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JEL Code: C53
362,235 Total downloads
Showing Papers 661 - 710 of 2,079
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Mutual Fund Ratings and Performance Persistence
Pierre Hereil
,
Philippe Mitaine
,
Nicolas Moussavi
and
Thierry Roncalli
affiliation not provided to SSRN
,
affiliation not provided to SSRN
,
Lyxor Asset Management
and
Universite d'Evry
Date Posted: January 28, 2011137 downloads
A Comparison of Forecasting Procedures for Macroeconomic Series: The Contribution of Structural Break Models CIRANO - Scientific Publications No. 2011s-13
Luc Bauwens ,
Gary Koop
,
Dimitris Korobilis and
J. V. K. Rombouts
Date Posted: January 27, 201150 downloads
A Model of the Rise and Fall of Roads Engineering Systems Symposium, 2004
David Matthew Levinson and
Lei Zhang
Date Posted: January 27, 201110 downloads
Regional and Sectoral Dynamics of the Dutch Staffing Labour Cycle DNB Working Paper No. 153
Ard den Reijer
Date Posted: January 27, 20115 downloads
The Exchange of Flow Toxicity The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011, Johnson School Research Paper Series No. 10-2011
David Easley ,
Marcos Lopez de Prado and
Maureen O'Hara
Date Posted: January 27, 2011Last Revised: February 27, 20126141 downloads
Density-Conditional Forecasts in Dynamic Multivariate Models Riksbank Research Paper Series No. 78, Sveriges Riksbank Working Paper Series No. 247
Stefan Palmqvist
,
Daniel F. Waggoner and
Michael Andersson
Date Posted: January 26, 201125 downloads
Volatility Forecasting and Explanatory Variables: A Tractable Bayesian Approach to Stochastic Volatility
Christian Dorion
and
Nicolas Chapados
Date Posted: January 26, 2011Last Revised: October 03, 2012115 downloads
A Time-Varying Parameter Vector Autoregression Model for Forecasting Emerging Market Exchange Rates International Journal of Economic Sciences and Applied Research, Vol. 3, No. 2, p. 21, 2010
Manish Kumar
affiliation not provided to SSRN
Date Posted: January 25, 2011124 downloads
Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?
Kwok Ping Tsang
and
Tin Cheuk Leung
Date Posted: January 25, 2011Last Revised: July 20, 201168 downloads
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
Gurdip Bakshi ,
George Panayotov
and
Georgios Skoulakis
Date Posted: January 25, 2011Last Revised: February 29, 2012958 downloads
Evaluating DSGE Model Forecasts of Comovements FRB of Philadelphia Working Paper No. 11-5
Edward Herbst
and
Frank Schorfheide
Date Posted: January 21, 201138 downloads
An MCMC Approach to Multivariate Density Forecasting: An Application to Liquidity
Fabian Krueger
and
Ingmar Nolte
Date Posted: January 20, 2011Last Revised: May 05, 2013232 downloads
A Bayesian Multi-Factor Model of Instability in Prices and Quantities of Risk in U.S. Financial Markets Federal Reserve Bank of Saint Louis Working Paper No. 2011-003A
Massimo Guidolin ,
Francesco Ravazzolo and
Andrea Donato Tortora
Date Posted: January 20, 2011116 downloads
A SETAR Model for Colombian GDP Cuadernos de Economía, Vol. 29, No. 52, 2010,
Nancy Milena Hoyos Gomez
,
Johanna Ramos
and
Lorena Vivas
Date Posted: January 20, 201140 downloads
The Information Content of a Limit Order Book: The Case of an FX Market
Roman Kozhan
and
Mark Salmon
Date Posted: January 18, 2011254 downloads
Comparing Forecasting Methods: Why Do Traditional Macroeconometric Models Remain Popular?
Daniel Bachman
affiliation not provided to SSRN
Date Posted: January 16, 201169 downloads
International Evidence on GFC-Robust Forecasts for Risk Management Under the Basel Accord
Michael McAleer ,
Juan-Angel Jiménez-Martin
and
Teodosio Perez Amaral
Date Posted: January 16, 2011619 downloads
Forecasting Covariance Matrices: A Mixed Frequency Approach
Roxana Halbleib-Chiriac
and
Valeri Voev
Date Posted: January 15, 2011Last Revised: October 19, 2012203 downloads
Forecasting Currency Crises: Which Methods Signaled the South African Currency Crisis of June 2006? South African Journal of Economics, Vol. 76, No. 3, pp. 367-383, 2008
Tobias Knedlik
and
Rolf Scheufele
Date Posted: January 12, 2011
Nonlinear Forecasting with Many Predictors Using Kernel Ridge Regression Tinbergen Institute Discussion Paper 11-007/4
Peter Exterkate
,
Patrick J. F. Groenen
,
Christiaan Heij
and
Dick J. C. van Dijk
Date Posted: January 12, 2011106 downloads
Euro Area Labour Markets: Different Reaction to Shocks? ECB Working Paper No. 1284
Jan Bruha
,
Beatrice Pierluigi
and
Roberta Serafini
Date Posted: January 11, 201136 downloads
Forecasting of Carbon-Dioxide Emission by Option Model Society & Economy, Forthcoming
Tamas Nagy
Date Posted: January 11, 201136 downloads
A Comprehensive Look at Financial Volatility Prediction by Economic Variables
Charlotte Christiansen ,
Maik Schmeling
and
Andreas Schrimpf
Date Posted: January 10, 2011Last Revised: March 06, 2012725 downloads
Heat Waves or Meteor Showers: Empirical Evidence from Indian Stock Market
Vijay Kumar Varadi
and
Nagarjuna Boppana Sr.
