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subject:"OECD countries"
subject:"Purchasing power parity"
~isPartOf:"International journal of economics and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"VAR model"
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OECD countries
Purchasing power parity
VAR model
Estimation
562
Schätzung
562
Börsenkurs
130
Share price
130
Capital income
129
Kapitaleinkommen
129
Volatility
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Volatilität
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Theorie
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Theory
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Kointegration
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Portfolio-Management
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China
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Beckmann, Joscha
2
Belke, Ansgar
2
Motegi, Kaiji
2
Zeng, Zheng
2
Achsani, Noer Azam
1
Adediran, Idris A.
1
Aga, Ahmed Abdulrahman Khder
1
Ahelegbey, Daniel Felix
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Al Rasasi, Moayad
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Apergēs, Nikolaos
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Asab, Noura Abu
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Asai, Manabu
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1
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1
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1
Belen, Muhammet
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Bellos, Sotirios K.
1
Bibi Rouksar-Dussoyea
1
Bicudo, Julio Felippe
1
Bordon, Ingo G.
1
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1
Brugal, Ivan
1
Bulut, Umit
1
Calmès, Christian
1
Camilleri, Silvio John
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Cavicchioli, M.
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1
Demiral, Mehmet
1
Di Iorio, Francesca
1
Dib, Ali
1
Dieu Thanh Le
1
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1
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International journal of economics and finance
The North American journal of economics and finance : a journal of financial economics studies
CESifo working papers
184
Applied economics letters
171
Applied economics
170
Economic modelling
123
Journal of international money and finance
116
Working paper / National Bureau of Economic Research, Inc.
114
NBER working paper series
112
NBER Working Paper
111
Discussion paper / Centre for Economic Policy Research
110
Working paper
106
Economics letters
100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
94
Discussion paper series / IZA
75
Journal of macroeconomics
63
Energy economics
60
International review of economics & finance : IREF
60
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
53
Journal of international economics
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Discussion paper
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IMF working papers
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CAMA working paper series
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Working paper series / European Central Bank
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Journal of economic dynamics & control
42
European economic review : EER
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
39
International journal of finance & economics : IJFE
39
The empirical economics letters : a monthly international journal of economics
39
CESifo Working Paper Series
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Discussion papers / CEPR
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Journal of applied econometrics
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Kiel working paper
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Macroeconomic dynamics
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Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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IZA Discussion Paper
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Applied financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of money, credit and banking : JMCB
29
Review of international economics
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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
Saved in:
2
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:
3
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
4
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
Saved in:
5
Analyzing quantile spillover effects among international financial markets
Wang, Jie
;
Liu, Tangyong
;
Pan, Na
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014247022
Saved in:
6
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
Saved in:
7
Network VAR models to measure financial contagion
Ahelegbey, Daniel Felix
;
Giudici, Paolo
;
Hashem, Shatha …
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668002
Saved in:
8
Identifying credit demand, financial intermediation, and supply of funds shocks : a structural VAR approach
Balke, Nathan S.
;
Zeng, Zheng
;
Zhang, Ren
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821445
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9
Oil price shocks and credit spread : structural effect and dynamic spillover
Jiang, Yong
;
Liu, Cenjie
;
Xie, Rui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013186472
Saved in:
10
What drives dynamic connectedness of the US equity sectors during different business cycles?
Ngene, Geoffrey M.
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186555
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