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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Applied financial economics"
~subject:"Autocorrelation"
~subject:"Stock market"
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Capital income
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Estimation
496
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114
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USA
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Bohl, Martin T.
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Applied financial economics
Finance research letters
187
International review of financial analysis
170
International review of economics & finance : IREF
166
Journal of banking & finance
159
Journal of empirical finance
145
Applied economics
142
Applied economics letters
140
Journal of financial economics
134
Economic modelling
131
NBER working paper series
127
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125
The North American journal of economics and finance : a journal of financial economics studies
120
Research in international business and finance
108
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102
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100
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Pacific-Basin finance journal
80
Review of quantitative finance and accounting
71
Journal of econometrics
70
Journal of international money and finance
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Journal of risk and financial management : JRFM
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Energy economics
62
International journal of finance & economics : IJFE
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
CESifo working papers
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Economics letters
57
Cogent economics & finance
55
International journal of economics and finance
54
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
International journal of economics and financial issues : IJEFI
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Discussion paper / Centre for Economic Policy Research
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Journal of financial markets
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Research paper series / Swiss Finance Institute
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Working paper
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The empirical economics letters : a monthly international journal of economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
2
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
3
High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng
;
McCarthy, Joseph
;
Pantalone, Coleen C.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
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4
The euro and European stock market efficiency
Urquhart, Andrew
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1235-1248
Persistent link: https://www.econbiz.de/10010460186
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5
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
6
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
7
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
8
The relationship between oil prices and stock prices : a nonlinear asymmetric cointegration approach
Rafailidis, Panagiotis
;
Katrakilides, K.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 793-800
Persistent link: https://www.econbiz.de/10010402556
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9
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
10
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
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