Disagreement versus Uncertainty: Evidence from Distribution Forecasts

By Krüger Fabian and Nolte Ingmar
Journal of Banking and Finance (2015)

  • Fabian Krüger

    Heidelberg Institute for Theoretical Studies

    Germany

  • Ingmar Nolte

    Lancaster University

    UK

Created

July 4, 2015

Last update

July 10, 2015

Software

R

Ranking

80

Visits

2867

Downloads

178

Description

This folder contains replication files for the paper by Krueger and Nolte (2015, ``Disagreement versus Uncertainty: Evidence from Distribution Forecasts'', forthcoming, Journal of Banking and Finance) For more details, please download the readme file.

Backtesting Expected Shortfall via Multi-Quantile Regression

Working Paper (2021)

Couperier Ophélie and Leymarie Jérémy

Estimating The Relation Between Digitalization And The Market Value Of Insurers

Journal of Risk and Insurance (2021)

Fritzsch Simon and Scharner Philipp

Estimating the probability of informed trading: A Bayesian approach

Journal of Banking and Finance (2021)

Griffin Jim, Oberoi Jaideep, and Oduro Samuel

The long term impact of Chilean policy reforms on savings and pensions

Journal of the Economics of Ageing (2021)

Madeira Carlos

2021-02-16

Zip Archive

688

261

13

Market Power and Efficiency in the Iranian Banking Industry

Emerging Markets Finance and Trade (2020)

Haghnejad Amin, Samadi Saeed, Nasrollahi Khadije, Azarbayjani Karim, and Kazemi Iraj

Stock prices, exchange rates and portfolio equity flows: A Toda-Yamamoto Panel Causality Test

Journal of Economic Studies (2019)

Andriansyah Andriansyah

Catch me if you can. Can human observers identify insiders in asset markets?

Journal of Economic Psychology (2018)

Palan Stefan and Stöckl Thomas

Aggregation mechanisms for crowd predictions

Experimental Economics (2019)

Huber Jürgen, Palan Stefan, and Senninger Larissa

Does Investor Risk Perception Drive Asset Prices in Markets? Experimental Evidence.

Journal of Banking and Finance (2019)

Huber Jürgen, Zeisberger Stefan, and Palan Stefan

0 comment

Add comment

You need to log in to post a comment.