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Daniel Buncic
Daniel Buncic
Professor of Finance, Stockholm Business School, Stockholm University.
Verified email at sbs.su.se - Homepage
Title
Cited by
Cited by
Year
The impact of ECB monetary policy decisions and communication on the yield curve
C Brand, D Buncic, J Turunen
Journal of the European Economic Association 8 (6), 1266-1298, 2010
259*2010
Macroprudential stress testing of credit risk: a practical approach for policy makers
D Buncic, M Melecky
Journal of Financial Stability 9 (3), 347-370, 2013
1552013
Forecasting copper prices with dynamic averaging and selection models
D Buncic, C Moretto
The North American Journal of Economics and Finance 33, 1-38, 2015
882015
An Estimated New Keynesian Policy Model for Australia
D Buncic, M Melecky
Economic Record 84 (264), 1-16, 2008
782008
Global equity market volatility spillovers: A broader role for the United States
D Buncic, KIM Gisler
International Journal of Forecasting 32 (4), 1317-1339, 2016
732016
Equilibrium Credit: The Reference Point For Macroprudential Supervisors
D Buncic, M Melecky
Journal of Banking and Finance 41 (April), 135-154, 2014
612014
The Role of Jumps and Leverage in Forecasting Volatility in International Equity Markets
D Buncic, KIM Gisler
Journal of International Money and Finance 79, 1-19, 2017
592017
Heterogeneous agents, the financial crisis and exchange rate predictability
D Buncic, GD Piras
Journal of International Money and Finance 60, 313-359, 2016
322016
Macroeconomic Factors and Equity Premium Predictability
D Buncic, M Tischhauser
International Review of Economics and Finance 51, 621-644, 2017
202017
Understanding forecast failure of ESTAR models of real exchange rates
D Buncic
Empirical Economics 43, 399-426, 2012
18*2012
Appropriate capital ratios in major Swedish banks–new perspectives
J Almenberg, M Andersson, D Buncic, C Cella, P Giordani, A Grodecka, ...
Sveriges Riksbank, 2017
162017
On Measuring the Natural Rate of Interest
D Buncic
SSRN Working Paper, 2020
15*2020
Bootstrap causality tests of the relationship between the equity markets of the US and other developed countries: Pre-and post-September 11
A Hatemi-J, E Roca, D Buncic
Journal of Applied Business Research (JABR) 22 (3), 2006
142006
Identification and estimation issues in exponential smooth transition autoregressive models
D Buncic
Oxford Bulletin of Economics and Statistics 81 (3), 667-685, 2019
102019
Measuring fund style, performance and activity: a new style‐profiling approach
D Buncic, JE Eggins, RJ Hill
Accounting & Finance 55 (1), 29-55, 2015
62015
On a standard Method for Measuring the Natural Rate of Interest
D Buncic
arXiv preprint arXiv:2103.16452, 2021
42021
Measuring the output gap in Switzerland with linear opinion pools
D Buncic, O Müller
Economic Modelling 64, 153-171, 2017
42017
Macro prudential Stress Testing of Credit Risk–A
D Buncic, M Melecky
Practical Approach for Policy Makers. World Bank Policy Research Working …, 2012
42012
Discovering stars: Problems in recovering latent variables from Models
D Buncic, A Pagan
Available at SSRN 4220302, 2022
32022
The term structure of interest rates in an estimated New Keynesian policy model
D Buncic, P Lentner
Journal of Macroeconomics 50, 126-150, 2016
32016
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