Results 171 to 180 of about 331,204 (283)

Predicting small bank failures using macroeconomic factors [PDF]

, 2012
Mare, Davide
core  

Evaluation of macroeconomic models for financial stability analysis [PDF]

As financial stability has gained focus in economic policymaking, the demand for analyses of financial stability and the consequences of economic policy has increased.
Dimitrios P. Tsomocos, Gunnar Bårdsen, Kjersti-Gro Lindquist   +2 more
core  

When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley   +1 more source

Essential medicines in Central America: Analysis of national lists, macroeconomic factors, and alignment with health priorities. [PDF]

J Med Access
Martínez-Vargas E, Arguedas-Chacón S, González-Rodríguez V, Mora-Jiménez J, Cruz-Mora K, Zavaleta-Monestel E.   +5 more
europepmc   +1 more source

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

Journal of Forecasting, EarlyView.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source

Heterogeneous macroeconomic factors' effects on stocks across sizes, styles, and sectors in the South Korean market. [PDF]

PLoS One
Cho C, Yang J, Jang B.
europepmc   +1 more source

Factors Affecting the Credit Spreads Behaviour of USD Malaysian Bonds [PDF]

This paper addresses empirical analysis of Malaysian credit spreads in a number of directions. Firstly, the investigation of explanatory power of macroeconomic or market variables to the changes in the spreads.
Chee Jin Yap, Gerard Gannon
core  

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Unveiling Sri Lanka's brain drain and labour market pressure: A study of macroeconomic factors on migration. [PDF]

PLoS One
Kaluarachchi S, Jayathilaka R.
europepmc   +1 more source

Are Weekly Inflation Forecasts Informative? [PDF]

Are weekly inflation forecasts informative? Although several central banks review and discuss monetary policy issues on a bi-weekly basis, there have been few attempts by analysts to construct systematic estimates of core inflation that supports such a ...
Andreas M. Fischer, Marlene Amstad
core