Date Posted: January 10, 201145 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
Participating Policies: Risk and Value Drivers in a Financial Management Perspective
Rosa Cocozza
,
Antonio De Simone
,
Emilia Di Lorenzo
and
Marilena Sibillo
Date Posted: January 09, 2011Last Revised: February 06, 2011
Post-Construction Evaluation of Traffic Forecast Accuracy Transport Policy, Vol. 17, pp. 428-443 , 2010, 88th Transportation Research Board Conference, January 2009
Pavithra Parthasarathi
and
David Matthew Levinson
Date Posted: January 07, 2011Last Revised: January 22, 201117 downloads
Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Michael Neumann
and
George S. Skiadopoulos
Date Posted: December 31, 2010Last Revised: March 12, 2012336 downloads
Adaptive Market Timing with ETFs
Lewis A. Glenn
Date Posted: December 29, 2010210 downloads
How Useful are Estimated DSGE Model Forecasts for Central Bankers? CEPR Discussion Paper No. DP8158
Rochelle M. Edge and
Refet S. Gurkaynak
Date Posted: December 27, 20104 downloads
Decomposing Granger Causality Over the Spectrum ERIM Report Series Reference No. ERS-2004-102-MKT
Aurelie Lemmens ,
Christophe Croux and
M. G. Dekimpe
Date Posted: December 27, 201019 downloads
Does Correlation between Stock Returns Really Increase During Turbulent Period? Banque de France Working Paper No. 73
françois chesnay
and
Eric Jondeau
Date Posted: December 27, 201070 downloads
Modelling and Forecasting the Global Financial Crisis: Initial Findings Using Heterosckedastic Log-Periodic Models Economics Bulletin, Forthcoming
Date Posted: December 27, 2010136 downloads
Results from a Simple Prediction Contest
Calvin Blackwell
Date Posted: December 26, 201015 downloads
Forecasting Inflation in the Euro Area Banque de France Working Paper No. 102
Catherine Bruneau
,
Olivier de Bandt and
Alexis Flageollet
affiliation not provided to SSRN
Date Posted: December 21, 201025 downloads
Forecasting Inflation Using Economic Indicators: The Case of France Banque de France Working Paper No. 101
Catherine Bruneau
,
Olivier de Bandt ,
Alexis Flageollet
and
Emmanuel Michaux
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: December 21, 201030 downloads
Inflation and the Markup in the Euro Area Banque de France Working Paper No. 114
Catherine Bruneau
,
Olivier de Bandt and
Alexis Flageollet
affiliation not provided to SSRN
Date Posted: December 19, 20108 downloads
Nowcasting Spanish GDP Growth in Real Time: 'One and a Half Months Earlier' Banco de Espana Working Paper No. 1037
David de Antonio Liedo
and
Elena Fernández Muñoz
affiliation not provided to SSRN
and
Bank of Spain
Date Posted: December 19, 201032 downloads
Forecast Evaluation of Explanatory Models of Financial Variability Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-8
Genaro Sucarrat
affiliation not provided to SSRN
Date Posted: December 18, 201023 downloads
Asymmetry and Spillover Effects in the North American Equity Markets Economics: The Open-Access, Open-Assessment E-Journal, Vol. 1, 2007-12
Giorgio Canarella
,
Sunil K. Sapra
and
Stephen K. Pollard
affiliation not provided to SSRN
and
California State University, Los Angeles
Date Posted: December 18, 201024 downloads
Company Valuation: How to Deal with a Range of Values?
Wiktor Patena
Date Posted: December 18, 201098 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
Forecast Evaluation of Explanatory Models of Financial Return Variability Economics Discussion Paper No. 2008-18
Genaro Sucarrat
affiliation not provided to SSRN
Date Posted: December 13, 201010 downloads
Combining the Forecasts in the ECB Survey of Professional Forecasters: Can Anything Beat the Simple Average? ECB Working Paper No. 1277
Veronique Genre ,
Geoff Kenny
,
Aidan Meyler
and
Allan G. Timmermann
Date Posted: December 11, 201053 downloads
News Analytics for Energy Futures
Svetlana Borovkova
Date Posted: December 11, 2010Last Revised: November 16, 2012
Nowcasting ECB Working Paper No. 1275
Marta Banbura
,
Domenico Giannone and
Lucrezia Reichlin
Date Posted: December 11, 201091 downloads
Real-Time Inflation Forecast Densities from Ensemble Phillips Curves CAMA Working Paper Series 34/2010
Anthony Garratt ,
James Mitchell ,
Shaun P. Vahey
and
Elizabeth C. Wakerly
Date Posted: December 07, 2010Last Revised: December 22, 201025 downloads
A Multiple Regime Nonlinear Asymmetric AR(p)-GARCH(1,1) Model
Adán Díaz Hernández
and
Nick Constantinou
Date Posted: December 01, 2010Last Revised: July 29, 201195 downloads
Regime-Switching Factor Models in Which the Number of Factors Defines the Regime
Adriana S. Cordis and
Chris Kirby
Date Posted: December 01, 2010Last Revised: April 25, 201171 downloads
Predicting Stock Returns on the Basis of Financial and Market Variables
Victor Maleev
and
Tatiana Nikolenko
Date Posted: November 30, 2010234 downloads
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