9
H index
8
i10 index
378
Citations
Sveriges Riksbank | 9 H index 8 i10 index 378 Citations RESEARCH PRODUCTION: 16 Articles 26 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Buncic. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Money and Finance | 2 |
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2021 | Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20160. Full description at Econpapers || Download paper | |
2021 | Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21160. Full description at Econpapers || Download paper | |
2021 | A Model of Natural Interest Rate: The Case of Bulgaria. (2021). Vassilev, Dilian. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:7:p:46-72. Full description at Econpapers || Download paper | |
2021 | Why central banks announcing liquidity injections is more effective than forward guidance. (2021). Klose, Jens ; Baumgärtner, Martin ; Baumgartner, Martin. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:236-256. Full description at Econpapers || Download paper | |
2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
2021 | International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110. Full description at Econpapers || Download paper | |
2023 | Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach. (2023). McAdam, Peter ; Tzavalis, Elias ; Christopoulos, Dimitris. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:123-158. Full description at Econpapers || Download paper | |
2021 | Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuehl, Patrick. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:298-321. Full description at Econpapers || Download paper | |
2023 | MEASURING THE EFFECT OF FORWARD GUIDANCE IN SMALL OPEN ECONOMIES: THE CASE OF ISRAEL. (2023). Kutai, Ari. In: Israel Economic Review. RePEc:boi:isrerv:v:21:y:2023:i:1:p:75-142. Full description at Econpapers || Download paper | |
2023 | Breaking Monetary Policy News: The Role of Mass Media Coverage of ECB Announcements for Public Inflation Expectations. (2023). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10285. Full description at Econpapers || Download paper | |
2022 | Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era. (2022). Siklos, Pierre ; Kanelis, Dimitrios. In: CQE Working Papers. RePEc:cqe:wpaper:10322. Full description at Econpapers || Download paper | |
2021 | Review of macroeconomic modelling in the Eurosystem: current practices and scope for improvement. (2021). Verona, Fabio ; Vetlov, Igor ; Pisani, Massimiliano ; Papadopoulou, Niki ; Notarpietro, Alessandro ; Lozej, Matija ; Lemoine, Matthieu ; DARRACQ PARIES, Matthieu ; Alvarez, Luis ; Schmoller, Michaela ; Haertel, Thomas ; Cova, Pietro ; Angelini, Elena ; Consolo, Agostino ; Gumiel, Jose Emilio ; Paredes, Joan ; Turunen, Harri ; Ciccarelli, Matteo ; Langenus, Geert ; Dupraz, Stephane ; Montes-Galdon, Carlos ; Kuhl, Michael ; Aldama, Pierre ; Szorfi, Bela ; Christoffel, Kai ; Zhutova, Anastasia ; Zimic, Sreko ; de Walque, Gregory ; Matheron, Julien ; Julio, Paulo ; deWalque, Gregory ; Carroy, Alice ; Warne, Anders ; Kilponen, Juha ; Smadu, Andra ; Marotta, Fulvia ; Hurtado, Samuel ; Damjanovi, Milan ; Berbe | |
2021 | Clear, consistent and engaging: ECB monetary policy communication in a changing world. (2021). Assenmacher, Katrin ; Samarina, Anna ; Rieder, Kilian ; Mestre, Ricardo ; Kocharkov, Georgi ; Giovannini, Alessandro ; Gertler, Pavel ; Ehrmann, Michael ; Ioannidis, Michael ; Glockler, Gabriel ; Georgarakos, Dimitris ; Schupp, Fabian ; Meyer, Justus ; Bitterlich, Marie Therese ; Huertgen, Patrick ; Winkler, Bernhard ; Gardt, Marius ; Anta, Martin ; Bergbauer, Stephanie ; Hoffmann, Mathias ; Weber, Michael ; Ferrero, Giuseppe ; Marquez, Victor ; Bakk-Simon, Klara ; Herrala, Niko ; Tiseno, Andrea ; Ferreira, Clodomiro ; Ruhe, Corina ; Manrique, Marta ; Arigoni, Filippo ; Hernborg, Nils ; Tischer, Johannes ; Reedik, Reet ; Fernandez, Ricardo ; Linzert, Tobias ; Argiri, Eleni ; Hellstrom, Jenni ; Taylor, Eva ; Penalv | |
2022 | Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions. (2022). Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura ; Westerhoff, Frank. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482. Full description at Econpapers || Download paper | |
2021 | Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90. Full description at Econpapers || Download paper | |
2021 | Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x. Full description at Econpapers || Download paper | |
2022 | Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?. (2022). Zhang, Yaojie ; He, Mengxi ; Yi, Yongsheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200081x. Full description at Econpapers || Download paper | |
2022 | Information effects of euro area monetary policy. (2022). Kerssenfischer, Mark. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001653. Full description at Econpapers || Download paper | |
