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subject:"Unemployment"
type_genre:"Article in journal"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The European journal of finance"
~subject:"ARCH model"
~subject:"Share price"
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Unemployment
ARCH model
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Estimation
332
Schätzung
332
Capital income
116
Kapitaleinkommen
116
Theorie
112
Theory
112
Börsenkurs
81
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68
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Gupta, Rangan
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Pierdzioch, Christian
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Yang, Liyan
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Cen, Ling
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Knif, Johan
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1
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1
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
The European journal of finance
Applied economics
197
Applied economics letters
170
Finance research letters
161
Economic modelling
158
International review of economics & finance : IREF
128
International review of financial analysis
128
The North American journal of economics and finance : a journal of financial economics studies
114
Journal of banking & finance
112
Energy economics
109
Journal of empirical finance
107
Applied financial economics
105
Journal of international financial markets, institutions & money
94
Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
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80
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68
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Pacific-Basin finance journal
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59
Review of quantitative finance and accounting
59
International journal of finance & economics : IJFE
55
The journal of futures markets
55
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The empirical economics letters : a monthly international journal of economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial markets
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The journal of finance : the journal of the American Finance Association
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Economic research
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Emerging markets, finance and trade : EMFT
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International journal of forecasting
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ECONIS (ZBW)
96
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Labor unemployment risk and CEO incentive compensation
Ellul, Andrew
;
Wang, Cong
;
Zhang, Kuo
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 885-906
Persistent link: https://www.econbiz.de/10014513772
Saved in:
3
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
4
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
Saved in:
5
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
6
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
7
Ambiguity aversion and beating benchmarks : does it create a pattern?
Kolasinski, Adam
;
Li, Xu
;
Soliman, Mark
;
Xin, Qian
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 7059-7078
Persistent link: https://www.econbiz.de/10014435458
Saved in:
8
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
9
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
10
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
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