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JEL Code: C53
362,451 Total downloads
Showing Papers 351 - 400 of 2,081
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Can the Evolution of Implied Volatility Be Forecasted? Evidence from European and U.S. Implied Volatility Indices Journal of Banking and Finance, Vol. 32, No. 11, 2008
Eirini Konstantinidi
,
George S. Skiadopoulos and
Emilia Tzagkaraki
Date Posted: March 04, 2007Last Revised: October 24, 2008
Can the Fed Predict the State of the Economy?
Tara M. Sinclair
,
Frederick Joutz and
H.O. Stekler
Date Posted: December 09, 2009Last Revised: March 14, 201034 downloads
Can the IMF`s Medium-Term Growth Projections be Improved? IMF Working Paper No. 04/203
Catia Batista and
Juan Zalduendo
Date Posted: February 09, 200647 downloads
Can the Information Content of Share Repurchases Improve the Accuracy of Equity Premium Predictions?
Dimitris Andriosopoulos
,
Dimitris K. Chronopoulos
and
Fotios I. Papadimitriou
Date Posted: March 14, 2012Last Revised: April 01, 2013156 downloads
Can the Performance of Structural Corporate Bond Models Be Improved?
Craig W. Holden and
Zhongyan Zhu
Date Posted: March 19, 2010123 downloads
Can the VIX Signal Market's Direction? An Asymmetric Dynamic Strategy
Alessandro Paolo Luigi Cipollini
and
Antonio Manzini
Date Posted: June 27, 20071478 downloads
Can US Economic Variables Predict the Chinese Stock Market? Pacific-Basin Finance Journal, Forthcoming
, 24th Australasian Finance and Banking Conference 2011 Paper
Jeremy Goh ,
Fuwei Jiang
,
Jun Tu
and
Yuchen Wang
Date Posted: August 27, 2011Last Revised: November 26, 201280 downloads
Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective Manchester Business School Research Paper No. 608
Massimo Guidolin and
Stuart Hyde
Date Posted: October 13, 201099 downloads
Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective Federal Reserve Bank of St. Louis Working Paper No. 2010-002B
Massimo Guidolin and
Stuart Hyde
Date Posted: January 09, 2010Last Revised: September 01, 2010193 downloads
Can We Beat the Random Walk in Forecasting CEE Exchange Rates?
Jakub Muck
and
Pawel Skrzypczynski
Date Posted: October 19, 201219 downloads
Can We Consistently Forecast a Firm's Earnings? Using Combination Forecast Methods to Predict the EPS of Dow Firms Journal of Economics and Finance, 2012
Naresh Bansal
,
Jack Strauss and
Alireza Nasseh
Date Posted: May 14, 2012
Candidates' Personality and the Outcome of U.S. Presidential Elections
Andreas Graefe
Date Posted: April 06, 201314 downloads
Capital Requirements for Over-the-Counter Derivatives Central Counterparties IMF Working Paper No. 13/3
Jay Surti
and
Li Lin
Date Posted: February 13, 201318 downloads
Capital Requirements for Over-the-Counter Derivatives Central Counterparties IMF Working Paper No. 13/3
Li Lin
and
Jay Surti
affiliation not provided to SSRN
and
International Monetary Fund (IMF)
Date Posted: February 28, 201325 downloads
Capital Structure Arbitrage: An Analysis of the Australian CDS Market Finance and Corporate Governance Conference 2011 Paper
Jiri Svec
and
Nick Reeves
affiliation not provided to SSRN
Date Posted: December 15, 2010Last Revised: February 13, 2011220 downloads
Capitalisation Effects in Forecasting UK Stock Returns
Daniele Massacci
Date Posted: July 07, 2012Last Revised: August 01, 201227 downloads
Capturing Downside Risk in Financial Markets: The Case of the Asian Crisis Working Paper No. 2
Rachel A.J. Pownall and
Kees C. G. Koedijk
Date Posted: January 04, 2000
Caught in the Housing Crash: Model Failure or Management Failure?
