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person:"Stambaugh, Robert F."
subject:"Kapitaleinkommen"
~isPartOf:"International review of financial analysis"
~person:"Nonejad, Nima"
~person:"Wohar, Mark E."
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Kapitaleinkommen
Estimation
6
Schätzung
6
Capital income
4
Forecasting model
4
Prognoseverfahren
4
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Equity premium
2
Nonlinearity
2
Oil price
2
Realized volatility
2
Risikoprämie
2
Risk premium
2
Share price
2
Time series analysis
2
Volatility
2
Volatilität
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Welt
2
World
2
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Ölpreis
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Autocorrelation
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Autokorrelation
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Bruttoinlandsprodukt
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Business cycle
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Capital market returns
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Comovement
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Crude oil price volatility
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Decision under uncertainty
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Density predictions
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Economic policy
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Endogeneity
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Entscheidung unter Unsicherheit
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Estimation theory
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Exchange rate
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Stambaugh, Robert F.
Nonejad, Nima
Wohar, Mark E.
Kim, Jae H.
3
Ma, Feng
3
Zaremba, Adam
3
Al-Khazali, Osamah
2
Bouri, Elie
2
Bredin, Donal
2
Charles, Amélie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Darné, Olivier
2
Fabozzi, Frank J.
2
Ferrer, Román
2
Gabauer, David
2
Gong, Xue
2
Hammoudeh, Shawkat
2
Liu, Jia
2
Naeem, Muhammad Abubakr
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Sitara Karim
2
Smith, Simon C.
2
Wu, Eliza
2
Yarovaya, Larisa
2
Abad Díaz, David
1
Abrar, Afsheen
1
Agarwalla, Sobhesh Kumar
1
Aharon, David Y.
1
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Al-Nasseri, Alya
1
Ali, Faek Menla
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Ali, Md Hakim
1
Allen, D. E.
1
Andreu, Laura
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Arshanapalli, Bala Gangadhar
1
Aslanidis, Nektarios
1
Atra, Robert J.
1
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International review of financial analysis
Finance research letters
4
International review of economics & finance : IREF
4
NBER working paper series
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working paper / National Bureau of Economic Research, Inc.
4
NBER Working Paper
3
Working papers / Rodney L. White Center for Financial Research
3
International journal of finance & economics : IJFE
2
Journal of financial economics
2
Open economies review
2
Rodney L. White Center for Financial Research
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working paper series / Center for Research in Security Prices
2
Applied financial economics
1
Department of Economics working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Economics and Business Letters : EBL
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Quantitative finance
1
Research Department working paper / Federal Reserve Bank of Dallas
1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Chinese economy
1
The European journal of finance
1
The Manchester School
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
4
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1
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
Saved in:
2
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
3
The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of financial analysis
26
(
2013
),
pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
Saved in:
4
The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of financial analysis
29
(
2013
),
pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
Saved in:
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