2023 | ECB monetary communications: Market fragmentation at stake. (2023). Jouvanceau, Valentin ; Mikaliunaite-Jouvanceau, Ieva. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000757. Full description at Econpapers || Download paper | |
2021 | Financial markets and dissent in the ECB’s Governing Council. (2021). Tillmann, Peter ; PeterTillmann, . In: European Economic Review. RePEc:eee:eecrev:v:139:y:2021:i:c:s001429212100180x. Full description at Econpapers || Download paper | |
2022 | Spillover effects of sovereign debt-based quantitative easing in the euro area. (2022). Gnewuch, Matthias. In: European Economic Review. RePEc:eee:eecrev:v:145:y:2022:i:c:s0014292122000654. Full description at Econpapers || Download paper | |
2023 | Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237. Full description at Econpapers || Download paper | |
2022 | Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648. Full description at Econpapers || Download paper | |
2022 | An oil futures volatility forecast perspective on the selection of high-frequency jump tests. (2022). Ma, Feng ; Lu, Xinjie ; Liao, Yin. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s014098832200487x. Full description at Econpapers || Download paper | |
2021 | Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2021). Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000761. Full description at Econpapers || Download paper | |
2021 | The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. (2021). Sivaprasad, Sheeja ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000144. Full description at Econpapers || Download paper | |
2021 | Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information. (2021). Wei, YU ; Ma, Feng ; Li, Yan ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000922. Full description at Econpapers || Download paper | |
2022 | When does attention matter? The effect of investor attention on stock market volatility around news releases. (2022). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001466. Full description at Econpapers || Download paper | |
2022 | Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market. (2022). Chen, Pengzhan ; Wu, Bin ; Xia, Wenjing ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002320. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045. Full description at Econpapers || Download paper | |
2023 | Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136. Full description at Econpapers || Download paper | |
2023 | Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369. Full description at Econpapers || Download paper | |
2022 | Jumps and stock market variance during the COVID-19 pandemic: Evidence from international stock markets. (2022). Li, Tao ; Zeng, Qing ; Lu, Xinjie ; Wu, Lan. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001787. Full description at Econpapers || Download paper | |
2021 | Sensitivity of credit risk stress test results: Modelling issues with an application to Belgium. (2021). Vespro, Cristina ; van Roy, Patrick ; Ferrari, Stijn. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301042. Full description at Econpapers || Download paper | |
2022 | An integrated macroprudential stress test of bank liquidity and solvency. (2022). Wolfe, Simon ; Mishra, Tapas ; Gerding, Enrico ; Bakoush, Mohamed. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000377. Full description at Econpapers || Download paper | |
2021 | Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818. Full description at Econpapers || Download paper | |
2021 | International tail risk connectedness: Network and determinants. (2021). Lambe, Brendan John ; Nguyen, Linh Hoang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000512. Full description at Econpapers || Download paper | |
2021 | Economic stimulus through bank regulation: Government responses to the COVID-19 crisis. (2021). Kampouris, Ilias ; Samitas, Aristeidis ; Polyzos, Stathis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001542. Full description at Econpapers || Download paper | |
2023 | Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561. Full description at Econpapers || Download paper | |
2023 | Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735. Full description at Econpapers || Download paper | |
2022 | Ambiguity, ambiguity aversion and foreign bias: New evidence from international panel data. (2022). Wang, Mei ; Dlugosch, Dennis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001054. Full description at Econpapers || Download paper | |
2021 | On the effectiveness of the European Central Bank’s conventional and unconventional policies under uncertainty. (2021). Pfarrhofer, Michael ; Stelzer, Anna ; Hauzenberger, Niko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:822-845. Full description at Econpapers || Download paper | |
2021 | The Impact of Monetary Policy on Yield Curve Expectations. (2021). Feldkircher, Martin ; Boeck, Maximilian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:887-901. Full description at Econpapers || Download paper | |
