Matches in SemOpenAlex for { <https://semopenalex.org/work/W4237066024> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W4237066024 endingPage "IV" @default.
- W4237066024 startingPage "I" @default.
- W4237066024 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.
- W4237066024 created "2022-05-12" @default.
- W4237066024 date "2016-04-01" @default.
- W4237066024 modified "2023-09-25" @default.
- W4237066024 title "Corresponding to article title Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression" @default.
- W4237066024 doi "https://doi.org/10.1016/s0264-9993(16)30046-3" @default.
- W4237066024 hasPublicationYear "2016" @default.
- W4237066024 type Work @default.
- W4237066024 citedByCount "0" @default.
- W4237066024 crossrefType "journal-article" @default.
- W4237066024 hasConcept C10138342 @default.
- W4237066024 hasConcept C104317684 @default.
- W4237066024 hasConcept C106159729 @default.
- W4237066024 hasConcept C121087249 @default.
- W4237066024 hasConcept C121332964 @default.
- W4237066024 hasConcept C126285488 @default.
- W4237066024 hasConcept C139719470 @default.
- W4237066024 hasConcept C149782125 @default.
- W4237066024 hasConcept C162324750 @default.
- W4237066024 hasConcept C175025494 @default.
- W4237066024 hasConcept C185592680 @default.
- W4237066024 hasConcept C19244329 @default.
- W4237066024 hasConcept C198531522 @default.
- W4237066024 hasConcept C200941418 @default.
- W4237066024 hasConcept C2778300220 @default.
- W4237066024 hasConcept C2780233690 @default.
- W4237066024 hasConcept C33332235 @default.
- W4237066024 hasConcept C38652104 @default.
- W4237066024 hasConcept C41008148 @default.
- W4237066024 hasConcept C43617362 @default.
- W4237066024 hasConcept C55493867 @default.
- W4237066024 hasConcept C556758197 @default.
- W4237066024 hasConcept C63479239 @default.
- W4237066024 hasConcept C91602232 @default.
- W4237066024 hasConceptScore W4237066024C10138342 @default.
- W4237066024 hasConceptScore W4237066024C104317684 @default.
- W4237066024 hasConceptScore W4237066024C106159729 @default.
- W4237066024 hasConceptScore W4237066024C121087249 @default.
- W4237066024 hasConceptScore W4237066024C121332964 @default.
- W4237066024 hasConceptScore W4237066024C126285488 @default.
- W4237066024 hasConceptScore W4237066024C139719470 @default.
- W4237066024 hasConceptScore W4237066024C149782125 @default.
- W4237066024 hasConceptScore W4237066024C162324750 @default.
- W4237066024 hasConceptScore W4237066024C175025494 @default.
- W4237066024 hasConceptScore W4237066024C185592680 @default.
- W4237066024 hasConceptScore W4237066024C19244329 @default.
- W4237066024 hasConceptScore W4237066024C198531522 @default.
- W4237066024 hasConceptScore W4237066024C200941418 @default.
- W4237066024 hasConceptScore W4237066024C2778300220 @default.
- W4237066024 hasConceptScore W4237066024C2780233690 @default.
- W4237066024 hasConceptScore W4237066024C33332235 @default.
- W4237066024 hasConceptScore W4237066024C38652104 @default.
- W4237066024 hasConceptScore W4237066024C41008148 @default.
- W4237066024 hasConceptScore W4237066024C43617362 @default.
- W4237066024 hasConceptScore W4237066024C55493867 @default.
- W4237066024 hasConceptScore W4237066024C556758197 @default.
- W4237066024 hasConceptScore W4237066024C63479239 @default.
- W4237066024 hasConceptScore W4237066024C91602232 @default.
- W4237066024 hasLocation W42370660241 @default.
- W4237066024 hasOpenAccess W4237066024 @default.
- W4237066024 hasPrimaryLocation W42370660241 @default.
- W4237066024 hasRelatedWork W1559321120 @default.
- W4237066024 hasRelatedWork W1570387722 @default.
- W4237066024 hasRelatedWork W1580066537 @default.
- W4237066024 hasRelatedWork W2625243858 @default.
- W4237066024 hasRelatedWork W2890602371 @default.
- W4237066024 hasRelatedWork W3121658448 @default.
- W4237066024 hasRelatedWork W3122311893 @default.
- W4237066024 hasRelatedWork W3123355254 @default.
- W4237066024 hasRelatedWork W3146648398 @default.
- W4237066024 hasRelatedWork W2113016303 @default.
- W4237066024 hasVolume "54" @default.
- W4237066024 isParatext "false" @default.
- W4237066024 isRetracted "false" @default.
- W4237066024 workType "article" @default.