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subject:"Cointegration"
subject:"Wechselkurs"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Kapitaleinkommen"
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Cointegration
Wechselkurs
Kapitaleinkommen
Estimation
246
Schätzung
246
Capital income
78
Börsenkurs
72
Share price
72
Volatility
68
Volatilität
68
Aktienmarkt
61
Stock market
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Welt
47
World
47
Theorie
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Theory
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Exchange rate
37
ARCH model
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ARCH-Modell
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Risikoprämie
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Risk premium
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CAPM
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Financial crisis
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Finanzkrise
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USA
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United States
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Portfolio selection
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Portfolio-Management
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EU countries
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EU-Staaten
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Spillover effect
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Spillover-Effekt
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Kointegration
20
Financial market
17
Finanzmarkt
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Risk
17
Time series analysis
17
Zeitreihenanalyse
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123
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Narayan, Paresh Kumar
5
Zaremba, Adam
4
Cakici, Nusret
3
Nguyen, Duc Khuong
3
Bley, Jorg
2
Brooks, Robert
2
Chiah, Mardy
2
Devpura, Neluka
2
Filis, George
2
Grossmann, Axel
2
Keddad, Benjamin
2
Kouretas, Georgios P.
2
Long, Huaigang
2
MacDonald, Ronald
2
McKenzie, Michael D.
2
Saad, Mohsen M.
2
Sakemoto, Ryuta
2
Sharma, Susan Sunila
2
Truchis, Gilles de
2
Vithessonthi, Chaiporn
2
Ahmad, Ahmad Hassan
1
Akhtaruzzaman, Md.
1
Al-Khazali, Osamah
1
Aloui, Chaker
1
Andrada Félix, Julián
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Apergis, Iraklis
1
Apergēs, Nikolaos
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Assefa, Tibebe Abebe
1
Atarbaatar, Enkhjin
1
Atenga, Eric Martial Etoundi
1
Azad, A. S. M. Sohel
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Bekaert, Geert
1
Bhambhwani, Siddharth M.
1
Bilgin, Mehmet Huseyin
1
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Journal of international financial markets, institutions & money
Applied economics
267
Economic modelling
226
Applied economics letters
202
International review of economics & finance : IREF
198
Finance research letters
175
Journal of banking & finance
166
Journal of international money and finance
156
International review of financial analysis
155
NBER working paper series
149
The North American journal of economics and finance : a journal of financial economics studies
141
CESifo working papers
138
Journal of empirical finance
138
Applied financial economics
137
Working paper / National Bureau of Economic Research, Inc.
136
International journal of economics and financial issues : IJEFI
132
Journal of financial economics
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
NBER Working Paper
122
International journal of economics and finance
116
Energy economics
113
International Journal of Energy Economics and Policy : IJEEP
110
The empirical economics letters : a monthly international journal of economics
106
Research in international business and finance
105
International journal of finance & economics : IJFE
102
Cogent economics & finance
91
Working paper
86
The European journal of finance
85
Economics letters
80
Journal of econometrics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Pacific-Basin finance journal
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Journal of risk and financial management : JRFM
69
Review of quantitative finance and accounting
67
Discussion paper / Centre for Economic Policy Research
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Theoretical and applied economics : GAER review
59
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
54
Management science : journal of the Institute for Operations Research and the Management Sciences
53
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
Saved in:
5
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
6
Blockchain characteristics and cryptocurrency returns
Bhambhwani, Siddharth M.
;
Delikouras, Stefanos
; …
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014433335
Saved in:
7
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
8
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
9
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
Saved in:
10
Co-skewness and expected return : evidence from international stock markets
Dong, Liang
;
Kot, Hung Wan
;
Lam, Keith
;
Liu, Ming
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013412790
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