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JEL Code: C53
362,906 Total downloads
Showing Papers 651 - 700 of 2,083
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Evaluating Hedge Funds with Pooled Benchmarks
Michael O'Doherty
,
N. Eugene Savin and
Ashish Tiwari
Date Posted: December 12, 2012Last Revised: February 05, 201335 downloads
Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework Journal of Financial Econometrics, Forthcoming
Miguel A. Ferreira and
Jose A. Lopez
Date Posted: October 27, 2004
Evaluating Interest Rate Covariance Models within a Value-at-Risk Framework FRB of San Francisco Working Paper No. 2004-03
Miguel A. Ferreira and
Jose A. Lopez
Date Posted: December 08, 2003255 downloads
Evaluating Japanese Corporate Executives’ Forecasts Under an Asymmetric Loss Function Economics Letters, Volume 116, Issue 3, Pages 601–603, 2012.
,
Yoichi Tsuchiya
Date Posted: June 25, 2012Last Revised: August 03, 2012
Evaluating Long-Horizon Forecasts FRB of Kansas City Research Working Paper No. 01-14
Todd E. Clark and
Michael W. McCracken
Date Posted: April 16, 2002147 downloads
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 837-880, December 2005
Jennifer L. Castle
Date Posted: February 03, 200614 downloads
Evaluating Point and Density Forecasts of DSGE Models
Maik H. Wolters
Date Posted: July 16, 2010Last Revised: January 24, 201264 downloads
Evaluating Portfolio Value-at-Risk Using Semi-Parametric GARCH Models ERIM Report Series Reference No. ERS-2004-107-F&A
J. V. K. Rombouts and
Marno Verbeek
Date Posted: January 20, 2005493 downloads
Evaluating Predictive Densities of U.S. Output Growth and Inflation in a Large Macroeconomic Data Set
Barbara Rossi and
Tatevik Sekhposyan
Date Posted: October 11, 2012Last Revised: March 03, 201310 downloads
Evaluating Predictors within a Present-Value Framework
Jhe Yun
affiliation not provided to SSRN
Date Posted: February 29, 2012Last Revised: June 23, 201235 downloads
Evaluating Probability Forecasts for GDP Declines Using Alternative Methodologies International Journal of Forecasting, Forthcoming
Kajal Lahiri and
Jiazhuo George Wang
affiliation not provided to SSRN
Date Posted: July 12, 2012
Evaluating Real-Time Forecasts in Real-Time
Francesco Ravazzolo ,
Philip Hans Franses and
Dick J. C. van Dijk
Date Posted: September 11, 200790 downloads
Evaluating Short-Run Forecasting Properties of the KOF Employment Indicator for Switzerland in Real Time KOF Working Paper No. 226
Boriss Siliverstovs
Date Posted: May 18, 200912 downloads
Evaluating the Accuracy of Forecasts from Vector Autoregressions FRB of St. Louis Working Paper No. 2013-010A
Todd E. Clark and
Michael W. McCracken
Date Posted: March 01, 201310 downloads
Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting FEEM Working Paper No. 4.2007
Matteo Manera ,
Chiara Longo
,
Anil Markandya and
Elisa Scarpa
Date Posted: January 31, 2007571 downloads
Evaluating the Predictive Distributions of Bayesian Models of Asset Returns
John Geweke and
Gianni Amisano
Date Posted: July 04, 200886 downloads
Evaluating the Stresses from ECB Monetary Policy in the Euro Area Bank of Finland Research Discussion Paper No. 11/2009
Patrick M. Crowley and
Jim Lee
Date Posted: July 07, 200964 downloads
Evaluating Value-at-Risk Measures in Presence of Long Memory Conditional Volatility Journal of Risk, Vol. 10, No. 3, 2008
Massimiliano Caporin
Date Posted: December 29, 2008
Evaluating Wall Street Journal Survey Forecasters: A Multivariate Approach FRB of Atlanta Working Paper No. 2002-8
Robert A. Eisenbeis ,
Daniel F. Waggoner and
Tao A. Zha
affiliation not provided to SSRN
,
Federal Reserve Bank of Atlanta
and
Federal Reserve Bank of Atlanta
Date Posted: August 17, 2002123 downloads
Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 995-1033, December 2005
James Mitchell and
Stephen G. Hall
Date Posted: February 03, 200613 downloads
Evaluation and Combination of Conditional Quantile Forecasts UCSD, Economics Discussion Paper No. 2002-11
Raffaella Giacomini and
Ivana Komunjer
Date Posted: July 30, 2002114 downloads
Evaluation of House Price Models Using an ECM Approach: The Case of the Netherlands OFRC Working Paper No. 2009-05
Marc Francke
,
Suncica Vujic and
G.A. Vos
Date Posted: October 28, 201084 downloads
Evaluation of Probabilistic Forecasts: Proper Scoring Rules and Moments
Alexander Tsyplakov
Date Posted: March 21, 201314 downloads
Everything You Always Wanted to Know About Log Periodic Power Laws for Bubble Modelling But Were Afraid to Ask European Journal of Finance, Forthcoming
Petr Geraskin
Date Posted: February 01, 2011947 downloads
Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market
Didier Sornette and
Wei-Xing Zhou
Date Posted: July 31, 2003454 downloads
Ex Post and Ex Ante Analysis of Provisional Data IGIER Working Paper No. 141
Massimiliano Giuseppe Marcellino and
Giampiero M. Gallo
Date Posted: December 02, 199873 downloads
Ex-ante Portfolio Design with Ex-post Public Information: An Empirical Examination of the Information Content of Equity Open Interests UCC Department of Management Working Paper No. 2002-07
Rafiqul Bhuyan
Date Posted: January 22, 2003129 downloads
Exchange Rate Forecasting: The Errors We've Really Made FRB International Finance Discussion Paper No. 714
Jon Faust ,
John H. Rogers and
Jonathan H. Wright
Date Posted: March 04, 2002366 downloads
Exchange Rates and Monetary Fundamentals: What Do We Learn From Long-Horizon Regressions?
