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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Geldpolitik"
~type_genre:"Article in journal"
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Forecasting model
Stock market
Geldpolitik
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
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Share price
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Aktienmarkt
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Theorie
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Portfolio-Management
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Kointegration
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VAR model
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VAR-Modell
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Gupta, Rangan
10
Dai, Zhifeng
4
Kang, Sang Hoon
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Ur Rehman, Mobeen
3
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Dash, Saumya Ranjan
2
Hau, Liya
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Ho, Kin-Yip
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Ji, Qiang
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Kamada, Koichiro
2
Maitra, Debasish
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Mensi, Walid
2
Salisu, Afees A.
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Zhang, Zhaoyong
2
Zhu, Huiming
2
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1
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
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Al-Shboul, Mohammad
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An, Jiyoun
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1
Belke, Ansgar
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Bellos, Sotirios K.
1
BenMim, Imen
1
BenSaïda, Ahmed
1
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The North American journal of economics and finance : a journal of financial economics studies
Economic modelling
217
Applied economics
212
Finance research letters
174
Applied economics letters
159
International journal of forecasting
152
International review of economics & finance : IREF
147
International review of financial analysis
143
Journal of banking & finance
123
Journal of international money and finance
111
Journal of forecasting
109
Journal of empirical finance
102
Economics letters
94
Energy economics
93
Journal of international financial markets, institutions & money
92
Research in international business and finance
92
Applied financial economics
88
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Journal of financial economics
80
Journal of macroeconomics
72
Journal of econometrics
70
Pacific-Basin finance journal
66
The European journal of finance
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Journal of economic dynamics & control
65
International journal of finance & economics : IJFE
64
Journal of risk and financial management : JRFM
63
International journal of economics and finance
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Journal of monetary economics
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
Journal of money, credit and banking : JMCB
51
Cogent economics & finance
48
Journal of applied econometrics
47
Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The empirical economics letters : a monthly international journal of economics
45
International journal of economics and financial issues : IJEFI
43
Review of quantitative finance and accounting
43
Journal of financial markets
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ECONIS (ZBW)
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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2
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:
3
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
4
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
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5
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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6
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
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7
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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8
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
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9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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10
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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