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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Capital income
Zeitreihenanalyse
Theory
9,294
Theorie
9,293
USA
1,531
United States
1,512
Schätzung
779
Estimation
777
Geldpolitik
714
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713
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447
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Welt
376
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363
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Campbell, John Y.
13
Cochrane, John H.
9
Diebold, Francis X.
9
Engle, Robert F.
9
Ferson, Wayne E.
9
Harvey, Campbell R.
9
Bekaert, Geert
8
Stambaugh, Robert F.
8
Nieuwerburgh, Stijn van
7
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Brandt, Michael W.
5
Lo, Andrew W.
5
Pástor, Ľuboš
5
Abel, Andrew B.
4
Backus, David
4
Li, Kai
4
Shiller, Robert J.
4
Stock, James H.
4
Watson, Mark W.
4
Aguiar-Conraria, Luís
3
Cecchetti, Stephen G.
3
Chan, Joshua
3
Chan, Louis K. C.
3
Christiano, Lawrence J.
3
Gennaioli, Nicola
3
Hodrick, Robert J.
3
Kacperczyk, Marcin
3
Kapetanios, George
3
Lakonishok, Josef
3
Lamont, Owen A.
3
Ludvigson, Sydney C.
3
Lustig, Hanno
3
MacKinlay, Archie Craig
3
Martins, Manuel Mota Freitas
3
Nagel, Stefan
3
Pedersen, Lasse Heje
3
Shleifer, Andrei
3
Soares, Maria Joana
3
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Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
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Journal of economic dynamics & control
Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
366
International journal of forecasting
334
Economics letters
325
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
273
Journal of forecasting
257
NBER working paper series
242
NBER Working Paper
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Econometric theory
191
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185
Applied economics
154
Journal of banking & finance
151
Econometric reviews
147
Economic modelling
141
Journal of financial economics
134
Finance research letters
119
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Working paper
104
Journal of applied econometrics
101
Applied economics letters
99
The journal of finance : the journal of the American Finance Association
96
Discussion paper / Centre for Economic Policy Research
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
89
International review of financial analysis
89
CREATES research paper
84
International review of economics & finance : IREF
83
Computational economics
81
The review of financial studies
80
Working paper / Department of Econometrics and Business Statistics, Monash University
78
CESifo working papers
77
The European journal of finance
77
Management science : journal of the Institute for Operations Research and the Management Sciences
76
European journal of operational research : EJOR
68
Applied financial economics
65
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
65
The North American journal of economics and finance : a journal of financial economics studies
64
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ECONIS (ZBW)
491
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1
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
3
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
4
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
5
Global political risk and international stock returns
Gala, Vito D.
;
Pagliardi, Giovanni
;
Zenios, Stauros Andrea
- In:
Journal of empirical finance
72
(
2023
),
pp. 78-102
Persistent link: https://www.econbiz.de/10014476810
Saved in:
6
Cross-sectional uncertainty and expected stock returns
Yu, Deshui
;
Huang, Difang
- In:
Journal of empirical finance
72
(
2023
),
pp. 321-340
Persistent link: https://www.econbiz.de/10014476861
Saved in:
7
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
8
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
9
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
10
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
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