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subject:"OECD countries"
isPartOf:"Applied economics letters"
~subject:"Prognoseverfahren"
~isPartOf:"Journal of international financial markets, institutions & money"
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OECD countries
Prognoseverfahren
Estimation
1,401
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203
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203
Börsenkurs
183
Share price
183
Welt
168
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168
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163
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162
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143
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103
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Narayan, Paresh Kumar
6
Gupta, Rangan
3
Ma, Feng
3
Pierdzioch, Christian
3
Sharma, Susan Sunila
3
Abedin, Md. Thasinul
2
Bahmani-Oskooee, Mohsen
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Lu, Xinjie
2
Mitra, Rajarshi
2
Olson, Eric
2
Siliverstovs, Boriss
2
Sousa, Ricardo M.
2
Tiwari, Aviral Kumar
2
Westerlund, Joakim
2
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2
Acosta-González, Eduardo
1
Afonso, António
1
Afonso, Óscar
1
Albulescu, Claudiu Tiberiu
1
Almeida, Alexandre
1
Almudhaf, Fahad
1
Alvarez, Alberto
1
Alvarez-Diaz, Marcos
1
Andersson, Andreas
1
Apergēs, Nikolaos
1
Ashraf, Ayesha
1
Aslan, Özgür
1
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1
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1
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1
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1
Basher, Syed Abul
1
Bawa, Jaslene Kaur
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1
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Applied economics letters
Journal of international financial markets, institutions & money
International journal of forecasting
151
Applied economics
139
CESifo working papers
133
Discussion paper / Centre for Economic Policy Research
122
Working paper / National Bureau of Economic Research, Inc.
110
Journal of forecasting
106
NBER Working Paper
103
NBER working paper series
102
Economic modelling
96
Finance research letters
88
Working paper
83
Journal of banking & finance
80
Energy economics
74
Discussion paper series / IZA
71
Economics letters
68
Journal of empirical finance
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
International review of economics & finance : IREF
64
International review of financial analysis
64
Journal of econometrics
64
Journal of international money and finance
59
Journal of financial economics
58
The North American journal of economics and finance : a journal of financial economics studies
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Discussion paper / Tinbergen Institute
41
Kiel working paper
40
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
39
Journal of applied econometrics
38
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34
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33
Journal of macroeconomics
33
IZA Discussion Paper
32
Pacific-Basin finance journal
32
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ECONIS (ZBW)
133
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
Dynamic connectedness between investors’ sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
5
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
6
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
7
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
8
Does forward guidance of the ECB matter for the accuracy of private sector inflation forecasts?
Burden, David
;
Fendel, Ralf
;
Zimmermann, Lilli
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1213-1217
Persistent link: https://www.econbiz.de/10014303844
Saved in:
9
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
10
How to predict the economic growth rates of a country? : a DSGE model with the accumulation of human capital
Mu, Junlin
;
Yan, Lipeng
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1540-1560
Persistent link: https://www.econbiz.de/10014304416
Saved in:
11
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
12
Can demographic structures help predict equity premiums? : evidence from a panel with cross-section dependence
Kim, Seonghoon
;
Moon, Seongman
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 635-639
Persistent link: https://www.econbiz.de/10013171008
Saved in:
13
Business-cycle reports and the efficiency of macroeconomic forecasts for Germany
Foltas, Alexander
;
Pierdzioch, Christian
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 867-872
Persistent link: https://www.econbiz.de/10013411808
Saved in:
14
Forecasting charge-off rates with a panel Tobit model : the role of uncertainty
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Applied economics letters
29
(
2022
)
10
,
pp. 927-931
Persistent link: https://www.econbiz.de/10013411847
Saved in:
15
Does a shrinking labor force reduce FDI inflows in OECD countries?
Mitra, Rajarshi
;
Abedin, Md. Thasinul
- In:
Applied economics letters
29
(
2022
)
17
,
pp. 1654-1658
Persistent link: https://www.econbiz.de/10013412250
Saved in:
16
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
Saved in:
17
EPU spillovers and stock return predictability : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013357291
Saved in:
18
Commodity return predictability : evidence from implied variance, skewness, and their risk premia
Finta, Marinela Adriana
;
Ornelas, José Renato Haas
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013358775
Saved in:
19
A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Applied economics letters
28
(
2021
)
21
,
pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
Saved in:
20
Bond return predictability : evidence from 25 OECD countries
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820862
Saved in:
21
The effect of option-implied skewness on delta- and vega-hedged option returns
Borochin, Paul
;
Wu, Zekun
;
Zhao, Yanhui
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803250
Saved in:
22
Volatility models for cryptocurrencies and applications in the options market
Chi, Yeguang
;
Hao, Wenyan
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820318
Saved in:
23
Cryptocurrency return reversals
Kozlowski, Steven E.
;
Puleo, Michael R.
;
Zhou, Jizhou
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 887-893
Persistent link: https://www.econbiz.de/10012589685
Saved in:
24
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
Saved in:
25
Cross-border M&A outflows and government size
Ashraf, Ayesha
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 964-967
Persistent link: https://www.econbiz.de/10012589712
Saved in:
26
Population ageing and FDI inflows in OECD countries : a dynamic panel cointegration analysis
Mitra, Rajarshi
;
Abedin, Md. Thasinul
- In:
Applied economics letters
28
(
2021
)
13
,
pp. 1071-1075
Persistent link: https://www.econbiz.de/10012589959
Saved in:
27
Does the Feldstein-Horioka relationship vary with economic policy uncertainty?
