Discussion paper DP16357 Equity premium predictability over the business cycle Tobias Stein 12 Sep 2021 Financial Economics E32 E37 C53 G11 G17
Discussion paper DP15786 Does Alternative Data Improve Financial Forecasting? The Horizon Effect Thierry Foucault Laurent Frésard 9 Feb 2021 Financial Economics D84 G14 G17 M41
Discussion paper DP15451 Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic Gabriel Pérez-Quirós Elena Diaz 14 Nov 2020 Monetary Economics and Fluctuations F44 G17 Q02
Discussion paper DP15217 Comparing Forecast Performance with State Dependence Florens Odendahl Barbara Rossi Tatevik Sekhposyan 28 Aug 2020 Monetary Economics and Fluctuations C52 C53 G17
Discussion paper DP14525 Artificial Intelligence in Asset Management Söhnke Bartram Jürgen Branke Mehrshad Motahari 24 Mar 2020 Financial Economics International Macroeconomics and Finance G11 G17
Discussion paper DP14417 Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models Carlo A. Favero Alessandro Melone 17 Feb 2020 Financial Economics C38 G11 G17
Discussion paper DP14259 How do machine learning and non-traditional data affect credit scoring? New evidence from a Chinese fintech firm Leonardo Gambacorta Yiping Huang Han Qiu Jingyi Wang 28 Dec 2019 Financial Economics G17 G18 G23 G32
Discussion paper DP14200 How the Wealth Was Won: Factor Shares as Market Fundamentals Martin Lettau Sydney Ludvigson Dan Greenwald 13 Dec 2019 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations G10 G12 G17
Discussion paper DP14115 The Leverage Factor: Credit Cycles and Asset Returns Alan M. Taylor Josh Davis 12 Nov 2019 Economic History Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations E17 E20 E21 E32 E44 G01 G11 G12 G17 G21 N10
Discussion paper DP13873 Correlation Risk, Strings and Asset Prices Antonio Mele Walter Distaso Grigory Vilkov 19 Jul 2019 Financial Economics G11 G12 G13 G17
Discussion paper DP13435 Global Price of Risk and Stabilization Policies Tobias Adrian Erik Vogt Daniel Stackman 7 Jan 2019 Financial Economics G12 G17 G01
Discussion paper DP13426 New testing approaches for mean-variance predictability Gabriele Fiorentini ENRIQUE SENTANA 4 Jan 2019 Financial Economics C12 C22 G17