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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Applied economics letters"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Capital income"
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Volatilität
Capital income
Estimation
1,292
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154
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Afonso, António
3
Grobys, Klaus
3
Yang, Liyan
3
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3
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2
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2
Bali, Turan G.
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2
Gil-Alaña, Luis A.
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2
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2
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2
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2
Ma, Feng
2
Massa, Massimo
2
Narayan, Paresh Kumar
2
Olson, Eric
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Siliverstovs, Boriss
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2
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Trojani, Fabio
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Tu, Jun
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1
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Applied economics letters
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
210
Applied economics
192
International review of financial analysis
182
Journal of banking & finance
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International review of economics & finance : IREF
180
Economic modelling
160
Journal of empirical finance
156
Energy economics
152
The North American journal of economics and finance : a journal of financial economics studies
147
Applied financial economics
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Journal of financial economics
140
Journal of econometrics
122
Journal of international financial markets, institutions & money
115
Research in international business and finance
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Journal of international money and finance
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The European journal of finance
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Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Pacific-Basin finance journal
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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International journal of finance & economics : IJFE
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International journal of economics and finance
63
International journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Cogent economics & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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Journal of financial markets
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Quantitative finance
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Journal of forecasting
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Journal of economic dynamics & control
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The journal of finance : the journal of the American Finance Association
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
198
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
3
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
4
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:
5
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
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6
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
7
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:
8
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
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9
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:
10
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
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