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subject:"Prognoseverfahren"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Cointegration"
~subject:"Impact assessment"
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Prognoseverfahren
Cointegration
Impact assessment
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
Theorie
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Theory
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Forecasting model
48
USA
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United States
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ARCH model
44
ARCH-Modell
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Welt
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World
42
Exchange rate
37
Wechselkurs
37
Portfolio selection
34
Portfolio-Management
34
Time series analysis
34
Zeitreihenanalyse
34
Kointegration
33
Spillover effect
33
Spillover-Effekt
33
VAR model
29
VAR-Modell
29
Geldpolitik
28
Monetary policy
28
Anlageverhalten
26
Behavioural finance
26
CAPM
25
China
23
Risiko
21
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English
92
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Gupta, Rangan
7
Dai, Zhifeng
4
Beckmann, Joscha
3
Hau, Liya
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Zhu, Huiming
3
Balcilar, Mehmet
2
Belke, Ansgar
2
Pérez Rodríguez, Jorge V.
2
Salisu, Afees A.
2
Wohar, Mark E.
2
Adediran, Idris A.
1
Ahmad, Ahmad Hassan
1
Ahmad, Nasir
1
Al-Shboul, Mohammad
1
Alemany, Nuria
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Anwar, Sajid
1
Aragó, Vicent
1
Asai, Manabu
1
Aworinde, Olalekan Bashir
1
Bai, Ye
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
Ben Omrane, Walid
1
Bordon, Ingo G.
1
Brugal, Ivan
1
Cakan, Esin
1
Camilleri, Silvio John
1
Cao, Zeyang
1
Caporin, Massimiliano
1
Carcel, Hector
1
Castillo B., Paul
1
Chan, Kenneth S.
1
Chang, Carolyn C. W.
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chang, Xiaoming
1
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The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
342
Discussion paper series / IZA
306
NBER working paper series
293
NBER Working Paper
271
Applied economics
257
Discussion paper / Centre for Economic Policy Research
248
CESifo working papers
206
Economic modelling
206
Applied economics letters
188
International journal of forecasting
152
Energy economics
143
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
136
IZA Discussion Paper
127
Finance research letters
124
Working paper
118
International review of economics & finance : IREF
115
Journal of forecasting
109
Journal of banking & finance
106
Economics letters
102
International Journal of Energy Economics and Policy : IJEEP
99
Journal of econometrics
93
International journal of economics and financial issues : IJEFI
91
The empirical economics letters : a monthly international journal of economics
88
International journal of economics and finance
83
Discussion paper
77
International review of financial analysis
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of empirical finance
76
Journal of international money and finance
73
ZEW discussion papers
71
Discussion papers / Deutsches Institut für Wirtschaftsforschung
68
Cogent economics & finance
65
Journal of financial economics
64
Journal of applied econometrics
61
Research in international business and finance
59
CESifo Working Paper Series
55
International journal of finance & economics : IJFE
55
Journal of international financial markets, institutions & money
52
Discussion paper / Tinbergen Institute
51
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ECONIS (ZBW)
92
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1
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
2
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:
3
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
Saved in:
4
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
5
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
6
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
Saved in:
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
Saved in:
8
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
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
Saved in:
10
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
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