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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Applied economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Kapitaleinkommen
Schätzung
4,319
Estimation
4,316
USA
1,739
United States
1,737
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872
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872
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454
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454
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Zaremba, Adam
5
Campbell, John Y.
4
Stambaugh, Robert F.
4
Andersen, Torben
3
Ang, Andrew
3
Engle, Robert F.
3
Goetzmann, William N.
3
Lamont, Owen A.
3
Long, Huaigang
3
Pástor, Ľuboš
3
Vuolteenaho, Tuomo
3
Yang, Chunpeng
3
Aloui, Chaker
2
Baker, Malcolm
2
Bekaert, Geert
2
Boudoukh, Jacob
2
Daniel, Kent
2
Ferson, Wayne E.
2
Harvey, Campbell R.
2
Hodrick, Robert J.
2
Li, Bin
2
Li, Jinfang
2
Lo, Andrew W.
2
Ludvigson, Sydney C.
2
Ma, Feng
2
MacKinlay, Archie Craig
2
Metcalf, Gilbert E.
2
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2
Parker, Jonathan A.
2
Polk, Christopher
2
Ren, Ying-hua
2
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2
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2
Umar, Zaghum
2
Umutlu, Mehmet
2
Wen, Yi-Chieh
2
Whitelaw, Robert F.
2
Wurgler, Jeffrey
2
Zhang, Lu
2
Zhang, Xiaoyan
2
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Applied economics
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
148
Journal of banking & finance
139
International review of financial analysis
130
Journal of financial economics
127
Journal of empirical finance
120
International review of economics & finance : IREF
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NBER working paper series
95
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Applied economics letters
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The European journal of finance
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Pacific-Basin finance journal
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59
Journal of econometrics
53
Journal of international money and finance
52
Management science : journal of the Institute for Operations Research and the Management Sciences
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Economics letters
42
International journal of finance & economics : IJFE
41
International journal of economics and finance
40
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CESifo working papers
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Finance and economics discussion series
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International journal of forecasting
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Investment management and financial innovations
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
Saved in:
4
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
5
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
6
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
7
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
8
The dynamic impacts of skewness on the risk-return relationship in the dry bulk spot freight rates and FFAs
Sun, Xiaolin
;
Ma, Jun
;
Guo, Haifeng
;
Liu, Hailong
- In:
Applied economics
55
(
2023
)
18
,
pp. 1991-2004
Persistent link: https://www.econbiz.de/10014294827
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9
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
10
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
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