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isPartOf:"Journal of money, credit and banking : JMCB"
subject:"Forecasting model"
~isPartOf:"Applied economics letters"
~subject:"Theory"
~subject:"Volatility"
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Forecasting model
Theory
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Estimation
1,351
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240
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219
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139
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Chang, Tsangyao
5
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5
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3
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Journal of money, credit and banking : JMCB
Applied economics letters
Working paper / National Bureau of Economic Research, Inc.
634
NBER working paper series
533
NBER Working Paper
500
Applied economics
464
Discussion paper / Centre for Economic Policy Research
413
Economic modelling
312
Discussion paper series / IZA
302
CESifo working papers
295
Economics letters
279
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Journal of econometrics
255
International review of economics & finance : IREF
224
Journal of international money and finance
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Energy economics
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Journal of banking & finance
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
198
Journal of empirical finance
178
International review of financial analysis
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Journal of applied econometrics
171
Discussion paper / Tinbergen Institute
169
International journal of forecasting
167
Applied financial economics
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Discussion paper
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IZA Discussion Paper
158
The North American journal of economics and finance : a journal of financial economics studies
157
Discussion papers / CEPR
148
Journal of economic dynamics & control
142
Journal of financial economics
141
Journal of macroeconomics
138
Europäische Hochschulschriften / 5
136
Journal of forecasting
130
The review of economics and statistics
116
Journal of international financial markets, institutions & money
114
The European journal of finance
108
Macroeconomic dynamics
106
International journal of finance & economics : IJFE
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Journal of monetary economics
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ECONIS (ZBW)
355
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1
Changing impact of shocks : a time-varying proxy svar approach
Mumtaz, Haroon
;
Petrova, Katerina
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 635-654
Persistent link: https://www.econbiz.de/10014306066
Saved in:
2
Threshold mixed data sampling models with a covariate-dependent threshold
Yang, Lixiong
;
Zhang, Chunli
- In:
Applied economics letters
30
(
2023
)
12
,
pp. 1708-1716
Persistent link: https://www.econbiz.de/10014304954
Saved in:
3
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
4
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
5
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
6
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
7
Inflation is still a monetary phenomenon : a wavelet analysis of inflation, oil prices and money supply
El-Gamal, Mahmoud A.
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 164-169
Persistent link: https://www.econbiz.de/10014448283
Saved in:
8
Testing an IV method for reducing quality bias in demand systems estimations
Vigani, Mauro
;
Dudu, Hasan
- In:
Applied economics letters
30
(
2023
)
21
,
pp. 3034-3038
Persistent link: https://www.econbiz.de/10014441356
Saved in:
9
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
Saved in:
10
Explaining monetary spillovers : the matrix reloaded
Kearns, Jonathan
;
Schrimpf, Andreas
;
Xia, Fan Dora
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
6
,
pp. 1535-1568
Persistent link: https://www.econbiz.de/10014364322
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