Nonparametric Predictive Regression for Stock Return Prediction 1
We propose a multi-step nonparametric predictive regression model, which allows for
general locally stationary predictors and time-varying/nonlinear return predictability. We …
general locally stationary predictors and time-varying/nonlinear return predictability. We …
Does Speculation in Futures Markets Improve Commodity Hedging Decisions?
A Fernandez-Perez, AM Fuertes… - Available at SSRN …, 2022 - papers.ssrn.com
This article performs a comparative analysis of traditional and selective hedging strategies in
commodity futures markets. Traditional hedging is aimed solely at reducing the risk of the …
commodity futures markets. Traditional hedging is aimed solely at reducing the risk of the …
Forecasting Corporate Bond Index Returns
This study investigates the return predictability of US corporate bond indexes by leveraging
a comprehensive set of aggregate firm characteristics and macroeconomic variables …
a comprehensive set of aggregate firm characteristics and macroeconomic variables …
It takes two to tango: Economic theory and model uncertainty for equity premium prediction
We assess whether agnostic statistical methods, particularly forecast combination strategies,
can provide additional information about the equity premium beyond proxies for the …
can provide additional information about the equity premium beyond proxies for the …
Analyse om dynamikken: Børsutvikling og Dens Innvirkning På Økonomisk Vekst
SE Andersen, FT Knudsen - 2024 - nmbu.brage.unit.no
Denne masteroppgaven har som mål å undersøker sammenhengen mellom børsavkastning
og økonomisk vekst, målt i BNP, i de nordiske landene; Norge, Sverige, Danmark, Finland …
og økonomisk vekst, målt i BNP, i de nordiske landene; Norge, Sverige, Danmark, Finland …