange Returns: Evidence from Autoregressive Integrated Moving Average (ARIMA) Model
Emenike Kalu O.
Date Posted: July 22, 2010181 downloads
Forecasting Oil Price Movements: Exploiting the Information In the Future Market CEIS Working Paper No. 101
Andrea Coppola
Date Posted: March 07, 2007116 downloads
Forecasting One-Day-Ahead VaR and Intra-Day Realized Volatility in the Athens Stock Exchange Market Managerial Finance, 2005
Timotheos Angelidis
and
Stavros Antonios Degiannakis
Date Posted: September 12, 2005251 downloads
Forecasting P/E Ratios for the Indian Capital Market Decision, Vol. 28, No. 1, pp. 131-144, Jan-Jun 2001
Sanjay Sehgal
and
Balakrishnan Ilango
Date Posted: May 06, 2009
Forecasting Portfolio Risk in Normal and Stressed Markets
Vineer Bhansali and
Mark B. Wise
Date Posted: November 28, 2001666 downloads
Forecasting Portfolio Risk in Normal and Stressed Markets Journal of Risk, Vol. 4, No. 1, Fall 2001
Vineer Bhansali and
Mark B. Wise
Date Posted: January 17, 2002
Forecasting Power of Implied Volatility: Evidence from Individual Equities
Jonathan M. Godbey
and
James W. Mahar
Date Posted: August 01, 2005661 downloads
Forecasting Profitability And Earnings CRSP Working Paper No. 456
Eugene F. Fama and
Kenneth R. French
Date Posted: November 13, 19976676 downloads
Forecasting Profitability and Earnings Journal of Business, Vol. 73, No. 2, April 2000
Eugene F. Fama and
Kenneth R. French
Date Posted: March 10, 2000
Forecasting Real Estate Prices Handbook of Economic Forecasting: Vol II, G. Elliott and A. Timmermann, eds., Elsevier, 2012
Eric Ghysels ,
Alberto Plazzi ,
Walter N. Torous and
Rossen I. Valkanov
Date Posted: April 21, 2013112 downloads
Forecasting Realized Volatility with Linear and Nonlinear Models
Michael McAleer and
Marcelo C. Medeiros
Date Posted: November 01, 2009439 downloads
Forecasting Returns: New European Evidence
Steven J. Jordan
,
Andrew Vivian
and
Mark E. Wohar
affiliation not provided to SSRN
,
Loughborough University
and
University of Nebraska at Omaha
Date Posted: November 07, 2012191 downloads
Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High Frequency Index Returns Lancaster University Management School, Accounting and Finance Working Paper No. 99/014
Bevan Blair ,
Ser-Huang Poon and
Stephen J. Taylor
Date Posted: October 29, 19991236 downloads
Forecasting S&P 100 Volatility: The Incremental Information Content of Implied Volatilities and High Frequency Index Returns Journal of Econometrics, Forthcoming
Bevan Blair ,
Ser-Huang Poon and
Stephen J. Taylor
Date Posted: October 17, 2001
Forecasting SMI Volatility: The Information Content of Daily Returns, High Frequency Returns and Implied Volatilities EFMA 2004 BASEL MEETINGS, Forthcoming
Andreas Bloechlinger
Date Posted: May 09, 2004Last Revised: April 29, 2008213 downloads
Forecasting Sovereign Default risk with Merton’s Model
Johan G. Duyvesteyn
and
Martin Martens
Date Posted: May 14, 2011Last Revised: October 17, 2012320 downloads
Forecasting Spot Interest Rate Volatility EFA 2000 Meetings Paper No. 0095
Miguel A. Ferreira
Date Posted: March 27, 2000775 downloads
Forecasting Spot Price Volatility Using the Short-Term Forward Curve
Erik Haugom
and
Carl J. Ullrich
affiliation not provided to SSRN
and
Virginia Polytechnic Institute & State University - Department of Finance, Insurance, and Business Law
Date Posted: December 05, 2010Last Revised: January 27, 201185 downloads
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