2021 | Central bank communication and the yield curve. (2021). Whelan, Paul ; Venter, Gyuri ; Vedolin, Andrea ; Leombroni, Matteo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:860-880. Full description at Econpapers || Download paper | |
2022 | The Bank of Korea watch. (2022). Ho, Kyu ; Kim, Hyerim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000717. Full description at Econpapers || Download paper | |
2022 | Complexity of ECB communication and financial market trading. (2022). Zahner, Johannes ; Rapp, Marc Steffen ; Henseler, Kai ; Hayo, Bernd. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001127. Full description at Econpapers || Download paper | |
2022 | Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s170349492100044x. Full description at Econpapers || Download paper | |
2021 | Proposing two novel hybrid intelligence models for forecasting copper price based on extreme learning machine and meta-heuristic algorithms. (2021). Vu, Diep-Anh ; Mai, Ngoc-Luan ; Pradhan, Biswajeet ; Bui, Xuan-Nam ; Nguyen, Hoang ; Zhang, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002099. Full description at Econpapers || Download paper | |
2021 | Economic drivers of commodity volatility: The case of copper. (2021). Hansen, Erwin ; Cabrera, Gabriel ; Diaz, Juan D. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100235x. Full description at Econpapers || Download paper | |
2021 | Forecasting copper price by application of robust artificial intelligence techniques. (2021). Asadizadeh, Mostafa ; Najmoddini, Iraj ; Shakeri, Jamshid ; Khoshalan, Hasel Amini. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002506. Full description at Econpapers || Download paper | |
2021 | Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?. (2021). Umar, Muhammad ; Liang, Chao ; Chen, Zhonglu. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004001. Full description at Econpapers || Download paper | |
2022 | Copper price: A brief analysis of China’s impact over its short-term forecasting. (2022). Demarco, Rodrigo ; Garces, Hugo O ; Jerez, Alejandro ; Becerra, Miguel. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004566. Full description at Econpapers || Download paper | |
2022 | Forecasting Chinas crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic. (2022). Li, Xiafei ; Ye, Yong ; Chen, Zhonglu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100461x. Full description at Econpapers || Download paper | |
2022 | Copper price forecasted by hybrid neural network with Bayesian Optimization and wavelet transform. (2022). Yi, Jiahui ; Cheng, Jinhua ; Liu, Kailei. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005274. Full description at Econpapers || Download paper | |
2022 | Arbitrage breakdown in WTI crude oil futures: An analysis of the events on April 20, 2020. (2022). Kane, Stephen ; Burns, Christopher B. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200054x. Full description at Econpapers || Download paper | |
2022 | Are European natural gas markets connected? A time-varying spillovers analysis. (2022). Rubaszek, Michał ; Śmiech, Sławomir ; Szafranek, Karol ; Papie, Monika. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s030142072200472x. Full description at Econpapers || Download paper | |
2022 | Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi ; Song, Yixuan. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005360. Full description at Econpapers || Download paper | |
2023 | Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705. Full description at Econpapers || Download paper | |
2021 | Delphic and odyssean monetary policy shocks: Evidence from the euro area. (2021). ferroni, filippo ; Andrade, Philippe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:816-832. Full description at Econpapers || Download paper | |
2021 | Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89. Full description at Econpapers || Download paper | |
2021 | ECB language and stock returns – A textual analysis of ECB press conferences. (2021). Reichmann, Doron ; Moller, Rouven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:590-604. Full description at Econpapers || Download paper | |
2023 | Sustainable energy transition and its demand for scarce resources: Insights into the German Energiewende through a new risk assessment framework. (2023). Rathgeber, A W ; Kurz, P ; Brem, M ; Papenfuss, P ; Schischke, A. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:176:y:2023:i:c:s1364032123000461. Full description at Econpapers || Download paper | |
2021 | The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models. (2021). Wang, Xiong ; Zhao, Yupei ; Wen, Fenghua ; Xiao, Jihong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:311-333. Full description at Econpapers || Download paper | |
