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accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"European economic review : EER"
~subject:"Capital income"
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Capital income
Estimation
732
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732
Theorie
126
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126
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87
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87
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86
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86
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Zaremba, Adam
5
Long, Huaigang
3
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2
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2
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2
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2
Umutlu, Mehmet
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Applied economics
European economic review : EER
Finance research letters
142
International review of economics & finance : IREF
93
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93
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84
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80
The North American journal of economics and finance : a journal of financial economics studies
78
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74
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62
Pacific-Basin finance journal
61
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54
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51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
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42
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40
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34
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31
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29
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International journal of forecasting
27
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25
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25
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24
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22
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Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper / Centre for Economic Policy Research
20
Emerging markets, finance and trade : EMFT
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Journal of economic dynamics & control
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Review of finance : journal of the European Finance Association
17
Theoretical economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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70
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1
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
Saved in:
2
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
3
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
4
Euro area sovereign bond risk premia before and during the Covid-19 pandemic
Corradin, Stefano
;
Schwaab, Bernd
- In:
European economic review : EER
153
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014430964
Saved in:
5
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
6
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
7
The dynamic impacts of skewness on the risk-return relationship in the dry bulk spot freight rates and FFAs
Sun, Xiaolin
;
Ma, Jun
;
Guo, Haifeng
;
Liu, Hailong
- In:
Applied economics
55
(
2023
)
18
,
pp. 1991-2004
Persistent link: https://www.econbiz.de/10014294827
Saved in:
8
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
9
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
10
Investor sentiment and the MAX effect : evidence from Korea
Byun, Suk Joon
;
Jeon, Byounghyun
;
Kim, Donghoon
- In:
Applied economics
55
(
2023
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10013494426
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