Research classified by Journal of Economic Literature (JEL) codes

1980

• Ohlson, Ja, 1980, "Financial Ratios And The Probabilistic Prediction Of Bankruptcy," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 1, pages 109-131, DOI: http://hdl.handle.net/10.2307/24903.
• Hopwood, Ws, 1980, "On The Automation Of The Box-Jenkins Modeling Procedures - An Algorithm With An Empirical-Test," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 1, pages 289-296, DOI: http://hdl.handle.net/10.2307/24904.
• Hopwood, Ws, 1980, "The Transfer-Function Relationship Between Earnings And Market-Industry Indexes - An Empirical-Study," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 1, pages 77-90, DOI: http://hdl.handle.net/10.2307/24903.
• Casey, Cj, 1980, "The Usefulness Of Accounting Ratios For Subjects Predictions Of Corporate Failure - Replication And Extensions," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 2, pages 603-613, DOI: http://hdl.handle.net/10.2307/24905.
• Zimmer, I, 1980, "A Lens Study Of The Prediction Of Corporate Failure By Bank Loan Officers," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 18, issue 2, pages 629-636, DOI: http://hdl.handle.net/10.2307/24905.

1979

• Nichols, Dr & Tsay, Jj, 1979, "Security Price Reactions To Long-Range Executive Earnings Forecasts," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 17, issue 1, pages 140-155, DOI: http://hdl.handle.net/10.2307/24903.
• Lorek, Ks, 1979, "Predicting Annual Net Earnings With Quarterly Earnings Time-Series Models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 17, issue 1, pages 190-204, DOI: http://hdl.handle.net/10.2307/24903.
• Beaver, Wh & Clarke, R & Wright, Wf, 1979, "Association Between Unsystematic Security Returns And The Magnitude Of Earnings Forecast Errors," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 17, issue 2, pages 316-340, DOI: http://hdl.handle.net/10.2307/24905.
• Brown, Ld & Rozeff, Ms, 1979, "Adaptive Expectations, Time-Series Models, And Analyst Forecast Revision," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 17, issue 2, pages 341-351, DOI: http://hdl.handle.net/10.2307/24905.
• Frank, Wg, 1979, "Empirical-Analysis Of International Accounting Principles," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 17, issue 2, pages 593-605, DOI: http://hdl.handle.net/10.2307/24905.

1978

• Abdelkhalik, Ar & Espejo, J, 1978, "Expectations Data And Predictive Value Of Interim Reporting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue 1, pages 1-13, DOI: http://hdl.handle.net/10.2307/24904.
• Lorek, Ks & Mckeown, Jc, 1978, "Effect On Predictive Ability Of Reducing Number Of Observations On A Time-Series Analysis Of Quarterly Earnings Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue 1, pages 204-214, DOI: http://hdl.handle.net/10.2307/24904.
• Thakkar, Rb, 1978, "Association Between Market-Determined And Accounting-Determined Risk Measures - Note," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue 1, pages 215-223, DOI: http://hdl.handle.net/10.2307/24904.
• Chesley, Gr, 1978, "Subjective-Probability Elicitation Techniques - Performance Comparison," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 16, issue 2, pages 225-241, DOI: http://hdl.handle.net/10.2307/24905.

1977

• Chesley, Gr, 1977, "Subjective-Probability Elicitation - Effect Of Congruity Of Datum And Response Mode On Performance," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 15, issue 1, pages 1-11, DOI: http://hdl.handle.net/10.2307/24905.

1976

• Chesley, Gr, 1976, "Elicitation Of Subjective Probabilities - Laboratory Study In An Accounting Context," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 14, issue 1, pages 27-48, DOI: http://hdl.handle.net/10.2307/24904.

1975

• Libby, R, 1975, "Accounting Ratios And Prediction Of Failure - Some Behavioral Evidence," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 13, issue 1, pages 150-161, DOI: http://hdl.handle.net/10.2307/24906.

