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person:"Stambaugh, Robert F."
subject:"Kapitaleinkommen"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Ma, Feng"
~person:"Wohar, Mark E."
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Kapitaleinkommen
Estimation
3
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3
Capital income
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
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Capital market returns
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frequency-domain
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inflation
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monetary policy
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nominal and real stock returns
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nonlinear ARDL
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oil price shocks
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principal component
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sector stock returns
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Stambaugh, Robert F.
Ma, Feng
Wohar, Mark E.
Gupta, Rangan
2
Martin, Vance
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Sarkar, Saikat
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Avdoulas, Christos
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Avdulaj, Krenar
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Finance research letters
5
International review of economics & finance : IREF
5
International review of financial analysis
5
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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Applied economics
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Energy economics
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International journal of finance & economics : IJFE
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Journal of international financial markets, institutions & money
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Structural change and economic dynamics : SC+ED
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The Chinese economy
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The Manchester School
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
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1
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
2
Are stock returns an inflation hedge for the UK? : evidence from a wavelet analysis using over three centuries of data
Tiwari, Aviral Kumar
;
Cuñado Eizaguirre, Juncal
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012054891
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