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subject:"Share price"
subject:"Stock index"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of applied econometrics"
~subject:"Theory"
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Share price
Stock index
Theory
Estimation
833
Schätzung
832
Theorie
260
USA
138
United States
138
Volatility
134
Volatilität
134
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Wohar, Mark E.
5
Clark, Todd E.
4
Marcellino, Massimiliano
4
Pesaran, M. Hashem
4
Chen, Shyh-Wei
3
Phillips, Peter C. B.
3
Salisu, Afees A.
3
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3
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2
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2
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2
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2
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2
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2
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2
Sola, Martin
2
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2
Urga, Giovanni
2
Vortelinos, Dimitrios I.
2
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International review of economics & finance : IREF
Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
633
NBER working paper series
538
NBER Working Paper
494
Applied economics
410
Discussion paper / Centre for Economic Policy Research
393
Discussion paper series / IZA
286
CESifo working papers
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180
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Finance research letters
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167
Journal of empirical finance
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International review of financial analysis
153
IZA Discussion Paper
152
Discussion paper / Tinbergen Institute
150
Europäische Hochschulschriften / 5
144
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135
The North American journal of economics and finance : a journal of financial economics studies
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Energy economics
131
Journal of economic dynamics & control
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129
Journal of macroeconomics
122
SpringerLink / Bücher
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The review of economics and statistics
111
The European journal of finance
105
The journal of finance : the journal of the American Finance Association
104
Journal of international financial markets, institutions & money
99
Journal of monetary economics
98
Gabler Edition Wissenschaft
96
International journal of finance & economics : IJFE
96
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ECONIS (ZBW)
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1
Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
Bossman, Ahmed
;
Gubareva, Mariya
;
Agyei, Samuel Kwaku
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 699-719
Persistent link: https://www.econbiz.de/10014492252
Saved in:
2
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
3
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
4
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
Saved in:
5
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
Saved in:
6
Identifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 533-555
Persistent link: https://www.econbiz.de/10014288017
Saved in:
7
Identification of dynamic latent factor models of skill formation with translog production
Del Bono, Emilia
;
Kinsler, Josh
;
Pavan, Ronni
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1256-1265
Persistent link: https://www.econbiz.de/10013464674
Saved in:
8
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
9
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
10
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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