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isPartOf:"The European journal of finance"
subject:"Prognoseverfahren"
~subject:"Panel study"
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Prognoseverfahren
Panel study
Estimation
194
Schätzung
194
Theorie
69
Theory
69
Capital income
67
Kapitaleinkommen
67
Börsenkurs
48
Share price
48
Volatility
46
Volatilität
46
Aktienmarkt
35
Stock market
35
Forecasting model
30
Großbritannien
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United Kingdom
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Exchange rate
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Wechselkurs
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Deutschland
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ARCH model
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ARCH-Modell
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Risiko
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Risk
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Efficient market hypothesis
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Effizienzmarkthypothese
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Panel
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Risikoprämie
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41
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English
42
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Dunis, Christian
2
Gupta, Rangan
2
Laws, Jason
2
Panopulu, Aikaterinē
2
Pierdzioch, Christian
2
Aktan, Ceyda
1
Bell, Adrian R.
1
Binner, Jane M.
1
Brooks, Chris
1
Cao, Jia
1
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1
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1
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1
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1
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1
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1
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1
Copeland, Laurence S.
1
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1
Duan, Kun
1
Dupoyet, Brice
1
Ferrando, Annalisa
1
Figueiredo, Antonio
1
Fiordelisi, Franco
1
Gao, Lei
1
Gillas, Konstantinos Gkillas
1
Hansson, Björn A.
1
Härdle, Wolfgang
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Iren, Perihan
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Jory, Surendranath R.
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1
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1
Kirikos, Dimitris G.
1
Lee, Chien-chiang
1
Levis, Mario
1
Lin, Zhiyang
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The European journal of finance
Applied economics
185
Economic modelling
167
Journal of econometrics
155
International journal of forecasting
151
Applied economics letters
143
Economics letters
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Discussion paper series / IZA
120
CESifo working papers
119
Energy economics
113
Finance research letters
108
Journal of forecasting
108
International review of economics & finance : IREF
92
Journal of banking & finance
88
Working paper
87
The empirical economics letters : a monthly international journal of economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
International review of financial analysis
72
Journal of empirical finance
70
NBER working paper series
67
Working paper / National Bureau of Economic Research, Inc.
67
NBER Working Paper
66
Discussion paper / Centre for Economic Policy Research
64
The North American journal of economics and finance : a journal of financial economics studies
63
IZA Discussion Paper
61
Journal of financial economics
59
Discussion paper / Tinbergen Institute
55
Journal of applied econometrics
55
Journal of international money and finance
52
International journal of finance & economics : IJFE
48
Discussion paper
44
International Journal of Energy Economics and Policy : IJEEP
41
Journal of risk and financial management : JRFM
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
Journal of international financial markets, institutions & money
40
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
40
Discussion papers / Deutsches Institut für Wirtschaftsforschung
39
International journal of economics and finance
39
Econometric reviews
38
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ECONIS (ZBW)
42
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
3
Detecting zombie banks
Fiordelisi, Franco
;
Radić, Nemanja
;
Weyman-Jones, Thomas G.
- In:
The European journal of finance
27
(
2021
)
15
,
pp. 1459-1488
Persistent link: https://www.econbiz.de/10012653111
Saved in:
4
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:
5
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:
6
Regional GDP distortion and analyst forecast accuracy : evidence from China
Lin, Zhiyang
;
Luo, Danglun
;
Zhang, Feida
- In:
The European journal of finance
28
(
2022
)
4/5
,
pp. 437-460
Persistent link: https://www.econbiz.de/10013373275
Saved in:
7
Things often get worse before they get better : using contest theory to explain the effect of informational risk around inclusion in S&P 500 on cost of capital
Chaudhuri, Malika
;
Chaudhuri, Ranadeb
;
Janney, Jay
; …
- In:
The European journal of finance
28
(
2022
)
8
,
pp. 848-869
Persistent link: https://www.econbiz.de/10013373345
Saved in:
8
Credit composition and housing price dynamics : a disaggregation approach
Duan, Kun
;
Parhi, Mamata
;
Wolfe, Simon
- In:
The European journal of finance
28
(
2022
)
11
,
pp. 1099-1129
Persistent link: https://www.econbiz.de/10013373380
Saved in:
9
Forecasting realized volatility of bitcoin returns : tail events and asymmetric loss
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
The European journal of finance
27
(
2021
)
16
,
pp. 1626-1644
Persistent link: https://www.econbiz.de/10012872908
Saved in:
10
Forecasting U.S. stock returns
McMillan, David G.
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 86-109
Persistent link: https://www.econbiz.de/10012424930
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