2022 | Singlehanded or joint race? Stock market volatility prediction. (2022). Dong, Dayong ; Wang, Jianqiong ; Ma, Feng ; Lu, Xinjie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:734-754. Full description at Econpapers || Download paper | |
2022 | Does the volatility spillover effect matter in oil price volatility predictability? Evidence from high-frequency data. (2022). Li, Pan ; Huang, Dengshi ; Xu, Weiju ; Wu, Lan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:299-306. Full description at Econpapers || Download paper | |
2021 | Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155. Full description at Econpapers || Download paper | |
2022 | A revised financial satellite model for COSMO. (2022). McQuinn, Kieran ; O'Toole, Conor ; Egan, Paul. In: Papers. RePEc:esr:wpaper:wp737. Full description at Econpapers || Download paper | |
2022 | A Macroprudential Perspective on the Regulatory Boundaries of U.S. Financial Assets. (2022). Darst, Matthew ; Arseneau, David ; Vardoulakis, Alexandros ; Rappoport, David E ; Brang, Grace. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-02. Full description at Econpapers || Download paper | |
2023 | An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets. (2023). Goodwin, Barry ; Riquelme, Andres ; Guney, Selin. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:3:p:515-:d:1075655. Full description at Econpapers || Download paper | |
2023 | Macroeconomic Factors of Consumer Loan Credit Risk in Central and Eastern European Countries. (2023). Valukonis, Mantas ; Neifaltas, Airidas ; Picas, Renatas ; Vasiliauskait, Deimant ; Keliuotyt-Staniulnien, Greta ; Kanapickien, Rasa. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:4:p:102-:d:1105510. Full description at Econpapers || Download paper | |
2021 | Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets. (2021). Wong, Wing-Keung ; Hassan, Arshad ; Zada, Hassan. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:92-:d:576215. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | A Counterfactual Analysis of the Effects of Climate Change on the Natural Interest Rate. (2022). Ojeda-Joya, Jair. In: IHEID Working Papers. RePEc:gii:giihei:heidwp10-2022. Full description at Econpapers || Download paper | |
2021 | Housing Loan Repayment Behaviour in Malaysia: An Analytical Insight. (2021). Siew, Goh-Yeok ; Lim, Hock-Eam ; Saha, Asish. In: International Journal of Business and Economics. RePEc:ijb:journl:v:20:y:2021:i:2:p:1-19. Full description at Econpapers || Download paper | |
2021 | Housing Loan Repayment Behaviour in Malaysia: An Analytical Insight. (2021). Siew, Goh-Yeok ; Lim, Hock-Eam ; Saha, Asish. In: International Journal of Business and Economics. RePEc:ijb:journl:v:20:y:2021:i:2:p:141-159. Full description at Econpapers || Download paper | |
2023 | Shifts in ECB Communication: A Textual Analysis of the Press Conference. (2023). Lumsdaine, Robin L ; Klejdysz, Justyna. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:2:a:9. Full description at Econpapers || Download paper | |
2022 | Monetary Policy Communication and Financial Markets in India. (2022). Turunen, Jarkko ; Binici, Mahir ; Ahmed, Faisal. In: IMF Working Papers. RePEc:imf:imfwpa:2022/209. Full description at Econpapers || Download paper | |
2021 | The role of ECB communication in guiding markets. (2021). Sturm, Jan-Egbert ; Streicher, Sina ; Rathke, Alexander ; Anderes, Marc. In: Public Choice. RePEc:kap:pubcho:v:186:y:2021:i:3:d:10.1007_s11127-019-00733-0. Full description at Econpapers || Download paper | |
2021 | Effects of Monetary Policy Communication in Emerging Market Economies: Evidence from Malaysia. (2021). Karagedikli, Ozer ; Ho, Sui-Jade. In: MAGKS Papers on Economics. RePEc:mar:magkse:202126. Full description at Econpapers || Download paper | |
2021 | Whatever it takes to understand a central banker - Embedding their words using neural networks.. (2021). Baumgärtner, Martin ; Zahner, Johannes. In: MAGKS Papers on Economics. RePEc:mar:magkse:202130. Full description at Econpapers || Download paper | |
2023 | Not all ECB meetings are created equal. (2023). Tillmann, Peter ; Kandemir, Sinem. In: MAGKS Papers on Economics. RePEc:mar:magkse:202312. Full description at Econpapers || Download paper | |
2021 | Stress Testing of Credit Risk in Iran’s Banking System. (2021). Bazzazan, Fatemeh ; Sanatkhani, Mahboobeh . In: Journal of Money and Economy. RePEc:mbr:jmonec:v:16:y:2021:i:1:p:93-114. Full description at Econpapers || Download paper | |
2021 | What should be taken into consideration when forecasting oil implied volatility index?. (2021). Degiannakis, Stavros ; Giannopoulos, Kostantinos ; Delis, Panagiotis. In: MPRA Paper. RePEc:pra:mprapa:110831. Full description at Econpapers || Download paper | |
2021 | Causality Analysis of South Africa Reserve Bank’s Monetary Policy Statements and Communication. (2021). Segawa, Arnold. In: International Journal of Finance & Banking Studies. RePEc:rbs:ijfbss:v:10:y:2021:i:4:p:55-74. Full description at Econpapers || Download paper | |
