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isPartOf:"Discussion paper series"
subject:"Capital income"
~isPartOf:"Applied financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Neuseeland"
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Capital income
Neuseeland
Estimation
906
Schätzung
906
Theorie
194
Theory
194
Volatility
179
Volatilität
179
Kapitaleinkommen
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Gupta, Rangan
6
Dai, Zhifeng
3
Hau, Liya
3
Pierdzioch, Christian
3
Wohar, Mark E.
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Yang, Chunpeng
3
Zhou, Liyun
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Zhu, Huiming
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Keef, Stephen P.
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Kim, Dong H.
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Kim, Jong-Min
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2
McMillan, David G.
2
Mo, Guoli
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Nonejad, Nima
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Power, David M.
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Razzak, Weshah A.
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Roush, Melvin L.
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Ryu, Doojin
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Seok, Sang Ik
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Ur Rehman, Mobeen
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Xuan Vinh Vo
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Zaremba, Adam
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Ahmad, Nasir
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Al Rababa'a, Abdel Razzaq
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Al-Jarrah, Idries Mohammad Wanas
1
Al-Shboul, Mohammad
1
Al-Yahyaee, Khamis Hamed
1
Alemany, Nuria
1
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Discussion paper series
Applied financial economics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
149
Journal of banking & finance
139
International review of financial analysis
130
Journal of financial economics
127
Journal of empirical finance
121
International review of economics & finance : IREF
119
Applied economics
107
NBER working paper series
95
Working paper / National Bureau of Economic Research, Inc.
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Applied economics letters
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Economic modelling
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Research in international business and finance
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The European journal of finance
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Review of quantitative finance and accounting
59
Journal of econometrics
53
Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of finance & economics : IJFE
42
International journal of economics and finance
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Journal of risk and financial management : JRFM
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New Zealand economic papers
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Research paper series / Swiss Finance Institute
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Energy economics
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Journal of financial markets
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Cogent economics & finance
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CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance and economics discussion series
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International journal of forecasting
32
Journal of forecasting
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
193
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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2
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
3
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
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4
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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5
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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6
Cognitive biases, downside risk shocks, and stock expected returns
Li, Si
;
He, Fangyi
;
Shi, Fangquan
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
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7
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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8
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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9
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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10
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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