Department of Economics and Finance
University of Guelph
Guelph, Ontario N1G 2W1
in Total Papers Downloads
Exchange Rates, Carry Trade, Market Variance, Average Variance, Average Correlation, Quantile Regression
Exchange Rates, Out-of-Sample Forecasting, Elastic Net, Kitchen-Sink Regression, Combined Forecasts
European Union Emissions Trading Scheme, Carbon Emission Allowances, Carbon Risk, Stock Returns
Equity Premium, Out-of-Sample Prediction, Economic Fundamentals, Technical Indicators, Shrinkage Estimation.
International Portfolio Flows, Dynamic Factor Model, Push and Pull Factors.
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Bayesian MCMC Estimation, Bayesian Model Averaging, Economic Value, Exchange Rates, Forward Premium, Monetary Fundamentals, Volatility
F31, F37, G11
Foreign Exchange, Forward Volatility Agreement, Implied Volatility, Unbiasedness, Volatility Speculation
Implied Volatility, Foreign Exchange, Forward Volatility Agreement, Unbiasedness, Volatility Speculation
stochastic volatility, calendar effects, seasonal heteroskedasticity, bootstrapping, Bayesian MCMC estimation
Overnight Information, Economic Value, Opening Call Auction, Stochastic Volatility, Bayesian MCMC Estimation
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