Gunter Löffler
Date Posted: January 13, 2009Last Revised: October 10, 2011455 downloads
Causal Slaving of the U.S. Treasury Bond Yield Antibubble by the Stock Market Antibubble of August 2000
Wei-Xing Zhou
and
Didier Sornette
Date Posted: March 26, 200496 downloads
Causality Relationship between Macroeconomic Variables and Stock Market Development: Evidence from Bahrain The International Journal of Business and Finance Research, v. 7 (1) p. 69-84
Hisham Handal Abdelbaki
Date Posted: January 29, 201373 downloads
Causes of Defined Benefit Pension Scheme Funding Ratio Volatility and Average Contribution Rates Annals of Actuarial Science, Vol. 6, No. 1, pp. 76-102, 2011
Adam Butt
Date Posted: January 02, 2013
Causes of New Zealand Finance Company Collapses: A Brief Review
Noel Yahanpath
and
John Cavanagh
Date Posted: August 09, 2011257 downloads
CDXIG Index, VIX and the Swap Curve Slope: A Study in Cross-Market Statistical Arbitrage
Pavan Gadiraju
affiliation not provided to SSRN
Date Posted: October 07, 2008278 downloads
Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk Estimation Tinbergen Institute Discussion Paper 13-060/III
Lukasz T. Gatarek
,
Lennart F. Hoogerheide
,
Koen Hooning
and
H. K. van Dijk
Date Posted: April 17, 201324 downloads
Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market Banque de France Working Paper No. 278
Sanvi Avouyi-Dovi
and
Julien Idier
Date Posted: June 03, 201053 downloads
Central Bank Reaction Functions in Inflation and Non-Inflation Targeting Countries: Are They Informative About the Conduct of Monetary Policy?
Stephen Murchison and
Pierre L. Siklos
Date Posted: November 06, 1998535 downloads
Chi-squared Tests of Interval and Density Forecasts, and the Bank of England's Fan Charts ECB Working Paper No. 83
Kenneth F. Wallis
Date Posted: February 27, 200366 downloads
Childhood Influences on Youth Obesity Economics & Human Biology, Vol. 3, No. 2, pp. 165-187, 2006
Timothy J. Classen
Date Posted: March 29, 2006
China's Impact on Price Shocks in the World Oil Markets The Journal of Energy Markets, Vol. 2, No. 1, pp. 89-113, March 2009
James F. Refalo
Date Posted: February 26, 2009Last Revised: January 05, 2010184 downloads
Choosing Attribute Weights for Item Dissimilarity Using Clikstream Data with an Application to a Product Catalog Map ERIM Report Series Reference No. ERS-2008-024-MKT
Michiel van Wezel
,
Martijn Kagie
,
Marcel van Wezel
and
Patrick J. F. Groenen
affiliation not provided to SSRN
,
Erasmus Research Institute of Management (ERIM)
,
Erasmus University Rotterdam (EUR)
and
Erasmus University Rotterdam (EUR)
Date Posted: May 15, 200820 downloads
Choosing the Best Volatility Models: The Model Confidence Set Approach Brown University Economics Working Paper No. 03-05; FRB of Atlanta Working Paper No. 2003-28
Peter Reinhard Hansen ,
Asger Lunde and
James M. Nason
Date Posted: May 22, 2003572 downloads
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model Swiss Finance Institute Research Paper No. 11-29
Didier Sornette ,
Ryan Woodard
,
Wanfeng Yan
and
Wei-Xing Zhou
Date Posted: August 12, 2011132 downloads
Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model ETH Risk Center – Working Paper No. 11-004,
Didier Sornette ,
Ryan Woodard
,
Wanfeng Yan
and
Wei-Xing Zhou
Date Posted: December 21, 201220 downloads
Classical Time-Varying FAVAR Models - Estimation, Forecasting and Structural Analysis CEPR Discussion Paper No. DP8321
Sandra Eickmeier
,
Wolfgang Lemke and
