FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2281237623> ?p ?o ?g. }

• W2281237623 endingPage "590" @default.
• W2281237623 startingPage "574" @default.
• W2281237623 abstract "This study performs unbiasedness and efficiency tests of three-month and twelve-month ahead interest rate forecasts of one short-term and one long-term security of 10 developed and 20 emerging economies by exploiting a new survey data source. The results of the country-specific unbiasedness tests are mixed. However, the panel-based unbiasedness test results show that forecasts are biased. The efficiency test results indicate that forecasters do not incorporate all available information into their forecasts. We also find that emerging markets' interest rates are more predictable than the developed markets' interest rates at the shorter horizon due mainly to high inflation in the emerging markets. We also check for the robustness of our findings by dividing the sample period into two sub-periods, before and after the global financial crisis of 2007. We did not find any significant difference in the sub-period results compared to the full period. By considering a new group of countries (emerging economies), a new data source, and a new estimation approach, our study contributes to the financial market efficiency literature, especially on emerging markets. Investors and monetary policy makers should use these data cautiously as forecasts are not efficient. The study also has implications for monetary policy transparency and independence." @default.
• W2281237623 created "2016-06-24" @default.
• W2281237623 creator A5014595498 @default.
• W2281237623 creator A5033559461 @default.
• W2281237623 creator A5038883380 @default.
• W2281237623 date "2016-04-01" @default.
• W2281237623 modified "2023-09-23" @default.
• W2281237623 title "Further evidence on the rationality of interest rate expectations: A comprehensive study of developed and emerging economies" @default.
• W2281237623 cites W1967991501 @default.
• W2281237623 cites W1971321352 @default.
• W2281237623 cites W1977168372 @default.
• W2281237623 cites W1979682371 @default.
• W2281237623 cites W1988986558 @default.
• W2281237623 cites W1994321715 @default.
• W2281237623 cites W1994963221 @default.
• W2281237623 cites W1996443863 @default.
• W2281237623 cites W2025038423 @default.
• W2281237623 cites W2029943593 @default.
• W2281237623 cites W2043566317 @default.
• W2281237623 cites W2049313917 @default.
• W2281237623 cites W2049548493 @default.
• W2281237623 cites W2069558367 @default.
• W2281237623 cites W2074722724 @default.
• W2281237623 cites W2081308021 @default.
• W2281237623 cites W2084689273 @default.
• W2281237623 cites W2096387407 @default.
• W2281237623 cites W2097119464 @default.
• W2281237623 cites W2121189674 @default.
• W2281237623 cites W2129646843 @default.
• W2281237623 cites W2131505031 @default.
• W2281237623 cites W2139352329 @default.
• W2281237623 cites W2152717893 @default.
• W2281237623 cites W2156604601 @default.
• W2281237623 cites W2163388377 @default.
• W2281237623 cites W2171219380 @default.
• W2281237623 cites W3121368961 @default.
• W2281237623 cites W3122143078 @default.
• W2281237623 cites W3123570188 @default.
• W2281237623 cites W3124695609 @default.
• W2281237623 cites W3125765518 @default.
• W2281237623 doi "https://doi.org/10.1016/j.econmod.2015.12.036" @default.
• W2281237623 hasPublicationYear "2016" @default.
• W2281237623 type Work @default.
• W2281237623 sameAs 2281237623 @default.
• W2281237623 citedByCount "11" @default.
• W2281237623 countsByYear W22812376232017 @default.
• W2281237623 countsByYear W22812376232018 @default.
• W2281237623 countsByYear W22812376232019 @default.
• W2281237623 countsByYear W22812376232020 @default.
• W2281237623 countsByYear W22812376232021 @default.
• W2281237623 countsByYear W22812376232023 @default.
• W2281237623 crossrefType "journal-article" @default.
• W2281237623 hasAuthorship W2281237623A5014595498 @default.
• W2281237623 hasAuthorship W2281237623A5033559461 @default.
• W2281237623 hasAuthorship W2281237623A5038883380 @default.
• W2281237623 hasConcept C10138342 @default.
• W2281237623 hasConcept C104317684 @default.
• W2281237623 hasConcept C106159729 @default.
• W2281237623 hasConcept C121087249 @default.
• W2281237623 hasConcept C121332964 @default.
• W2281237623 hasConcept C126285488 @default.
• W2281237623 hasConcept C139719470 @default.
• W2281237623 hasConcept C149782125 @default.
• W2281237623 hasConcept C162324750 @default.
• W2281237623 hasConcept C175025494 @default.
• W2281237623 hasConcept C17744445 @default.
• W2281237623 hasConcept C182306322 @default.
• W2281237623 hasConcept C185592680 @default.
• W2281237623 hasConcept C19244329 @default.
• W2281237623 hasConcept C198531522 @default.
• W2281237623 hasConcept C199539241 @default.
• W2281237623 hasConcept C200941418 @default.
• W2281237623 hasConcept C201717286 @default.
• W2281237623 hasConcept C2780233690 @default.
• W2281237623 hasConcept C33332235 @default.
• W2281237623 hasConcept C43617362 @default.
• W2281237623 hasConcept C55493867 @default.
• W2281237623 hasConcept C556758197 @default.
• W2281237623 hasConcept C63479239 @default.
• W2281237623 hasConceptScore W2281237623C10138342 @default.
• W2281237623 hasConceptScore W2281237623C104317684 @default.
• W2281237623 hasConceptScore W2281237623C106159729 @default.
• W2281237623 hasConceptScore W2281237623C121087249 @default.
• W2281237623 hasConceptScore W2281237623C121332964 @default.
• W2281237623 hasConceptScore W2281237623C126285488 @default.
• W2281237623 hasConceptScore W2281237623C139719470 @default.
• W2281237623 hasConceptScore W2281237623C149782125 @default.
• W2281237623 hasConceptScore W2281237623C162324750 @default.
• W2281237623 hasConceptScore W2281237623C175025494 @default.
• W2281237623 hasConceptScore W2281237623C17744445 @default.
• W2281237623 hasConceptScore W2281237623C182306322 @default.
• W2281237623 hasConceptScore W2281237623C185592680 @default.
• W2281237623 hasConceptScore W2281237623C19244329 @default.
• W2281237623 hasConceptScore W2281237623C198531522 @default.
• W2281237623 hasConceptScore W2281237623C199539241 @default.
• W2281237623 hasConceptScore W2281237623C200941418 @default.
• W2281237623 hasConceptScore W2281237623C201717286 @default.
• W2281237623 hasConceptScore W2281237623C2780233690 @default.

• next