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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Estimation
2,222
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2,222
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388
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286
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286
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283
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Zaremba, Adam
6
Bouri, Elie
4
Ma, Feng
4
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4
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3
Tiwari, Aviral Kumar
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Applied economics
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Finance research letters
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International review of financial analysis
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127
International review of economics & finance : IREF
119
Journal of empirical finance
118
The North American journal of economics and finance : a journal of financial economics studies
89
Applied financial economics
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Applied economics letters
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Economic modelling
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Research in international business and finance
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Pacific-Basin finance journal
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The European journal of finance
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44
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Cogent economics & finance
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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 forecasting
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
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Quantitative finance
24
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
137
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1
Revisiting the duration dependence in the US stock market cycles
Zakamulin, Valeriy
- In:
Applied economics
55
(
2023
)
4
,
pp. 357-368
Persistent link: https://www.econbiz.de/10013494428
Saved in:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data
Wen, Yi-Chieh
;
Li, Bin
;
Chen, Xiaoyue
;
Singh, Tarlok
- In:
Applied economics
55
(
2023
)
45
,
pp. 5251-5266
Persistent link: https://www.econbiz.de/10014335067
Saved in:
4
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
5
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
6
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
7
Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal
;
Bouri, Elie
;
Abuzayed, Bana
- In:
Energy economics
126
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
Saved in:
8
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
9
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
10
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
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