9
H index
8
i10 index
385
Citations
Sveriges Riksbank | 9 H index 8 i10 index 385 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 |
Year | Title of citing document |
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2023 | Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419. 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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
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 |
2023 | Incorporating financial development indicators into early warning systems. (2023). Ponomarenko, Alexey ; Tatarintsev, Stas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000445. 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 |
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 |
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 |
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 |
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 |
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 |
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 |
2022 | ÚvÄ›ry v selhánà a makroekonomika: Modelovánà systémového kreditnÃho rizika v ÄŒeské republice. (2014). Melecky, Ales ; Melecký, Martin ; Sulganova, Monika . In: MPRA Paper. RePEc:pra:mprapa:59917. 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 |
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 | Asset purchases and sovereign risk premia in the euro area during the pandemic. (2022). Hudecz, Gergely. In: Working Papers. RePEc:stm:wpaper:55. Full description at Econpapers || Download paper |
2023 | To Boost or Not to Boost? That is the Question. (2023). Pagan, Adrian ; Lu, YE. In: Working Papers. RePEc:syd:wpaper:2023-05. 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 |
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 |
2022 | Measuring multi?volatility states of financial markets based on multifractal clustering model. (2022). Tang, Huiyue ; Huang, Xun. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:422-434. Full description at Econpapers || Download paper |
2022 | Forecasting international equity market volatility: A new approach. (2022). Li, Yan ; Liang, Chao ; Ma, Feng ; Zhang, Yaojie. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:7:p:1433-1457. Full description at Econpapers || Download paper |
2022 | Forecasting value at risk and expected shortfall using high?frequency data of domestic and international stock markets. (2022). Wang, Man ; Cheng, Yihan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:8:p:1595-1607. Full description at Econpapers || Download paper |
2023 | Uncertainty?driven oil volatility risk premium and international stock market volatility forecasting. (2023). Yin, Libo ; Su, Zhi ; Miao, Deyu ; Fang, Tong. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:872-904. Full description at Econpapers || Download paper |
2022 | Directly pricing VIX futures with observable dynamic jumps based on high?frequency VIX. (2022). Wang, LU ; Ma, Feng ; Qiao, Gaoxiu ; Jiang, Gongyue. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1518-1548. Full description at Econpapers || Download paper |
2023 | Impact of crude oil volatility jumps on sustainable investments: Evidence from India. (2023). Uddin, Gazi Salah ; Park, Donghyun ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1450-1468. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 141 |
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: 141 | 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: 141 | 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 | 40 |
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: 40 | 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: 40 | 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: 40 | 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 | 38 |
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: 38 | paper | |
2014 | Equilibrium credit: The reference point for macroprudential supervisors In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
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: 17 | 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: 17 | 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 | 37 |
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 | 1 |
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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