1974

• Barnea, A & Sadan, S, 1974, "Decomposition Of Estimation Problem In Financial Accounting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 1, pages 197-203, DOI: http://hdl.handle.net/10.2307/24905.
• Magee, Rp, 1974, "Industry-Wide Commonalities In Earnings," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 2, pages 270-287, DOI: http://hdl.handle.net/10.2307/24903.
• Loeb, M, 1974, "Comments On Budget Forecasting And Operating Performance," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 12, issue 2, pages 362-366, DOI: http://hdl.handle.net/10.2307/24903.

1973

• Elliott, Jw & Uphoff, Hl, 1973, "Predicting Near Term Profit And Loss Statement With An Econometric Model - Feasibility Study," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue 2, pages 259-274, DOI: http://hdl.handle.net/10.2307/24900.
• Samuelso.Ra, 1973, "Prediction And Price-Level Adjustment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue 2, pages 322-344, DOI: http://hdl.handle.net/10.2307/24900.
• Harmelin.Pj, 1973, "Empirical Examination Of Predictive Ability Of Alternate Sets Of Insurance Company Accounting Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue 1, pages 146-158, DOI: http://hdl.handle.net/10.2307/24902.
• Foster, G, 1973, "Stock Market Reaction To Estimates Of Earnings Per Share By Company Officials," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue 1, pages 25-37, DOI: http://hdl.handle.net/10.2307/24902.
• Wilcox, Jw, 1973, "Prediction Of Business Failure Using Accounting Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 163-179, DOI: http://hdl.handle.net/10.2307/24900.
• Benishay, H & Kinney, Wr, 1973, "Discussion Of A Prediction Of Business Failure Using Accounting Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 180-187, DOI: http://hdl.handle.net/10.2307/24900.
• Wilcox, Jw, 1973, "Prediction Of Business Failure Using Accounting Data - Comment," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 11, issue , pages 188-190, DOI: http://hdl.handle.net/10.2307/24900.

1972

• Deakin, Eb, 1972, "Discriminant Analysis Of Predictors Of Business Failure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue 1, pages 167-179, DOI: http://hdl.handle.net/10.2307/24902.
• Ophir, T, 1972, "Discussion Of Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 102-104, DOI: http://hdl.handle.net/10.2307/24898.
• Reilly, Fk & Morgenso.Dl & West, M, 1972, "Predictive Ability Of Alternative Parts Of Interim Financial Statements," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 105-124, DOI: http://hdl.handle.net/10.2307/24898.
• Kennelly, Jw, 1972, "Discussion Of Predictive Ability Of Alternative Parts Of Interim Financial Statements," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 125-131, DOI: http://hdl.handle.net/10.2307/24898.
• Coates, R, 1972, "Predictive Content Of Interim Reports - Time Series Analysis," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 132-144, DOI: http://hdl.handle.net/10.2307/24898.
• Barnea, A & Dyckman, T & Magee, R, 1972, "Discussion Of Predictive Content Of Interim Reports - Time Series Analysis," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 145-155, DOI: http://hdl.handle.net/10.2307/24898.
• Ohlson, J, 1972, "Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 45-84, DOI: http://hdl.handle.net/10.2307/24898.
• Gonedes, Nj, 1972, "Discussion Of Analysis Of Usefulness Of Accounting Data For Portfolio Decision - Decision-Theory Approach," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 10, issue , pages 85-101, DOI: http://hdl.handle.net/10.2307/24898.

1971

• Kinney, Wr, 1971, "Predicting Earnings - Entity Versus Subentity Data," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 9, issue 1, pages 127-136, DOI: http://hdl.handle.net/10.2307/24902.
• Ronen, J, 1971, "Some Effects Of Sequential Aggregation In Accounting On Decision-Making," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 9, issue 2, pages 307-332, DOI: http://hdl.handle.net/10.2307/24899.
• Wilcox, Jw, 1971, "Simple Theory Of Financial Ratios As Predictors Of Failure," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 9, issue 2, pages 389-345, DOI: http://hdl.handle.net/10.2307/24899.

