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subject:"Welt"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Capital income"
~subject:"Risk"
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Welt
Capital income
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Estimation
307
Schätzung
307
Volatility
96
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96
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89
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Gupta, Rangan
8
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5
Kang, Sang Hoon
5
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5
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4
Mensi, Walid
4
Pierdzioch, Christian
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Salisu, Afees A.
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Ur Rehman, Mobeen
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Xuan Vinh Vo
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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.
399
NBER working paper series
374
NBER Working Paper
330
CESifo working papers
312
Applied economics
294
Discussion paper / Centre for Economic Policy Research
247
Applied economics letters
214
Finance research letters
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Economic modelling
205
International review of economics & finance : IREF
198
Journal of banking & finance
184
International review of financial analysis
177
Journal of international money and finance
168
Energy economics
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Discussion paper series / IZA
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Journal of empirical finance
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Economics letters
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139
Journal of international financial markets, institutions & money
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Research in international business and finance
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CESifo Working Paper Series
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
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Pacific-Basin finance journal
79
The European journal of finance
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International journal of finance & economics : IJFE
75
Discussion paper / Tinbergen Institute
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IMF working papers
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Cogent economics & finance
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IZA Discussion Paper
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Review of quantitative finance and accounting
68
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
67
International Journal of Energy Economics and Policy : IJEEP
67
Journal of econometrics
67
Journal of risk and financial management : JRFM
66
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
129
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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
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
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:
4
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:
5
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:
6
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
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7
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
8
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:
9
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:
10
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
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