SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Can consumer price index predict gold price returns?
16 references·1 citing·42 second hop
Can consumer price index predict gold price returns? (2016)Can consumer price index predict gold pri…Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Is gold a safe haven or a hed…The crude oil market and the gold market: Evidence for cointegration, causality and price discovery (2010)The crude oil market and the …A new unit root test with two structural breaks in level and slope at unknown time (2010)A new unit root test with two…Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Out-of-Sample Equity Premium …Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Stock Return Predictability: Is it There? (2006)Stock Return Predictability: …A power GARCH examination of the gold market (2006)A power GARCH examination of …In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (2005)In-Sample or Out-of-Sample Te…Predicting the Equity Premium with Dividend Ratios (2003)Predicting the Equity Premium…Stock Return Predictability: Is it There? (2001)Stock Return Predictability: …Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? (1999)Implementing Statistical Crit…Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Data-Snooping Biases in Tests…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Advertising and Aggregate Consumption: An Analysis of Causality (1980)Advertising and Aggregate Con…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Can agricultural commodity prices predict Nigeria's inflation? (2019)Can agricultural commodity pr…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Presidential Address: Discount Rates (2011)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Dog That Did Not Bark: A Defense of Return Predictability (2007)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Reconciling the Return Predictability Evidence (2007)Forecasting Stock Returns (2013)International Stock Return Predictability: What Is the Role of the United States? (2013)Common risk factors in the returns on stocks and bonds (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Manager sentiment and stock returns (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Economic Forces and the Stock Market (1986)Commonality in the determinants of expected stock returns (1996)Common Risk Factors in Currency Markets (2011)Replicating Anomalies (2018)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Tail Risk and Asset Prices (2014)The VIX, the variance premium and stock market volatility (2014)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)Empirical exchange rate models of the seventies (1983)Dividend yields and expected stock returns (1988)What do we learn from the price of crude oil futures? (2010)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
  • 2006Stock Return Predictability: Is it There?1,295 cited
  • 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
  • 2001Stock Return Predictability: Is it There?897 cited
  • 2003Predicting the Equity Premium with Dividend Ratios764 cited
  • 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?756 cited
  • 2010A new unit root test with two structural breaks in level and slope at unknown time725 cited
  • 1980Advertising and Aggregate Consumption: An Analysis of Causality548 cited
  • 1999Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?533 cited
  • 2013Is gold a safe haven or a hedge for the US dollar? Implications for risk management515 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2010
The crude oil market and the gold market: Evidence for cointegration, causality and price discovery
405 cited
  • 2006A power GARCH examination of the gold market386 cited
  • Cited by

    • 2019Can agricultural commodity prices predict Nigeria's inflation?63 cited