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subject:"Business cycle"
subject:"Time series analysis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Geldpolitik"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Business cycle
Time series analysis
Geldpolitik
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
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86
Aktienmarkt
61
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Gupta, Rangan
4
Nonejad, Nima
3
Ji, Qiang
2
Kamada, Koichiro
2
Liu, Qiang
2
Motegi, Kaiji
2
Afonso, António
1
Al-Shboul, Mohammad
1
Andrada Félix, Julián
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Anjum, Hassan
1
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1
Castillo B., Paul
1
Cayen, Jean-Philippe
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1
Chang, Chia-Lin
1
Chang, Hung-Chou
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1
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1
Cuñado Eizaguirre, Juncal
1
Demirer, Rıza
1
Dimitriou, Dimitrios
1
Drakonaki, Emmanouela
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Economic modelling
229
Applied economics
217
CESifo working papers
184
Applied economics letters
164
Working paper / National Bureau of Economic Research, Inc.
155
Economics letters
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
146
Discussion paper / Centre for Economic Policy Research
141
Journal of econometrics
123
Discussion paper series / IZA
118
Working paper
113
Journal of economic dynamics & control
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
Journal of macroeconomics
104
Discussion papers / CEPR
97
Journal of international money and finance
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Working paper series / European Central Bank
90
Discussion paper / Tinbergen Institute
88
Journal of monetary economics
85
International journal of forecasting
82
International review of economics & finance : IREF
77
Macroeconomic dynamics
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Discussion paper
72
Energy economics
72
CAMA working paper series
69
Discussion papers / Deutsches Institut für Wirtschaftsforschung
62
Journal of money, credit and banking : JMCB
58
Finance and economics discussion series
57
Finance research letters
55
Journal of forecasting
55
Kiel working paper
54
European economic review : EER
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Journal of banking & finance
53
Journal of applied econometrics
52
Journal of empirical finance
47
Discussion paper / Deutsche Bundesbank
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International journal of finance & economics : IJFE
42
Econometric reviews
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ECONIS (ZBW)
74
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1
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:
2
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
Saved in:
3
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
4
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
5
Financial development, financial instability, and fiscal policy volatility : international evidence
Ma, Yong
;
Lv, Lin
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014246920
Saved in:
6
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
Saved in:
7
Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro
;
Kurosaki, Tetsuo
;
Miura, Ko
;
Yamada, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013413462
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8
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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9
Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh
;
Ju, Peijie
;
Liu, Yilei
;
Hsueh, Shao-Chieh
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013449302
Saved in:
10
The effects of financial openness and financial efficiency on Chinese macroeconomic volatilities
Yuan, Shenguo
;
Wu, Zhouheng
;
Liu, Lanfeng
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014225798
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