University of Michigan Research Seminar on International Economics WP 401
Lutz Kilian
Date Posted: January 15, 1998483 downloads
Experience, Information Asymmetry and Rational Forecast Deviation
April M. Knill ,
Kristina Minnick
and
Ali Nejadmalayeri
Date Posted: March 03, 200975 downloads
Experts' Stated Behavior ERIM Report Series Reference No. ERS-2008-001-MKT
Youssef Boulaksil
and
Philip Hans Franses
Date Posted: January 29, 200833 downloads
Explaining and Forecasting Inflation in Turkey World Bank Policy Research Working Paper No. 3287
Ilker Domac
Date Posted: October 30, 2004230 downloads
Explaining Exchange Rate Dynamics: The Uncovered Equity Return Parity Condition ECB Working Paper No. 529
Lorenzo Cappiello and
Roberto A. De Santis
Date Posted: October 19, 2005286 downloads
Explaining the Great Moderation: It is Not the Shocks CEPR Discussion Paper No. DP6600
Domenico Giannone ,
Michele Lenza
and
Lucrezia Reichlin
Date Posted: June 06, 20081 downloads
Explaining the Great Moderation: It is Not the Shocks ECB Working Paper No. 865
Domenico Giannone ,
Michele Lenza
and
Lucrezia Reichlin
Date Posted: February 26, 2008100 downloads
Explanatory & Predictive Power of Momentum Accounting - the AEX
An Empirical Study of the Amsterdam Stock Exchange Component Companies (Het Verklarend En Voorspellend Vermogen Van Momentum Accounting)
Eric Melse
Date Posted: December 27, 2007177 downloads
Explanatory Factors and Causality in the Dynamics of Volatility Surfaces Implied from OTC Asian-Pacific Currency Options Computational Economics, Vol. 41, No. 3, pp. 327-358, 2013
George Chalamandaris
and
Andrianos E. Tsekrekos
Date Posted: May 12, 2012Last Revised: February 20, 201325 downloads
Explicit Coupling of Informative Prior and Likelihood Functions in a Bayesian Multivariate Framework and Application to a New Non-Orthogonal Formulation of the Black-Litterman Model Journal of Asset Management, Forthcoming, OCCAM Financial Technology Working Paper
Francois Ogliaro
,
Robert K. Rice
,
Stewart Becker
and
Raul Leote de Carvalho
affiliation not provided to SSRN
and
BNP Paribas Investment Partners
Date Posted: June 09, 2010211 downloads
Exploiting Intraday and Overnight Price Variation for Daily VaR Prediction Frontiers in Finance and Economics, Vol. 9, No. 2, 1-31
Ana-Maria Fuertes and
Jose Olmo
Date Posted: December 18, 201234 downloads
Exploring Russian Bonds Market Inefficiencies: Part 1
Victor Maleev
and
Tatiana Nikolenko
Date Posted: November 09, 2010Last Revised: November 23, 201044 downloads
Exploring the Impact of Calendar Effects on the Dynamic Structure and Forecasts of Financial Time Series International Journal of Theoretical and Applied Finance, Vol. 9, No. 1, 2006
Catherine Kyrtsou
,
Alexandros Leontitsis
and
Costas Siriopoulos
Date Posted: July 24, 2007
Exploring the Usefulness of a Non-Random Holdout Sample for Model Validation: Welfare Effects on Female Behavior PIER Working Paper No. 06-006
Michael P. Keane and
Kenneth I. Wolpin
Date Posted: March 10, 200661 downloads
Export and Innovation Activities in the German Service Sector: Empirical Evidence at the Firm Level ZEW Discussion Paper No. 99-53
Günther Ebling
and
Norbert Janz
Date Posted: May 21, 2003288 downloads
Extracting Forward-Looking Information from Security Prices: A New Approach Accounting Review, Forthcoming
Dan Weiss
,
Prasad A. Naik
and
Chih-Ling Tsai
Date Posted: January 30, 2008
Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market Banco de Espana Working Paper No. 0906
Ricardo Gimeno
and
J. Manuel Marqués
Date Posted: April 01, 2009103 downloads
Extraction of Financial Market Expectations about Inflation and Interest Rates from a Liquid Market
Ricardo Gimeno
and
J. Manuel Marqués
Date Posted: March 11, 200965 downloads
Extremal Quantiles and Value-at-Risk MIT Department of Economics Working Paper No. 07-01
Victor Chernozhukov and
Songzi Du
Date Posted: January 12, 2007769 downloads
Extreme News Events, Long-Memory Volatility, and Time Varying Risk Premia in Stock Market Returns
Wing H. Chan and
LiLing Feng
Date Posted: July 29, 2008Last Revised: August 18, 2008166 downloads
Factor Based Index Tracking CEPR Discussion Paper No. 3265
Francesco Corielli
and
Massimiliano Giuseppe Marcellino
Date Posted: April 12, 200241 downloads
Factor-Augmented VARMA Models with Macroeconomic Applications
Jean-Marie Dufour
and
Dalibor Stevanovic
Date Posted: May 12, 20131 downloads
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