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The Feldstein-Horioka puzzle revisited: A Monte Carlo study

, , and . Journal of International Money and Finance, 24 (7): 1143--1149 (November 2005)

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Quantile forecast combinations in realised volatility prediction., , , and . J. Oper. Res. Soc., 70 (10): 1720-1733 (2019)The Feldstein-Horioka puzzle revisited: A Monte Carlo study, , and . Journal of International Money and Finance, 24 (7): 1143--1149 (November 2005)Predictive financial models of the euro area: A new evaluation test. International Journal of Forecasting, 23 (4): 695--705 (00 2007)