SE-103 37 Stockholm
in Total Papers Downloads
in Total Papers Citations
money market rates, yield curve, ECB, central bank communication
Economic Theory & Research, Access to Finance, Currencies and Exchange Rates, Banks & Banking Reform, Debt Markets
Equilibrium Credit, Macroprudential Supervision, Demand for Credit, Time-Series Panel Data, High- and Middle-Income Countries
Banks & Banking Reform, Debt Markets, Currencies and Exchange Rates, Economic Theory & Research, Bankruptcy and Resolution of Financial Distress
Performance Measurement, Tailored Benchmark, Characteristic Matching, Size Profile, Growth Profile, Activity, Excess Return
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ecor.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Realized Volatility, jumps, the leverage effect, HAR modelling and forecasting, international equity markets.
Linear opinion pool, forecasting and nowcasting, inflation, the output gap, real- time, data revision
Affine term structure and macro-finance modelling, New Keynesian Policy Model, risk price parameter restrictions, JSZ normalisation
Exponential STAR, non-linear time series models, identification and estimation issues, exponential weighting function, real exchange rates, simulation analysis
Equity premium predictability, Factor models, Macroeconomic variables, Adaptive Lasso, Sign restrictions, Forecast combination, Asset allocation
Realized Volatility, HAR modelling and forecasting, augmented HAR model, U.S. volatility information, VIX, international volatility spillovers
File name: ACFI.
Characteristic‐matched benchmark, Fund activity, Investment performance, Investment style, Portfolio management
Copper forecasting, time varying parameter model, state-space modelling, dynamic averaging and selection models
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.432 seconds