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subject:"Business cycle"
subject:"Time series analysis"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~type_genre:"Aufsatz in Zeitschrift"
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Business cycle
Time series analysis
Estimation
791
Schätzung
791
Theorie
209
Theory
209
Capital income
175
Kapitaleinkommen
175
Börsenkurs
153
Share price
153
Volatility
144
Volatilität
144
Cointegration
109
Kointegration
109
Aktienmarkt
104
Stock market
104
Panel
100
Panel study
100
Forecasting model
97
Prognoseverfahren
97
Exchange rate
90
Wechselkurs
90
Welt
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World
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Zeitreihenanalyse
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Economic growth
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Wirtschaftswachstum
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ARCH model
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USA
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Portfolio-Management
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Risikoprämie
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Aufsatz in Zeitschrift
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98
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English
98
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Gil-Alaña, Luis A.
4
Caporale, Guglielmo Maria
2
Chang, Tsangyao
2
De Grauwe, Paul
2
Gupta, Rangan
2
Ogbonna, Ahamuefula E.
2
Tiwari, Aviral Kumar
2
Yaya, OlaOluwa S.
2
Abergel, Frédéric
1
Abosedra, Salah S.
1
Adewuyi, Adeolu O.
1
Altavilla, Carlo
1
Amorin, Anderson Luis Walker
1
Aragó Manzana, Vicent
1
Arakelian, V.
1
Ari, Ayse
1
Aruna, Mothkuri
1
Aslanidis, Nektarios
1
Bari, Wasimul
1
Barradas, Ricardo
1
Bee, Marco
1
Behera, Jaganath
1
Bhandari, Avishek
1
Brooks, Robert
1
Cai, Lili
1
Canepa, Alessandra
1
Caporin, Massimiliano
1
Castañeda, Daniela
1
Cenesizoglu, Tolga
1
Chen Zhou
1
Chen, Chin-Shyan
1
Chen, Shyh-wei
1
Cheung, Yin-Wong
1
Chin, Chun-tsung
1
Chin, Kuo-Hsuan
1
Chiu, Chien-Liang
1
Christiansen, Charlotte
1
Cipollini, Andrea
1
Conrad, Christian
1
Corrales-Herrero, Helena
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International journal of finance & economics : IJFE
Journal of empirical finance
The empirical economics letters : a monthly international journal of economics
Economic modelling
154
Applied economics
152
Applied economics letters
124
Journal of econometrics
122
Economics letters
116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
International journal of forecasting
79
Journal of economic dynamics & control
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
Energy economics
67
Journal of macroeconomics
57
International review of economics & finance : IREF
53
Journal of forecasting
52
Journal of monetary economics
49
Macroeconomic dynamics
47
The North American journal of economics and finance : a journal of financial economics studies
47
Journal of applied econometrics
43
Econometric reviews
41
Finance research letters
41
Journal of international money and finance
39
Journal of banking & finance
37
European economic review : EER
34
Applied financial economics
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
30
Journal of money, credit and banking : JMCB
29
Computational economics
26
International review of financial analysis
26
Review of economic dynamics
26
Research in international business and finance
25
International journal of economics and finance
24
International journal of economics and financial issues : IJEFI
24
Journal of financial econometrics
23
Journal of risk and financial management : JRFM
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Journal of international financial markets, institutions & money
22
Oxford bulletin of economics and statistics
21
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ECONIS (ZBW)
98
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1
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
Macroeconomic determinants of households' indebtedness in Portugal : what really matters in the era of financialisation?
Romão, Ana
;
Barradas, Ricardo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 383-401
Persistent link: https://www.econbiz.de/10014469016
Saved in:
4
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
5
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
6
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
Saved in:
7
What are the triggers for arrears on debt over a business cycle? : evidence from panel data
Kukk, Merike
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2811-2833
Persistent link: https://www.econbiz.de/10014327595
Saved in:
8
The euro to dollar exchange rate in the Covid-19 era : evidence from spectral causality and Markov-switching estimation
Konstantakis, Konstantinos N.
;
Melissaropoulos, Ioannis G.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2037-2055
Persistent link: https://www.econbiz.de/10014253649
Saved in:
9
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
10
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
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