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subject:"Forecasting model"
subject:"United States"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Impact assessment"
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Search: subject_exact:"Estimation"
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Forecasting model
United States
Impact assessment
Estimation
450
Schätzung
450
USA
120
Volatility
97
Volatilität
97
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
Share price
86
Theorie
80
Theory
80
Aktienmarkt
61
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61
Welt
51
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51
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ARCH model
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ARCH-Modell
44
Wirkungsanalyse
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Exchange rate
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Wechselkurs
37
Portfolio selection
35
Portfolio-Management
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Spillover effect
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Spillover-Effekt
35
Geldpolitik
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Monetary policy
34
Time series analysis
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Zeitreihenanalyse
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Cointegration
33
Kointegration
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VAR model
33
VAR-Modell
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Anlageverhalten
26
Behavioural finance
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China
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English
184
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Gupta, Rangan
10
Dai, Zhifeng
4
Ji, Qiang
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Balcilar, Mehmet
2
Beckmann, Joscha
2
Cullen, Joseph
2
Deryugina, Tatyana
2
Gertler, Mark
2
Hau, Liya
2
Levitt, Steven D.
2
Turner, Lesley J.
2
Ur Rehman, Mobeen
2
Wohar, Mark E.
2
Xuan Vinh Vo
2
Zhu, Huiming
2
Ahmad, Nasir
1
Aidt, Toke
1
Aizer, Anna
1
Al Rababa'a, Abdel Razzaq
1
Alemany, Nuria
1
Alomari, Mohammad
1
Andrews, Rodney J.
1
Angelucci, Charles
1
Anjum, Hassan
1
Anzoategui, Diego
1
Aragó, Vicent
1
Aruoba, S. Borağan
1
Asai, Manabu
1
Autor, David H.
1
Balistreri, Edward J.
1
Bampinas, Georgios
1
Barattieri, Alessandro
1
Barnichon, Regis
1
Bartalotti, Otávio
1
Basu, Susanto
1
Bec, Frédérique
1
Becker, Ralf
1
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1
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American economic journal : a journal of the American Economic Association
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
1,622
Discussion paper series / IZA
676
Discussion paper / Centre for Economic Policy Research
557
NBER working paper series
412
Applied economics
375
NBER Working Paper
348
CESifo working papers
277
Applied economics letters
224
Working paper
203
Finance and economics discussion series
190
The review of economics and statistics
178
The American economic review
170
International journal of forecasting
156
Economic modelling
155
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
153
IZA Discussion Paper
150
The journal of finance : the journal of the American Finance Association
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Economics letters
145
Journal of banking & finance
135
Journal of applied econometrics
129
Discussion paper
128
Journal of econometrics
125
Finance research letters
122
Journal of international money and finance
122
Applied financial economics
119
Energy economics
117
Journal of forecasting
113
Journal of financial economics
109
International review of economics & finance : IREF
108
The journal of futures markets
101
Journal of money, credit and banking : JMCB
100
The review of financial studies
100
ZEW discussion papers
99
Kiel working paper
91
International review of financial analysis
89
Journal of empirical finance
88
Journal of financial and quantitative analysis : JFQA
86
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ECONIS (ZBW)
184
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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
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:
3
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:
4
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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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