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subject:"OECD countries"
subject:"Purchasing power parity"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"CAPM"
~subject:"VAR model"
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OECD countries
Purchasing power parity
CAPM
VAR model
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
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89
Kapitaleinkommen
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Beckmann, Joscha
2
Belke, Ansgar
2
Motegi, Kaiji
2
Yang, Chunpeng
2
Zaremba, Adam
2
Zeng, Zheng
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Zhou, Liyun
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
197
CESifo working papers
194
Applied economics letters
181
Working paper / National Bureau of Economic Research, Inc.
162
NBER working paper series
153
Economic modelling
146
Journal of international money and finance
141
NBER Working Paper
141
Discussion paper / Centre for Economic Policy Research
122
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
International review of economics & finance : IREF
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77
Energy economics
66
Journal of empirical finance
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Finance research letters
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of international economics
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The empirical economics letters : a monthly international journal of economics
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European economic review : EER
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ECONIS (ZBW)
69
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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
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
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
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
5
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
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6
Cognitive biases, downside risk shocks, and stock expected returns
Li, Si
;
He, Fangyi
;
Shi, Fangquan
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
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7
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
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8
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
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9
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:
10
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
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