Good volatility, bad volatility and the cross section of commodity returns
Tamás Kiss, Igor Ferreira Batista Martins
2 citationsFinance research letters
Tamás Kiss
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23Publications signalées
47Citations signalées
2Affiliations récentes
Institutions déclarées
Domaines associés
Monetary Policy and Economic ImpactMarket Dynamics and VolatilityFinancial Markets and Investment StrategiesFinancial Risk and Volatility ModelingFiscal Policy and Economic Growth
Publications récentes
Understanding Wealth‐Tax Rates: An Investor‐Utility Mapping to Capital‐Gains Taxes
Ádám Faragó, Erik Hjalmarsson, Tamás Kiss
0 citationsEuropean Financial Management
Good Volatility, Bad Volatility and the Cross Section of Commodity Returns
Igor Ferreira Batista Martins, Tamás Kiss
0 citationsSSRN Electronic Journal
VAR Models with Fat Tails and Dynamic Asymmetry
Tamás Kiss, Stepan Mazur, Hoang Nguyen, Pär Österholm
0 citations
US Interest Rates: Are Relations Stable?
Sune Karlsson, Tamás Kiss, Hoang Nguyen, Pär Österholm
0 citationsRePEc: Research Papers in Economics
Market participants or the random walk – who forecasts better? Evidence from micro-level survey data
Tamás Kiss, Kamil Kladívko, Oliwer Silfverberg, Pär Österholm
5 citationsFinance research letters
Understanding Wealth-Tax Rates: An Investor-Utility Mapping to Capital-Gains Taxes
Ádám Faragó, Erik Hjalmarsson, Tamás Kiss
0 citationsSSRN Electronic Journal
Modelling Okun’s law: Does non-Gaussianity matter?
Tamás Kiss, Hoang Nguyen, Pär Österholm
6 citationsEmpirical Economics
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations
Tamás Kiss, Stepan Mazur, Hoang Nguyen, Pär Österholm
9 citationsJournal of Forecasting
Long‐run predictability tests are even worse than you thought
5 citationsJournal of Applied Econometrics
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Farrukh Javed, Tamás Kiss, Pär Österholm
2 citationsApplied Economics
Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails
Tamás Kiss, Hoang Nguyen, Pär Österholm
0 citationsJournal of risk and financial management
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