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subject:"Estimation"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of banking & finance"
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Estimation
Zeitreihenanalyse
Schätzung
321
Capital income
103
Kapitaleinkommen
103
Börsenkurs
77
Share price
77
Volatility
72
Volatilität
72
Theorie
60
Theory
60
Forecasting model
56
Prognoseverfahren
56
Aktienmarkt
53
Stock market
53
China
46
Risikoprämie
42
Risk premium
42
Portfolio selection
41
Portfolio-Management
41
Welt
41
World
41
CAPM
37
Risiko
32
Risk
32
Anlageverhalten
29
Behavioural finance
29
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27
ARCH model
24
ARCH-Modell
24
Yield curve
23
Zinsstruktur
23
Financial crisis
21
Finanzkrise
21
Time series analysis
21
Emerging economies
19
Impact assessment
19
Schwellenländer
19
VAR model
19
VAR-Modell
19
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Article
321
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321
Conference paper
4
Konferenzbeitrag
4
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English
321
Author
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Zaremba, Adam
7
Prokopczuk, Marcel
6
Cakici, Nusret
3
Wese Simen, Chardin
3
Berkman, Henk
2
Bianchi, Robert
2
Bremus, Franziska
2
Czapkiewicz, Anna
2
DeLisle, R. Jared
2
Dungey, Mardi H.
2
Füss, Roland
2
Gil-Alaña, Luis A.
2
Harris, Richard D. F.
2
Hollstein, Fabian
2
Huang, Tao
2
Kempf, Alexander
2
Lee, Chien-chiang
2
Li, Junye
2
Liu, Xiaochun
2
Maydybura, Alina
2
Moreno, Antonio
2
Paschke, Raphael
2
Philip, Dennis
2
Reghezza, Alessio
2
Rösch, Daniel
2
Samet, Anis
2
Schweikert, Karsten
2
Shaban, Mohamed
2
Shaffer, Sherrill
2
Spierdijk, Laura
2
Strohsal, Till
2
Thorp, Susan
2
Wang, Feifei
2
Wang, Jun
2
Wang, Yang
2
Wen, Fenghua
2
Xia, Xiaohua
2
Zhang, Yi
2
Abbritti, Mirko
1
Adam, Tim
1
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Emerging markets, finance and trade : EMFT
Journal of banking & finance
Discussion paper / Centre for Economic Policy Research
1,255
Working paper / National Bureau of Economic Research, Inc.
764
Applied economics
593
Economic modelling
528
Discussion papers / CEPR
416
Applied economics letters
401
Economics letters
394
Energy economics
378
Finance research letters
364
International review of economics & finance : IREF
330
Journal of econometrics
283
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
250
The North American journal of economics and finance : a journal of financial economics studies
236
International review of financial analysis
221
Journal of international money and finance
219
SpringerLink / Bücher
206
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
194
Research in international business and finance
187
Labour economics : official journal of the European Association of Labour Economists
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Journal of economic dynamics & control
152
Journal of empirical finance
149
Journal of financial economics
147
Journal of international financial markets, institutions & money
144
European economic review : EER
139
Journal of economic behavior & organization : JEBO
139
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
139
International journal of economics and finance
137
Journal of macroeconomics
132
Empirical economics : a quarterly journal of the Institute for Advanced Studies
130
International journal of forecasting
113
Pacific-Basin finance journal
112
International journal of finance & economics : IJFE
111
Macroeconomic dynamics
103
Management science : journal of the Institute for Operations Research and the Management Sciences
101
Economics of education review
100
American economic journal : a journal of the American Economic Association
99
Journal of international economics
99
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ECONIS (ZBW)
321
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1
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
2
Firm product similarity and stock price comovement : evidence from China
Zheng, Shuxin
;
Yin, Yugang
;
Liu, Yahui
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
4
,
pp. 808-824
Persistent link: https://www.econbiz.de/10014513891
Saved in:
3
Good (bad) news and the probability of informed trading : evidence from illegal insider trading
Su, Shunyu
;
Sha, Yezhou
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
5
,
pp. 1077-1086
Persistent link: https://www.econbiz.de/10014513912
Saved in:
4
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
5
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
6
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
7
Human capital quality and stock returns
Bae, Jaewan
;
Kang, Jangkoo
- In:
Journal of banking & finance
152
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463267
Saved in:
8
Pension funding and the cross section of stock returns : the case of Germany
Heusel, Nicola
;
Mager, Ferdinand
- In:
Journal of banking & finance
150
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014428911
Saved in:
9
An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets
Xue, Wenjun
;
Wang, Feifei
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
11
,
pp. 3487-3515
Persistent link: https://www.econbiz.de/10014384427
Saved in:
10
Does financial development promote economic globalization? : Evidence from the top and the bottom globalized emerging economies
Zhang, Jing
;
Pal, Shreya
;
Mahalik, Mantu Kumar
;
Gozgor, …
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
13
,
pp. 3915-3927
Persistent link: https://www.econbiz.de/10014384925
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