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subject:"Time series analysis"
subject:"United States"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Risiko"
~subject:"Welt"
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Time series analysis
United States
Risiko
Welt
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
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Gupta, Rangan
9
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4
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4
Pierdzioch, Christian
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3
Ji, Qiang
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Lee, Chien-chiang
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Mensi, Walid
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Nonejad, Nima
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Salisu, Afees A.
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Xuan Vinh Vo
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1
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Al Rababa'a, Abdel Razzaq
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Al-Shboul, Mohammad
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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.
1,774
Discussion paper / Centre for Economic Policy Research
599
Discussion paper series / IZA
567
Applied economics
533
CESifo working papers
483
NBER working paper series
445
NBER Working Paper
370
Applied economics letters
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Economic modelling
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265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
235
Economics letters
233
Journal of international money and finance
214
The review of economics and statistics
200
Energy economics
196
The American economic review
185
Journal of econometrics
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Finance and economics discussion series
180
International review of economics & finance : IREF
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
The journal of finance : the journal of the American Finance Association
169
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Finance research letters
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Journal of banking & finance
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Journal of money, credit and banking : JMCB
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The journal of futures markets
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ECONIS (ZBW)
131
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1
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
Saved in:
2
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
3
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:
4
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:
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
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
7
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
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8
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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9
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
10
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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