1970

• Lemke, Kw, 1970, "Evaluation Of Liquidity - Analytical Study," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 1, pages 47-77, DOI: http://hdl.handle.net/10.2307/26747.
• Brief, Rp & Owen, J, 1970, "Estimation Problem In Financial Accounting," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 8, issue 2, pages 167-177, DOI: http://hdl.handle.net/10.2307/24901.

1969

• Frank, W, 1969, "Study Of Predictive Significance Of 2 Income Measures," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 7, issue 1, pages 123-136, DOI: http://hdl.handle.net/10.2307/24902.
• Demski, Js, 1969, "Predictive Ability Of Alternative Performance Measurement Models," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 7, issue 1, pages 96-115, DOI: http://hdl.handle.net/10.2307/24902.
• Barefield, Rm, 1969, "Comments On A Measure Of Forecasting Performance," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 7, issue 2, pages 324-327, DOI: http://hdl.handle.net/10.2307/24899.

1968

• Ijiri, Y & Kinard, Jc & Putney, Fb, 1968, "Integrated Evaluation System For Budget Forecasting And Operating Performance With A Classified Budgeting Bibliography," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue 1, pages 1-28, DOI: http://hdl.handle.net/10.2307/24901.
• Parker, Rh, 1968, "Discounted Cash Flow In Historical Perspective," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue 1, pages 58-71, DOI: http://hdl.handle.net/10.2307/24901.
• Bailey, Ad & Gray, J, 1968, "Study Of Importance Of Planning Horizon On Reports Utilizing Discounted Future Cash Flows," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 6, issue 1, pages 98-105, DOI: http://hdl.handle.net/10.2307/24901.

1966

• Green, D & Segall, J, 1966, "Predictive Power Of 1st-Quarter Earnings Reports - Replication," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 21-36, DOI: http://hdl.handle.net/10.2307/24901.
• Holton, Tl, 1966, "Predictive Power Of 1st-Quarter Earnings Reports - Replication - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 37-39, DOI: http://hdl.handle.net/10.2307/24901.
• Welsch, Ga, 1966, "Predictive Power Of 1st-Quarter Earnings Reports - Replication - Discussion," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 4, issue , pages 40-43, DOI: http://hdl.handle.net/10.2307/24901.

1964

• Birnberg, Jg, 1964, "Bayesian Statistics - A Review," Journal of Accounting Research, John Wiley & Sons, Ltd., volume 2, issue 1, pages 108-116, DOI: http://hdl.handle.net/10.2307/24901.