2022 | Monetary Stance and Favorableness of Monetary Policy in the Media: The Case of Viet Nam. (2022). van Dat, Luong ; Dong, Do Phy ; Long, Trinh ; Hoang, Pham Thi ; Thang, Doan Ngoc. In: ADBI Working Papers. RePEc:ris:adbiwp:1325. Full description at Econpapers || Download paper | |
2021 | Effects of Monetary Policy Communication in Emerging Market Economies: Evidence from Malaysia. (2021). Karagedikli, Ozer ; Ho, Sui-Jade. In: Working Papers. RePEc:sea:wpaper:wp44. Full description at Econpapers || Download paper | |
2021 | Does the belt and road initiative resolve the steel overcapacity in China? Evidence from a dynamic model averaging approach. (2021). Lu, Xing ; Ni, Zhongxin ; Xue, Wenjun. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01861-z. Full description at Econpapers || Download paper | |
2022 | To jump or not to jump: momentum of jumps in crude oil price volatility prediction. (2022). Zhang, Yaojie ; Wang, Yudong ; Ma, Feng ; Wei, YU. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00360-7. Full description at Econpapers || Download paper | |
2023 | Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1. Full description at Econpapers || Download paper | |
2022 | The link between regional CDS spreads and equity returns: a multivariate GARCH approach. (2022). Manicaro, Christian. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:2:d:10.1007_s43546-021-00197-9. Full description at Econpapers || Download paper | |
2023 | Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia. (2023). Khan, Muhammad Zeb ; Ahmed, Shakeel ; Maqsood, Huma ; Zada, Hassan. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00417-w. Full description at Econpapers || Download paper | |
2022 | Forecasting the volatility of the German stock market: New evidence. (2022). Zhang, Yaojie ; Liang, Chao. In: Applied Economics. RePEc:taf:applec:v:54:y:2022:i:9:p:1055-1070. Full description at Econpapers || Download paper | |
2022 | Late Banking Transitions : Comparing Uzbekistan to Earlier Reformers. (2022). Melecký, Martin ; Babasyan, Davit ; Gu, Yunfan. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9984. Full description at Econpapers || Download paper | |
2022 | Volatility forecasting revisited using Markov?switching with time?varying probability transition. (2022). Chen, Zhonglu ; Liang, Chao ; Ma, Feng ; Wang, Jiqian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1387-1400. Full description at Econpapers || Download paper | |
2022 | Global equity market volatility forecasting: New evidence. (2022). Ma, Feng ; Lei, Likun ; Wei, YU ; Liang, Chao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:594-609. Full description at Econpapers || Download paper | |
2022 | Predicting the volatility of crude oil futures: The roles of leverage effects and structural changes. (2022). Lin, Boqiang ; Gong, XU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:610-640. Full description at Econpapers || Download paper | |
2022 | Which predictor is more predictive for Bitcoin volatility? And why?. (2022). Ma, Feng ; Li, Xiafei ; Zhang, Yaojie ; Liang, Chao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1947-1961. Full description at Econpapers || Download paper | |
2022 | Which uncertainty is powerful to forecast crude oil market volatility? New evidence. (2022). Wei, YU ; Li, Xiafei ; Chen, Wang ; Liang, Chao ; Ma, Feng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4279-4297. Full description at Econpapers || Download paper | |
2022 | Forecasting the oil price realized volatility: A multivariate heterogeneous autoregressive model. (2022). Ma, Feng ; Tang, Yusui ; Wei, YU ; Zhang, Yaojie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4770-4783. Full description at Econpapers || Download paper | |
2021 | Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump. (2021). Li, Xiafei ; Wei, YU ; Bai, Lan ; Zhang, Xuhui. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1501-1523. Full description at Econpapers || Download paper | |
2022 | What matters when developing oil price volatility forecasting frameworks?. (2022). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:361-382. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2020 | Econometric issues with Laubach and Williams estimates of the natural rate of interest In: Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Econometric issues with Laubach and Williams’ estimates of the natural rate of interest.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2022 | On a Standard Method for Measuring the Natural Rate of Interest In: Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Measuring fund style, performance and activity: a new style-profiling approach In: Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
2008 | An Estimated New Keynesian Policy Model for Australia In: The Economic Record. [Full Text][Citation analysis] | article | 35 |
