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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"The European journal of finance"
~subject:"Forecasting model"
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Capital income
Forecasting model
Estimation
475
Schätzung
472
Theorie
123
Theory
123
Estimation theory
74
Schätztheorie
74
Volatility
70
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Gupta, Rangan
5
Pierdzioch, Christian
3
Copeland, Laurence S.
2
Guérin, Pierre
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Lin, Qi
2
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2
McMillan, David G.
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Potì, Valerio
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Economics letters
The European journal of finance
Finance research letters
171
International review of financial analysis
110
Applied economics
107
International journal of forecasting
106
International review of economics & finance : IREF
99
Journal of banking & finance
96
The North American journal of economics and finance : a journal of financial economics studies
91
Economic modelling
90
Journal of empirical finance
85
Journal of financial economics
85
Journal of econometrics
71
Discussion paper / Centre for Economic Policy Research
70
Energy economics
70
Journal of international financial markets, institutions & money
63
Pacific-Basin finance journal
63
Research in international business and finance
62
Applied economics letters
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Journal of international money and finance
50
Discussion papers / CEPR
44
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Journal of forecasting
41
Review of quantitative finance and accounting
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Journal of financial markets
33
Working paper / National Bureau of Economic Research, Inc.
33
International journal of finance & economics : IJFE
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Journal of economic dynamics & control
28
International journal of economics and finance
27
Quantitative finance
27
Journal of financial econometrics
26
Emerging markets, finance and trade : EMFT
23
Theoretical economics letters
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of financial and quantitative analysis : JFQA
18
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1
Natural disasters, investor sentiments and stock market reactions : evidence from Turkey-Syria earthquakes
Sakariyahu, Rilwan
;
Lawal, Rodiat
;
Oyekola, Olayinka
; …
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451170
Saved in:
2
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Cepni, Oguzhan
;
Christou, Christina
;
Gupta, Rangan
- In:
Economics letters
227
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014335747
Saved in:
3
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
4
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
5
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
6
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
7
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
8
A bootstrap-based efficiency test of growth and inflation forecasts for Germany
Pierdzioch, Christian
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307781
Saved in:
9
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
10
Political orientation and compensation for idiosyncratic risk
Lee, Seunghyup
- In:
Economics letters
218
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013466385
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