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subject:"Prognoseverfahren"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Konjunktur"
~subject:"Wirkungsanalyse"
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Prognoseverfahren
Konjunktur
Wirkungsanalyse
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
Theorie
60
Theory
60
Forecasting model
48
USA
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United States
45
ARCH model
44
ARCH-Modell
44
Welt
42
World
42
Exchange rate
37
Wechselkurs
37
Portfolio selection
34
Portfolio-Management
34
Time series analysis
34
Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Spillover effect
33
Spillover-Effekt
33
VAR model
29
VAR-Modell
29
Geldpolitik
28
Monetary policy
28
Anlageverhalten
26
Behavioural finance
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CAPM
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China
23
Risiko
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74
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English
74
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Gupta, Rangan
7
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Balcilar, Mehmet
2
Hau, Liya
2
Wohar, Mark E.
2
Zhu, Huiming
2
Afonso, António
1
Ahmad, Nasir
1
Alemany, Nuria
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
Bec, Frédérique
1
Beckmann, Joscha
1
Belke, Ansgar
1
Bellos, Sotirios K.
1
Ben Omrane, Walid
1
Brugal, Ivan
1
Cakan, Esin
1
Calmès, Christian
1
Caporin, Massimiliano
1
Carvalho, Francisco Tiago
1
Castillo B., Paul
1
Cayen, Jean-Philippe
1
Chang, Carolyn C. W.
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chang, Xiaoming
1
Chen, An-sing
1
Chen, Cathy W. S.
1
Chen, Qitong
1
Chen, Weiyan
1
Chen, Zan
1
Cheng, Lee-Young
1
Chong, Lee Lee
1
Christou, Christina
1
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1
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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.
442
NBER working paper series
391
Discussion paper series / IZA
385
NBER Working Paper
366
Discussion paper / Centre for Economic Policy Research
310
CESifo working papers
213
Applied economics
194
Economic modelling
165
IZA Discussion Paper
158
International journal of forecasting
154
Applied economics letters
148
Working paper
126
Economics letters
125
Finance research letters
119
Journal of forecasting
109
Journal of banking & finance
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Energy economics
97
Discussion paper
91
Discussion papers / CEPR
86
International review of economics & finance : IREF
84
Journal of econometrics
79
International review of financial analysis
75
ZEW discussion papers
75
Journal of economic dynamics & control
74
Journal of empirical finance
73
Kiel working paper
73
Journal of financial economics
72
Working paper series / European Central Bank
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Discussion paper / Tinbergen Institute
68
Journal of monetary economics
66
Journal of international money and finance
64
Journal of macroeconomics
64
Finance and economics discussion series
62
CESifo Working Paper Series
61
The American economic review
58
CAMA working paper series
56
Discussion papers / Deutsches Institut für Wirtschaftsforschung
55
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ECONIS (ZBW)
74
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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
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:
8
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:
9
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
Saved in:
10
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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