0

• Daniel Kapp & Marco Vega, 2012, "Real Output Costs of Financial Crises: A Loss Distribution Approach," Papers, arXiv.org, number 1201.0967, Jan, revised May 2012.
• Magomet Yandiev & Alexander Pakhalov, 2013, "The Relationship Between Stock Market Parameters and Interbank Lending Market: an Empirical Evidence," Papers, arXiv.org, number 1309.5703, Sep.
• Fariba Karimi & Matthias Raddant, 2013, "Cascades in real interbank markets," Papers, arXiv.org, number 1310.1634, Oct, revised Dec 2014.
• Carlos Leóm & Alejandro Reveiz, 2011, "Montecarlo simulation of long-term dependent processes: a primer," Borradores de Economia, Banco de la Republica de Colombia, number 648, Apr, DOI: 10.32468/be.648.
• Andrés Felipe García-Suaza & José E. Gómez-González & Andrés Murcia Pabón & Fernando Tenjo-Galarza, 2011, "The Cyclical Behavior of Bank Capital Buffers in an Emerging Economy: Size Does Matter," Borradores de Economia, Banco de la Republica de Colombia, number 650, Apr, DOI: 10.32468/be.650.
• Viviana Alejandra Alfonso & Luis Eduardo Arango & Fernando Arias & José David Pulido, 2011, "Ciclos de negocios en Colombia: 1980-2010," Borradores de Economia, Banco de la Republica de Colombia, number 651, Apr, DOI: 10.32468/be.651.
• Rafael Puyana & Mario Andrés Ramos & Héctor Zarate, 2011, "Determinantes del subempleo en Colombia: Un enfoque a través de la compensación salarial," Borradores de Economia, Banco de la Republica de Colombia, number 652, Apr, DOI: 10.32468/be.652.
• Sebástian Gómez Barrero & Julián A.Parra Polanía, 2011, "Comportamiento estratégico de los bancos centrales al anunciar pronósticos de inflación," Borradores de Economia, Banco de la Republica de Colombia, number 653, May, DOI: 10.32468/be.653.
• Andrés González & Lavan Mahadeva & Juan D. Prada & Diego Rodríguez, 2011, "Policy Analysis Tool Applied to Colombian Needs: PATACON Model Description," Borradores de Economia, Banco de la Republica de Colombia, number 656, May, DOI: 10.32468/be.656.
• Leonardo Gambacorta & Byeungchun Kwon & Taejin Park & Pietro Patelli & Sonya Zhu, 2024, "CB-LMs: language models for central banking," BIS Working Papers, Bank for International Settlements, number 1215, Oct.
• Didier SORNETTE & Ryan WOODARD, 2009, "Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-15, May.
• Didier SORNETTE, 2009, "Dragon-Kings, Black Swans and the Prediction of Crises," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-36, Sep.
• Zhi-Qiang JIANG & Wei-Xing ZHOU & Didier SORNETTE & Ryan WOODARD & Ken BASTIAENSEN & Peter CAUWELS, 2009, "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-39, Sep.
• Judith WIESINGER & Didier SORNETTE & Jeffrey SATINOVER, 2010, "Reverse Engineering Financial Markets with Majority and MinorityGames using Genetic Algorithms," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-08, Mar.
• Kun GUO & Wei-Xing ZHOU & Si-Wei CHENG & Didier SORNETTE, 2011, "The US stock market leads the Federal funds rate and Treasury bond yields," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-05, Feb.
• Alberto Plazzi & Walter N. Torous & Rossen I. Valkanov, 2011, "Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-08, Jan.
• Maria PUTINTSEVA, 2011, "Predictive Power of Information Market Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-23, Jun.
• Wanfeng YAN & Ryan WOODARD & Didier SORNETTE, 2011, "Role of diversification risk in financial bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-26, Jul.
• Didier SORNETTE & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou, 2011, "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-29, Aug.
• Wei-Xing ZHOU & Guo-Hua MU & Wei CHEN & Didier SORNETTE, 2011, "Investment strategies used as spectroscopy of financial markets reveal new stylized facts," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-30, Aug.
• Marc CHESNEY & Remo CRAMERI & Loriano MANCINI, 2011, "Detecting Informed Trading Activities in the Options Markets: Appendix on Subprime Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-38, Sep.
• Simon A. BRODA & Markus HAAS & Jochen KRAUSE & Marc S. PAOLELLA & Sven C. STEUDE, 2011, "Stable Mixture GARCH Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-39, Sep.
• Marc CHESNEY & Remo CRAMERI & Loriano MANCINI, 2011, "Detecting Informed Trading Activities in the Options Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-42, Sep.
• Marc S. Paolella, 2011, "Multivariate Asset Return Prediction with Mixture Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-52, Nov.
• Fulvio CORSI & Didier SORNETTE, 2011, "Follow the money: The monetary roots of bubbles and crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-60, Nov.
• Fulvio CORSI & Didier SORNETTE, 2011, "Follow the money: The monetary roots of bubbles and crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-61, Nov.
• Vladimir Filimonov & Didier Sornette, 2012, "Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-02, Feb.
• Didier Sornette & Alexander I. Saichev, 2012, "A Simple Microstructure Return Model Explaining Microstructure Noise and Epps Effects," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-08, Feb.
• Valentina Corradi & Walter Distaso & Antonio Mele, 2012, "Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-18, Feb.
• Maria Putintseva, 2012, "Mixture Normal Conditional Correlation Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-41, Dec.
• Didier SORNETTE & Peter CAUWELS, 2014, "Financial Bubbles: Mechanisms and Diagnostics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-28, Apr.
• Jochen KRAUSE & Marc S. PAOLELLA, 2014, "A Fast, Accurate Method for Value at Risk and Expected Shortfall," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-40, Jun.
