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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Developing countries"
~subject:"Lohn"
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Forecasting model
Developing countries
Lohn
Estimation
379
Schätzung
379
Volatility
98
Volatilität
98
Capital income
90
Kapitaleinkommen
90
USA
90
United States
90
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Theorie
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Kointegration
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Time series analysis
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Spillover effect
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VAR model
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VAR-Modell
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Monetary policy
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Behavioural finance
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Gupta, Rangan
5
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Russo, Benjamin
2
Wohar, Mark E.
2
Ahmad, Nasir
1
Alemany, Nuria
1
Anjum, Hassan
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Aragó, Vicent
1
Asai, Manabu
1
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1
Bec, Frédérique
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Bellos, Sotirios K.
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1
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1
Chen, Cathy W. S.
1
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Cheng, Lee-Young
1
Chong, Lee Lee
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Chou, Nan-ting
1
Christou, Christina
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Copley, Ronald E.
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David, Or
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Ferrell, Dana
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1
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The journal of economics
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper series / IZA
291
International journal of forecasting
157
Applied economics
139
Working paper / National Bureau of Economic Research, Inc.
137
NBER working paper series
123
NBER Working Paper
121
Journal of forecasting
108
IZA Discussion Paper
105
Finance research letters
100
Discussion paper / Centre for Economic Policy Research
98
Working paper
97
Applied economics letters
95
CESifo working papers
89
Economic modelling
80
Journal of banking & finance
79
Journal of econometrics
75
International review of financial analysis
67
Journal of empirical finance
66
International review of economics & finance : IREF
65
Economics letters
64
Journal of financial economics
64
Energy economics
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Discussion paper
51
Kiel working paper
50
Discussion paper / Tinbergen Institute
46
Labour economics : official journal of the European Association of Labour Economists
46
Journal of international money and finance
43
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
41
Discussion papers / CEPR
41
Finance and economics discussion series
38
Journal of applied econometrics
36
ZEW discussion papers
35
Pacific-Basin finance journal
34
Journal of international financial markets, institutions & money
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The European journal of finance
33
IMF working papers
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ECONIS (ZBW)
63
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1
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
Saved in:
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
Saved in:
4
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
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
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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7
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
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8
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
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9
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
10
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
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