2007 | An estimated New Keynesian policy model for Australia.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2005 | An Estimated, New Keynesian Policy Model for Australia.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | paper | |
2019 | Identification and Estimation Issues in Exponential Smooth Transition Autoregressive Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
2017 | Identification and Estimation issues in Exponential Smooth Transition Autoregressive Models.(2017) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2006 | The impact of ECB monetary policy decisions and communication on the yield curve In: Working Paper Series. [Full Text][Citation analysis] | paper | 139 |
2008 | The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | paper | |
2010 | The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve.(2010) In: Journal of the European Economic Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | article | |
2017 | Measuring the output gap in Switzerland with linear opinion pools In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2015 | Forecasting copper prices with dynamic averaging and selection models In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 38 |
2014 | Forecasting Copper Prices with Dynamic Averaging and Selection Models.(2014) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
2013 | Macroprudential stress testing of credit risk: A practical approach for policy makers In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 39 |
2011 | Macroprudential stress testing of credit risk: A practical approach for policy makers.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2011 | Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers.(2011) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2012 | Macroprudential stress testing of credit risk : a practical approach for policy makers.(2012) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2019 | Forecast ranked tailored equity portfolios In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2018 | Forecast ranked tailored equity portfolios.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Global equity market volatility spillovers: A broader role for the United States In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
2015 | Global Equity Market Volatility Spillovers: A Broader Role for the United States.(2015) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2014 | Equilibrium credit: The reference point for macroprudential supervisors In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2014 | Equilibrium Credit: The Reference Point for Macroprudential Supervisors.(2014) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2013 | Equilibrium credit : the reference point for macroprudential supervisors.(2013) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2016 | Heterogeneous agents, the financial crisis and exchange rate predictability In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
2015 | Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability.(2015) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2017 | The role of jumps and leverage in forecasting volatility in international equity markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 36 |
2016 | The term structure of interest rates in an estimated New Keynesian policy model In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2017 | Macroeconomic factors and equity premium predictability In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
2015 | Macroeconomic Factors and Equity Premium Predictability.(2015) In: Economics Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2009 | Understanding forecast failure of ESTAR models of real exchange rates In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 9 |
2009 | Understanding forecast failure in ESTAR models of real exchange rates.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2009 | Understanding forecast failure of ESTAR models of real exchange rates.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2012 | Understanding forecast failure of ESTAR models of real exchange rates.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2022 | Discovering Stars: Problems in Recovering Latent Variables from Models In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Superforecasting: The Art and Science of Prediction. By Philip Tetlock and Dan Gardner In: Risks. [Full Text][Citation analysis] | article | 0 |
2008 | A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006) In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | A Note on Long Horizon Forecasts of Nonlinear Models of Real Exchange Rates: Comments on Rapach and Wohar (2006).(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2010 | Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach.(2010) In: University of St. Gallen Department of Economics working paper series 2010. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper |
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