• Diego ARDILA & Dorsa SANADGOL & Peter CAUWELS & Didier SORNETTE, 2014, "Identification and Critical Time Forecasting of Real Estate Bubbles in the U.S.A and Switzerland," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-44, Jul.
• Matthias LEISS & Heinrich H. NAX & Didier SORNETTE, 2014, "Super-Exponential Growth Expectations and the Global Financial Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-52, Aug, revised Sep 2015.
• Eric JONDEAU & Qunzi ZHANG, 2014, "Asymmetric Beta Comovement and Systematic Downside Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-59, Nov.
• Oliver D. Bunn & Robert J. Shiller, , "Changing Times, Changing Values: A Historical Analysis of Sectors within the US Stock Market 1872-2013," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1950.
• Narayan, Paresh Kumar & Narayan, Seema & Sharma, Susan Sunila, 2013, "An analysis of commodity markets: what gain for investors?," Working Papers, Deakin University, Department of Economics, number fe_2013_02, Jan, DOI: 10.1016/j.jbankfin.2013.07.009.
• Narayan, Paresh Kumar & Sharma, Susan Sunila & Thuraisamy, Kannan, 2014, "An analysis of price discovery from panel data models of CDS and equity returns," Working Papers, Deakin University, Department of Economics, number fe_2014_08, Jan, DOI: 10.1016/j.jbankfin.2014.01.008.
• Narayan, Paresh Kumar & Ali Ahmed, Huson & Sharma, Susan Sunila & Prabheesh, K. P., 2014, "How profitable is the Indian stock market?," Working Papers, Deakin University, Department of Economics, number fe_2014_14, Jan, DOI: 10.1016/j.pacfin.2014.07.001.
• Narayan, Paresh Kumar & Liu, Ruipeng, 2015, "A unit root model for trending time-series energy variables," Working Papers, Deakin University, Department of Economics, number fe_2015_05, Jan, DOI: 10.1016/j.eneco.2014.11.021.
• Narayan, Paresh Kumar & Gupta, Rangan, 2015, "Has oil price predicted stock returns for over a century?," Working Papers, Deakin University, Department of Economics, number fe_2015_08, Jan, DOI: 10.1016/j.eneco.2014.11.018.
• Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Narayan, Paresh Kumar, 2015, "Stock return forecasting: some new evidence," Working Papers, Deakin University, Department of Economics, number fe_2015_13, Jan, DOI: 10.1016/j.irfa.2015.05.002.
• Francesco Guidi & Rakesh Gupta, , "2012-14 Forecasting volatility of the ASEAN-5 stock markets: a nonlinear approach with non-normal errors," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201214.
• Matthew Bell, 2021, "Golden Years - Understanding the New Zealand Superannuation Fund," Treasury Working Paper Series, New Zealand Treasury, number 21/01, Jun.
• Amane Saito, 2022, "Volatility Analysis of ESG-integrated Japanese Equity Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-27, Feb.
• Amane Saito & Hisashi Tanizaki, 2022, "Volatility Analysis of Sustainability-Themed Japanese Equity Indices," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 22-01, Jun.
• Andrea Bucci, 0, "Realized Volatility Forecasting with Neural Networks," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 502-531.
• Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 0, "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 532-555.
• Augustin Landier & David Thesmar & Jeffrey Pontiff, 0, "Earnings Expectations during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 4, pages 598-617.
• Ian Laker & Chun-Kai Huang & Allan Ernest Clark, 2017, "Dependent bootstrapping for value-at-risk and expected shortfall," Risk Management, Palgrave Macmillan, volume 19, issue 4, pages 301-322, November, DOI: 10.1057/s41283-017-0023-y.
• Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna, 2021, "Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 202117, Feb.
• Rangan Gupta & Jacobus Nel & Christian Pierdzioch, 2021, "Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202118, Feb.
• Ryuichi Yamamoto & Hideaki Hirata, , "Strategy Switching in the Japanese Stock Market," Working Paper, Harvard University OpenScholar, number 164466.
• Jingwei Pan, 0000, "Evaluating Correlation Forecasts Under Asymmetric Loss," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 11413234.
• Avraham Turgeman & Claudiu Botoc & Marilen Pirtea & Octavian Jude, 0000, "Modelling Intraday Realized Volatility: The Role Of Vix, Oil And Gold," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 14115804.
• Daniel Preve & Anders Eriksson & Jun Yu, , "Forecasting Realized Volatility Using A Nonnegative Semiparametric Model," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-02-2007.
• Zhi-Qiang Jiang & Wei-Xing Zhou & D. Sornette & Ryan Woodard & Ken Bastiaensen & Peter Cauwels, , "Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-09-008.
• Wanfeng Yan & Ryan Woodard & Didier Sornette, , "The Role of diversification risk in financial bubbles," Working Papers, ETH Zurich, Chair of Systems Design, number ETH-RC-11-003.
• Didier Sornette & Ryan Woodard, & Wanfeng Yan & Wei-Xing Zhou, , "Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette bubble Model," Working Papers, ETH Zurich, Chair of Systems Design, number ETH-RC-11-004.
• Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral, 0000, "Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-039/4, 00.
• Aaron Tornell & Chunming Yuan, , "Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates," UMBC Economics Department Working Papers, UMBC Department of Economics, number 09-116, revised 01 Nov 2009.
• Burcu Bahcecı Baskurt & Şaban Çelik, 0, "Contıngent Claıms Analysıs as a Credıt Rısk Metrıc: Evıdence from Turkey," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 0, issue 0, pages 1-30.

