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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:"Portfolio-Management"
~subject:"VAR-Modell"
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OECD countries
Purchasing power parity
Portfolio-Management
VAR-Modell
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
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Share price
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Aktienmarkt
61
Stock market
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Theorie
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USA
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Welt
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World
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Kointegration
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Spillover-Effekt
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VAR model
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Geldpolitik
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Monetary policy
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Behavioural finance
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China
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Kang, Sang Hoon
3
Beckmann, Joscha
2
Belke, Ansgar
2
Mensi, Walid
2
Mo, Guoli
2
Motegi, Kaiji
2
Tan, Chunzhi
2
Yoon, Seong-min
2
Zeng, Zheng
2
Zhang, Weiguo
2
Adediran, Idris A.
1
Ahelegbey, Daniel Felix
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Apergēs, Nikolaos
1
Asai, Manabu
1
Bai, Ye
1
Bailliu, Jeannine N.
1
Balke, Nathan S.
1
Bampinas, Georgios
1
Bellos, Sotirios K.
1
Bordon, Ingo G.
1
Borgards, Oliver
1
Brugal, Ivan
1
Calmès, Christian
1
Camilleri, Silvio John
1
Carcel, Hector
1
Cepni, Oguzhan
1
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1
Chen, Na
1
Chen, Shyh-Wei
1
Cheng, Lee-Young
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics
201
CESifo working papers
192
Applied economics letters
183
Working paper / National Bureau of Economic Research, Inc.
146
NBER working paper series
143
Economic modelling
141
Journal of international money and finance
133
NBER Working Paper
131
Discussion paper / Centre for Economic Policy Research
126
Working paper
119
Economics letters
110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
International review of economics & finance : IREF
96
Journal of banking & finance
82
Discussion paper series / IZA
79
Energy economics
73
Journal of macroeconomics
63
Discussion paper
59
Finance research letters
59
Journal of economic dynamics & control
59
International review of financial analysis
57
Journal of empirical finance
56
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Journal of international economics
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Discussion papers / CEPR
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Applied financial economics
50
Working paper series / European Central Bank
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Journal of international financial markets, institutions & money
49
International journal of finance & economics : IJFE
48
CAMA working paper series
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IMF working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
42
European economic review : EER
41
The empirical economics letters : a monthly international journal of economics
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Journal of applied econometrics
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Macroeconomic dynamics
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CESifo Working Paper Series
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ECONIS (ZBW)
77
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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
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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
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3
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:
4
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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5
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
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6
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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7
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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8
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
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9
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
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10
An information diffusion model for momentum effect based on investor wealth
Yang, Haijun
;
Ge, Hengshun
;
Gao, Xinpeng
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013413450
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