Massimiliano Giuseppe Marcellino
Date Posted: April 18, 20115 downloads
Clustered Panel Data Models: An Efficient Approach for Nowcasting from Poor Data CORE Discussion Paper No. 2003/90
Michel Mouchart
and
J. V. K. Rombouts
Date Posted: April 23, 200747 downloads
CO2 Emission Reduction in Freight Transports: How to Stimulate Environmental Friendly Behaviour? ZEW - Centre for European Economic Research Discussion Paper No. 08-066
Georg Buhler
and
Patrick Jochem
affiliation not provided to SSRN
Date Posted: September 10, 2008101 downloads
Cointegrated VARMA Models and Forecasting US Interest Rates
Christian Kascha
and
Carsten Trenkler
affiliation not provided to SSRN
and
University of Mannheim
Date Posted: March 09, 201232 downloads
Cointegrating Tests of Purchasing Power Parity Using ZNZ Patterned VECM Industry of Free China, Vol. 91, No. 8, August 2001
Jack H.W. Penm
Date Posted: November 05, 2001263 downloads
Cointegration Analysis of the Fed Model Sauder School of Business Working Paper
Matti Koivu
,
Teemu Pennanen
and
William T. Ziemba
Date Posted: April 08, 2005407 downloads
Cointegration and Long-Horizon Forecasting IMF Working Paper No. 97/61
Peter Christoffersen and
Francis X. Diebold
Date Posted: January 22, 1998500 downloads
College Performance Predictions and the SAT Journal of Econometrics, Vol. 121, pp. 297-317, 2004
Date Posted: January 17, 2005
Combination Schemes for Turning Point Predictions Norges Bank Working Paper 2012/04
Monica Billio ,
Roberto Casarin ,
Francesco Ravazzolo and
H. K. van Dijk
Date Posted: May 07, 20134 downloads
Combination Schemes for Turning Point Predictions Tinbergen Institute Discussion Paper No. 11-123/4
Monica Billio ,
Roberto Casarin ,
Francesco Ravazzolo and
H. K. van Dijk
Date Posted: August 22, 201131 downloads
Combining Density and Interval Forecasts: A Modest Proposal Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 983-994, December 2005
Kenneth F. Wallis
Date Posted: February 03, 200627 downloads
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate ECB Working Paper No. 1155
David F. Hendry and
Kirstin Hubrich
Date Posted: March 10, 201037 downloads
Combining Forecasts from Nested Models FRB of Kansas City Research Working Paper No. 06-02, FRB of St. Louis Working Paper No. 2008-037A, FEDS Working Paper No. 2007-43
Todd E. Clark and
Michael W. McCracken
Date Posted: March 22, 200677 downloads
Combining Forecasts: An Application to Elections International Journal of Forecasting, Forthcoming, Revised and extended version of a paper presented at the American Political Science Association (APSA) 2011 Annual Meeting
Andreas Graefe
,
J. Scott Armstrong ,
Randall J. Jones
and
Alfred G. Cuzan
Date Posted: August 01, 2011Last Revised: March 11, 2013291 downloads
Combining Non-Replicable Forecasts
Chia-Lin Chang
,
Philip Hans Franses and
Michael McAleer
Date Posted: June 03, 2010358 downloads
Combining Predictive Densities Using Bayesian Filtering with Applications to US Economic Data University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 16/WP/2012
Monica Billio ,
Roberto Casarin ,
Francesco Ravazzolo and
H. K. van Dijk
Date Posted: July 28, 2012Last Revised: October 03, 201242 downloads
Combining Predictive Densities Using Bayesian Filtering with Applications to US Economics Data Norges Bank Working Paper No. 2010/29
Monica Billio ,
Roberto Casarin ,
Francesco Ravazzolo and
H. K. van Dijk
Date Posted: January 09, 201161 downloads
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