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Records found: 25
DP16629 |
Monetary Policy and Bond Prices with Drifting Equilibrium Rates Author(s): Carlo A. Favero, Alessandro Melone and Andrea Tamoni Published: October 2021 |
DP16441 |
Dynamics of Asset Demands with Confidence Heterogeneity Author(s): Adrian Buss, Raman Uppal and Grigory Vilkov Published: August 2021 |
DP16357 |
Equity premium predictability over the business cycle Author(s): Emanuel Moench and Tobias Stein Published: July 2021 |
DP16029 |
The Distribution of Investor Beliefs, Stock Ownership and Stock Returns Author(s): Gikas Hardouvelis, Georgios Karalas and Dimitri Vayanos Published: April 2021 |
DP15610 |
The Expected Return on Risky Assets: International Long-run Evidence Author(s): Dmitry Kuvshinov and Kaspar Zimmermann Published: December 2020 |
DP15305 |
Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio Author(s): Ilias Filippou, David Rapach, Mark Taylor and Guofu Zhou Published: September 2020 |
DP15217 |
Comparing Forecast Performance with State Dependence Author(s): Florens Odendahl, Barbara Rossi and Tatevik Sekhposyan Published: August 2020 |
DP15028 |
Informed Trading in Government Bond Markets Author(s): Dong Lou Published: July 2020 |
DP14417 |
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models Author(s): Carlo A. Favero and Alessandro Melone Published: March 2020 |
DP14115 |
The Leverage Factor: Credit Cycles and Asset Returns Author(s): Josh Davis and Alan M. Taylor Published: November 2019 |
DP13463 |
Good Carry, Bad Carry Author(s): Geert Bekaert and George Panayotov Published: January 2019 |
DP12885 |
Pockets of Predictability Author(s): Leland Farmer, Lawrence Schmidt and Allan Timmermann Published: April 2018 |
DP12827 |
The Levered Equity Risk Premium and Credit Spreads: A Unified Framework Author(s): Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya Strebulaev Published: March 2018 |
DP12760 |
Expected Correlation and Future Market Returns Author(s): Adrian Buss, Lorenzo Schönleber and Grigory Vilkov Published: February 2018 |
DP12657 |
Paths to Convergence: Stock Price Behavior After Donald Trump's Election Author(s): Alexander F Wagner, Richard Zeckhauser and Alexandre Ziegler Published: January 2018 |
DP12617 |
Government Debt and the Returns to Innovation Author(s): Mariano Massimiliano Croce, Thiên Tung Nguyen, Steve Raymond and Lukas Schmid Published: January 2018 |
DP11970 |
The Quanto Theory of Exchange Rates Author(s): Lukas Kremens and Ian Martin Published: April 2017 |
DP11645 |
Implications of Return Predictability across Horizons for Asset Pricing Models Author(s): Carlo A. Favero, Fulvio Ortu, Andrea Tamoni and Haoxi Yang Published: November 2016 |
DP11455 |
Expected skewness and momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: August 2016 |
DP11324 |
Currency Value Author(s): Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf Published: June 2016 |
DP10629 |
Financial Markets where Traders Neglect the Informational Content of Prices Author(s): Erik Eyster, Matthew Rabin and Dimitri Vayanos Published: May 2015 |
DP10601 |
Expected Skewness and Momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: May 2015 |
DP10151 |
The Impact of Hedge Funds on Asset Markets Author(s): Mathias Kruttli, Andrew J Patton and Tarun Ramadorai Published: September 2014 |
DP9771 |
Carry Author(s): Ralph Koijen, Tobias J Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt Published: December 2013 |
DP9570 |
Nonparametric Predictive Regression Author(s): Elena Andreou, Ioannis Kasparis and Peter C. B. Phillips Published: July 2013 |
Records Found 25