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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"The review of financial studies"
~subject:"Share price"
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Forecasting model
United States
Share price
Estimation
413
Schätzung
413
USA
254
Theorie
112
Theory
112
Capital income
53
Kapitaleinkommen
53
Börsenkurs
42
Geldpolitik
40
Monetary policy
40
Prognoseverfahren
39
Yield curve
39
Zinsstruktur
39
Inflation
34
Risikoprämie
32
Risk premium
32
Business cycle
29
Konjunktur
29
CAPM
27
Volatility
25
Volatilität
25
Impact assessment
22
Wirkungsanalyse
22
Portfolio selection
20
Portfolio-Management
20
Interest rate
19
Zins
19
Bank lending
18
Estimation theory
18
Government securities
18
Kreditgeschäft
18
Schätztheorie
18
Staatspapier
18
Risiko
17
Risk
17
Welt
17
World
17
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Free
170
Undetermined
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Book / Working Paper
189
Article
98
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Arbeitspapier
189
Working Paper
189
Graue Literatur
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Non-commercial literature
182
Article in journal
98
Aufsatz in Zeitschrift
98
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English
287
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Zhou, Hao
9
D'Amico, Stefania
7
Kim, Don H.
7
Li, Geng
5
Berger, Allen N.
4
Bollerslev, Tim
4
Falato, Antonio
4
Han, Song
4
Laubach, Thomas
4
Roberts, John M.
4
Shan, Hui
4
Stulz, René M.
4
Vidangos, Ivan
4
Wei, Min
4
Ang, Andrew
3
Bekaert, Geert
3
Carpenter, Seth B.
3
Demiralp, Selva
3
Downing, Chris
3
Figura, Andrew
3
French, Mark W.
3
Helwege, Jean
3
Kadyrzhanova, Dalida
3
Kelly, Bryan T.
3
Kiley, Michael T.
3
Molloy, Raven S.
3
Nalewaik, Jeremy
3
Rudd, Jeremy B.
3
Sack, Brian
3
Smith, Paul A.
3
Stanton, Richard
3
Tetlow, Robert
3
Williams, John C.
3
Bakshi, Gurdip S.
2
Bansal, Ravi
2
Berge, Travis J.
2
Bomfim, Antúlio N.
2
Bricker, Jesse
2
Cao, Charles Q.
2
Carlson, Mark
2
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Federal Reserve System / Division of Research and Statistics
11
Published in...
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Finance and economics discussion series
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
1,540
Discussion paper / Centre for Economic Policy Research
428
Discussion paper series / IZA
426
Applied economics
392
NBER working paper series
283
Applied economics letters
269
CESifo working papers
210
NBER Working Paper
209
Economic modelling
190
Finance research letters
187
Working paper
181
Applied financial economics
180
Journal of banking & finance
178
The review of economics and statistics
173
International journal of forecasting
159
International review of economics & finance : IREF
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
The journal of finance : the journal of the American Finance Association
158
International review of financial analysis
155
The American economic review
154
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
151
Journal of econometrics
149
The North American journal of economics and finance : a journal of financial economics studies
142
Journal of empirical finance
139
Economics letters
134
Energy economics
132
Journal of international money and finance
130
Journal of financial economics
126
Journal of applied econometrics
122
The journal of futures markets
121
Journal of forecasting
114
Journal of international financial markets, institutions & money
106
Discussion paper
102
Discussion paper / Tinbergen Institute
94
Journal of money, credit and banking : JMCB
94
Journal of financial and quantitative analysis : JFQA
92
Review of quantitative finance and accounting
91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
85
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ECONIS (ZBW)
287
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1
End of an era : the coming long-run slowdown in corporate profit growth and stock returns
Smolyansky, Michael
-
2023
Persistent link: https://www.econbiz.de/10014384512
Saved in:
2
Why does the yield curve predict GDP growth? : the role of banks
Minoiu, Camelia
;
Schneider, Andrés
;
Wei, Min
-
2023
-
This draft: July 10, 2023
Persistent link: https://www.econbiz.de/10014384968
Saved in:
3
Recession signals and business cycle dynamics : tying the pieces together
Kiley, Michael T.
-
2023
Persistent link: https://www.econbiz.de/10014282984
Saved in:
4
Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.
;
Khazanov, Alexey
;
Zhong, Molin
-
2023
Persistent link: https://www.econbiz.de/10014284236
Saved in:
5
Cash-hedged stock returns
Ross, Chase P.
;
Ross, Landon J.
;
Ross, Sharon Y.
-
2022
Persistent link: https://www.econbiz.de/10013414147
Saved in:
6
Risks and returns of cryptocurrency
Liu, Yukun
;
Tsyvinski, Aleh
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2689-2727
Persistent link: https://www.econbiz.de/10012546311
Saved in:
7
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
-
2021
-
This draft: 21 January 2021
Persistent link: https://www.econbiz.de/10012608826
Saved in:
8
The factor structure of disagreement
Herbst, Edward P.
;
Winkler, Fabian
-
2021
Persistent link: https://www.econbiz.de/10012609412
Saved in:
9
Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland
;
Kelly, Bryan T.
;
Su, Yinan
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
Saved in:
10
A model-free term structure of U.S. dividend premiums
Ulrich, Maxim
;
Florig, Stephan
;
Seehuber, Ralph
- In:
The review of financial studies
36
(
2023
)
3
,
pp. 1289-1318
Persistent link: https://www.econbiz.de/10014228803
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