None

• Ivan Jaccard & Frank Smets, 2020, "Structural Asymmetries and Financial Imbalances in the Eurozone," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 36, pages 73-102, April, DOI: 10.1016/j.red.2019.08.002.
• Robert Barro & Tao Jin, 2021, "Rare Events and Long-Run Risks," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 39, pages 1-25, January, DOI: 10.1016/j.red.2020.08.002.
• Michel Alexandre & Giovani A. S. Brito & Theo C. Martins, None, "Default contagion among credit modalities: evidence from Brazilian data," Journal of Credit Risk, Journal of Credit Risk.
• Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, None, "Modeling conditional correlations for risk diversification in crude oil markets," Journal of Energy Markets, Journal of Energy Markets.
• Sebastian Letmathe & Yuanhua Feng & André Uhde, None, "Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall," Journal of Risk, Journal of Risk.
• Arabinda Basistha & Alexander Kurov & Marketa Halova Wolfe, None, "Volatility forecasting: the role of internet search activity and implied volatility," Journal of Risk Model Validation, Journal of Risk Model Validation.
• Guglielmo Maria Caporale & Alex Plastun, None, "Abnormal returns and stock price movements: some evidence from developed and emerging markets," Journal of Investment Strategies, Journal of Investment Strategies.
• Daniel Felix Ahelegbey, None, "The econometrics of Bayesian graphical models: a review with financial application," Journal of Network Theory in Finance, Journal of Network Theory in Finance.
• J. Piplack, 2009, "Estimating and Forecasting Asset Volatility and Its Volatility: A Markov-Switching Range Model," Working Papers, Utrecht School of Economics, number 09-08, May.
• J. Piplack & M. Beine & B. Candelon, 2009, "Comovements of Returns and Volatility in International Stock Markets: A High-Frequency Approach," Working Papers, Utrecht School of Economics, number 09-10.