Lin, Yi-Chen
;
Deng, Wen-Shuenn
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1187-1194
Persistent link: https://www.econbiz.de/10012589987
Saved in:
28
Modelling the causal linkages between trade openness, innovation, financial development and economic growth in OECD Countries
Belazreg, Walid
;
Mtar, Kais
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 5-8
Persistent link: https://www.econbiz.de/10012205359
Saved in:
29
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
30
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
Saved in:
31
Modelling the dynamics of unconventional monetary policies' impact on professionals’ forecasts
Kenourgios, Dimitris
;
Papadamou, Stephanos
;
Dimitriou, …
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012495686
Saved in:
32
The source of real oil price fluctuations: a fresh view from the frequency domain
Yanfeng, Wei
;
Zhang, Liguo
;
Li, Qirui
- In:
Applied economics letters
27
(
2020
)
17
,
pp. 1395-1399
Persistent link: https://www.econbiz.de/10012313055
Saved in:
33
Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
34
Random effects probit and logit : understanding predictions and marginal effects
Bland, James R.
;
Cook, Amanda C.
- In:
Applied economics letters
26
(
2019
)
2
,
pp. 116-123
Persistent link: https://www.econbiz.de/10012204145
Saved in:
35
Corporate labour share of income and the shadow economy : a cross-country analysis
Fedotenkov, Igor
- In:
Applied economics letters
26
(
2019
)
4
,
pp. 302-305
Persistent link: https://www.econbiz.de/10012204194
Saved in:
36
Biased and neutral technological change : empirical evidence from a sample of OECD countries
Feder, Christophe
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 943-947
Persistent link: https://www.econbiz.de/10012204446
Saved in:
37
Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis
Zargar, Faisal Nazir
;
Tiwari, Aviral Kumar
;
Olayeni, …
- In:
Applied economics letters
26
(
2019
)
12
,
pp. 999-1006
Persistent link: https://www.econbiz.de/10012204471
Saved in:
38
Sovereign bond return prediction with realized higher moments
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 53-73
Persistent link: https://www.econbiz.de/10012262440
Saved in:
39
Exogenous drivers of Bitcoin and Cryptocurrency volatility : a mixed data sampling approach to forecasting
Walther, Thomas
;
Klein, Tony
;
Bouri, Elie
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012263290
Saved in:
40
Forecast ranked tailored equity portfolios
Buncic, Daniel
;
Stern, Cord
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012263321
Saved in:
41
Unemployment persistence in EU countries : new evidence using bounded unit root tests
Albulescu, Claudiu Tiberiu
;
Tiwari, Aviral Kumar
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 807-810
Persistent link: https://www.econbiz.de/10012129867
Saved in:
42
Does default point vary with firm size?
Zhang, Yaojie
;
Shi, Benshan
- In:
Applied economics letters
25
(
2018
)
15
,
pp. 1078-1082
Persistent link: https://www.econbiz.de/10012132343
Saved in:
43
Monetary policy surprises and firm-level stock return predictability : evidence from a new panel-based approach
Floro, Danvee
- In:
Applied economics letters
25
(
2018
)
17
,
pp. 1255-1260
Persistent link: https://www.econbiz.de/10012135374
Saved in:
44
The effect of capital ratios on the risk, efficiency and profitability of banks : evidence from OECD countries
Bitar, Mohammad
;
Pukthuanthong, Kuntara
;
Walker, Thomas
- In:
Journal of international financial markets, …
53
(
2018
),
pp. 227-262
Persistent link: https://www.econbiz.de/10011983870
Saved in:
45
Is stock return predictability time-varying?
Devpura, Neluka
;
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 152-172
Persistent link: https://www.econbiz.de/10011986233
Saved in:
46
Backtesting expected shortfall : evidence from European securitized real estate
Almudhaf, Fahad
- In:
Applied economics letters
25
(
2018
)
3
,
pp. 176-182
Persistent link: https://www.econbiz.de/10011853830
Saved in:
47
Do fiscal decentralization and income inequality affect the size of the shadow economy? : a panel data analysis for OECD countries
Berger, Wolfram
;
Salotti, Simone
;
Sardà Pons, Jordi
- In:
Applied economics letters
25
(
2018
)
8
,
pp. 571-575
Persistent link: https://www.econbiz.de/10011855043
Saved in:
48
Re-assessing international stock return predictability : evidence from directional accuracy and excess profitability tests
Siliverstovs, Boriss
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011703719
Saved in:
49
Health expenditure and socio-economic determinants of life expectancy in the OECD Asia/Pacific area countries
Blazquez-Fernández, Carla
;
Cantarero-Prieto, David
; …
- In:
Applied economics letters
24
(
2017
)
1/3
,
pp. 167-169
Persistent link: https://www.econbiz.de/10011704005
Saved in:
50
Implied correlation indices and volatility forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
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