//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"OECD countries"
subject:"Purchasing power parity"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Portfolio-Management"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
OECD countries
Purchasing power parity
Portfolio-Management
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
86
Share price
86
Aktienmarkt
61
Stock market
61
Theorie
60
Theory
60
Forecasting model
48
Prognoseverfahren
48
USA
45
United States
45
ARCH model
44
ARCH-Modell
44
Welt
42
World
42
Exchange rate
37
Wechselkurs
37
Portfolio selection
34
Time series analysis
34
Zeitreihenanalyse
34
Cointegration
33
Kointegration
33
Spillover effect
33
Spillover-Effekt
33
VAR model
29
VAR-Modell
29
Geldpolitik
28
Monetary policy
28
Anlageverhalten
26
Behavioural finance
26
CAPM
25
China
23
Risiko
21
Risk
21
more ...
less ...
Online availability
All
Undetermined
40
Type of publication
All
Article
53
Type of publication (narrower categories)
All
Article in journal
53
Aufsatz in Zeitschrift
53
Language
All
English
53
Author
All
Kang, Sang Hoon
3
Beckmann, Joscha
2
Belke, Ansgar
2
Mensi, Walid
2
Mo, Guoli
2
Tan, Chunzhi
2
Yoon, Seong-min
2
Zhang, Weiguo
2
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Apergēs, Nikolaos
1
Bailliu, Jeannine N.
1
Bampinas, Georgios
1
Bordon, Ingo G.
1
Borgards, Oliver
1
Carcel, Hector
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chang, Kuang-Liang
1
Changqing, Luo
1
Chen, An-sing
1
Chen, Jen-Nan
1
Chen, Na
1
Chen, Shyh-Wei
1
Cheng, Lee-Young
1
Dai, Zhifeng
1
Dash, Saumya Ranjan
1
Denault, Michel
1
Di Iorio, Francesca
1
Dib, Ali
1
Dieu Thanh Le
1
Ding, Xiaoyi
1
Dobnik, Frauke
1
Donadelli, Michael
1
Dong, Xiaodi
1
Dong, Xiyong
1
Duc Hong Vo
1
Dunbar, Kwamie
1
Fachin, Stefano
1
Fierro, Karen P.
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
153
Applied economics
145
CESifo working papers
140
Working paper / National Bureau of Economic Research, Inc.
133
NBER working paper series
129
NBER Working Paper
117
Discussion paper / Centre for Economic Policy Research
103
Journal of international money and finance
100
Economic modelling
78
International review of economics & finance : IREF
74
Discussion paper series / IZA
71
Journal of banking & finance
68
Working paper
58
Economics letters
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
48
Journal of empirical finance
47
International review of financial analysis
46
Journal of international economics
45
Applied financial economics
44
Journal of financial economics
44
Finance research letters
41
Journal of international financial markets, institutions & money
41
International journal of finance & economics : IJFE
37
Energy economics
36
IMF working papers
36
Discussion paper
35
CESifo Working Paper Series
34
The empirical economics letters : a monthly international journal of economics
33
IZA Discussion Paper
30
Journal of macroeconomics
29
Kiel working paper
28
Research in international business and finance
27
Review of international economics
27
IMF working paper
26
International journal of economics and finance
26
Journal of risk and financial management : JRFM
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
International journal of economics and financial issues : IJEFI
24
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
50
of
53
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
3
Cognitive biases, downside risk shocks, and stock expected returns
Li, Si
;
He, Fangyi
;
Shi, Fangquan
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
Saved in:
4
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
5
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
6
An information diffusion model for momentum effect based on investor wealth
Yang, Haijun
;
Ge, Hengshun
;
Gao, Xinpeng
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013413450
Saved in:
7
Does investor sentiment affect fund crashes? : evidence from Chinese open-end funds
Wang, Hu
;
Li, Shouwei
;
Ma, Yuyin
;
Jiang, Shuyang
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449136
Saved in:
8
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
9
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
10
Pricing the hedging factor in the cross-section of stock returns
Dunbar, Kwamie
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821473
Saved in:
11
Dynamic time series momentum of cryptocurrencies
Borgards, Oliver
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822211
Saved in:
12
Are the profitability and investment factors valid ICAPM risk factors? : pre-1963 evidence
Lin, Qi
;
Lin, Xi
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013186489
Saved in:
13
Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics : evidence from the Chinese stock market
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013186512
Saved in:
14
How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013186604
Saved in:
15
Multiscale financial risk contagion between international stock markets : evidence from EMD-Copula-CoVaR analysis
Changqing, Luo
;
Liu, Lan
;
Wang, Da
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013187623
Saved in:
16
A fractional cointegration var analysis of exchange rate dynamics
Gil-Alaña, Luis A.
;
Carcel, Hector
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012658798
Saved in:
17
Size and value effects in high-tech industries : the role of R&D investment
Yu, Lin
;
Liu, Xiaoquan
;
Fung, Hung-gay
;
Leung, Wai K.
