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subject:"Kapitaleinkommen"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~subject:"Australia"
~subject:"Theorie"
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Kapitaleinkommen
Australia
Theorie
Estimation
442
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442
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98
United States
98
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95
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Faff, Robert W.
4
Brooks, Robert
3
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2
Barkoulas, John T.
2
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2
Chan, Howard Wei-hong
2
Clare, Andrew D.
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Applied financial economics
Applied economics
431
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259
Applied economics letters
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Economics letters
243
Journal of banking & finance
221
International review of economics & finance : IREF
210
Journal of econometrics
198
Journal of international money and finance
192
Finance research letters
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
Journal of empirical finance
178
International review of financial analysis
177
Journal of financial economics
169
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of applied econometrics
146
The North American journal of economics and finance : a journal of financial economics studies
134
Journal of economic dynamics & control
133
Journal of macroeconomics
127
Energy economics
115
The review of economics and statistics
112
Journal of international financial markets, institutions & money
111
The European journal of finance
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International journal of forecasting
102
International journal of finance & economics : IJFE
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Journal of monetary economics
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The journal of finance : the journal of the American Finance Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
European economic review : EER
91
Journal of forecasting
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Macroeconomic dynamics
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Journal of international economics
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86
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Research in international business and finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
187
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1
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
2
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
3
High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng
;
McCarthy, Joseph
;
Pantalone, Coleen C.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
Saved in:
4
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
5
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
6
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
7
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
8
Smaller portfolio returns and the risk-return trade-off for the whole market
Dorfman, Jeffrey H.
;
Park, Myung D.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 853-869
Persistent link: https://www.econbiz.de/10010405234
Saved in:
9
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
10
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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