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012658819
Saved in:
18
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
Saved in:
19
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Tong, Yongbo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
Saved in:
20
Valuation effects of capital inflows : evidence from emerging market economies
Dieu Thanh Le
;
Park, Hail
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012660122
Saved in:
21
Leisure and long-run risks : an empirical evaluation on value premium puzzle
Zhang, Xiang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012664492
Saved in:
22
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
23
Long-run dynamics of exchange rates : a multi-frequency investigation
Long Hai Vo
;
Duc Hong Vo
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665655
Saved in:
24
New empirical assessment of export price competitiveness : industry-specific real effective exchange rates in Asia
Satō, Kiyotaka
;
Shimizu, Junko
;
Shrestha, Nagendra
; …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012665661
Saved in:
25
Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng
;
Dong, Xiaodi
;
Kang, Jie
;
Hong, Lianying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
Saved in:
26
The role of insurance growth in economic growth : fresh evidence from a panel of OECD countries
Apergēs, Nikolaos
;
Poufinas, Thomas
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012642444
Saved in:
27
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
28
Picking winners to pick your winners : The momentum effect in commodity risk factors
Zaremba, Adam
;
Mikutowski, Mateusz
;
Karathanasopoulos, …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203145
Saved in:
29
Asymmetric adjustment, non-linearity and housing price bubbles : New international evidence
Xie, Zixiong
;
Chen, Shyh-Wei
;
Wu, An-Chi
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-33
Persistent link: https://www.econbiz.de/10012203800
Saved in:
30
Gold price and exchange rates : a panel smooth transition regression model for the G7 countries
Giannellis, Nikolaos
;
Kukuritakēs, Minōas
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012269149
Saved in:
31
Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing
;
Chang, Hung-Chou
;
Cheng, Lee-Young
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
Saved in:
32
International portfolio of stock indices with spatiotemporal correlations : Can investors still benefit from portfolio, when and where?
Mo, Guoli
;
Tan, Chunzhi
;
Zhang, Weiguo
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 168-183
Persistent link: https://www.econbiz.de/10012117833
Saved in:
33
Betas V characteristics : do stock characteristics enhance the investment opportunity set in U.K. stock returns?
Fletcher, Jonathan
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 114-129
Persistent link: https://www.econbiz.de/10012036611
Saved in:
34
Does REIT index hedge inflation risk? : new evidence from the tail quantile dependences of the Markov-switching GRG copula
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 56-67
Persistent link: https://www.econbiz.de/10011878580
Saved in:
35
Informativeness of the market news sentiment in the Taiwan stock market
Wei, Yu-Chen
;
Lu, Yang-cheng
;
Chen, Jen-Nan
;
Hsu, Yen-Ju
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 158-181
Persistent link: https://www.econbiz.de/10011878611
Saved in:
36
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
37
Ultimate consumption risk and investment-based stock returns
Kang, Hankil
;
Kang, Jangkoo
;
Lee, Changjun
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 473-486
Persistent link: https://www.econbiz.de/10011938181
Saved in:
38
Sovereign default risk in OECD countries : do global factors matter?
Ordoñez-Callamand, Daniel
;
Gómez González, José Eduardo
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 629-639
Persistent link: https://www.econbiz.de/10011938215
Saved in:
39
Hedging inflation with individual US stocks : a long-run portfolio analysis
Bampinas, Georgios
;
Panagiōtidēs, Theodōros
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 374-392
Persistent link: https://www.econbiz.de/10011672984
Saved in:
40
Market integration between conventional and Islamic stock prices
Majdoub, Jihed
;
Mansour, Walid
;
Jouini, Jamel
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 436-457
Persistent link: https://www.econbiz.de/10011672988
Saved in:
41
Multilateral adjustment, regime switching and real exchange rate dynamics
Bailliu, Jeannine N.
;
Dib, Ali
;
Kano, Takashi
; …
- In:
The North American journal of economics and finance : a …
27
(
2014
),
pp. 68-87
Persistent link: https://www.econbiz.de/10010460903
Saved in:
42
Savings and investments in the OECD, 1970 - 2007 : a test of panel cointegration with regime changes
Di Iorio, Francesca
;
Fachin, Stefano
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 59-76
Persistent link: https://www.econbiz.de/10010461177
Saved in:
43
Monetary policy, global liquidity and commodity price dynamics
Belke, Ansgar
;
Bordon, Ingo G.
;
Hendricks, Torben
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010461194
Saved in:
44
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.
;
Grossmann, Axel
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
Saved in:
45
Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?
Donadelli, Michael
;
Paradiso, Antonio
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 206-220
Persistent link: https://www.econbiz.de/10010461957
Saved in:
46
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
47
Nonlinearities in exchange rate determination in a small open economy : some evidence for Canada
Kempa, Bernd
;
Riedel, Jana
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 268-278
Persistent link: https://www.econbiz.de/10009739644
Saved in:
48
The impact of the global business cycle on small open economies : a FAVAR approach for Canada
Vasishtha, Garima
;
Maier, Philipp
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 191-207
Persistent link: https://www.econbiz.de/10009739657
Saved in:
49
Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices
Beckmann, Joscha
- In:
The North American journal of economics and finance : a …
24
(
2013
),
pp. 176-190
Persistent link: https://www.econbiz.de/10009739659
Saved in:
50
What drives equity market non-participation?
Hsu, Jason C.
- In:
The North American journal of economics and finance : a …
23
(
2012
)
1
,
pp. 86-114
Persistent link: https://www.econbiz.de/10009673889
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->