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subject:"Time series analysis"
subject:"Kapitaleinkommen"
~isPartOf:"International journal of finance & economics : IJFE"
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Time series analysis
Kapitaleinkommen
Estimation
240
Schätzung
240
Theorie
66
Theory
66
Exchange rate
44
Volatility
44
Volatilität
44
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44
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Gupta, Rangan
4
Gil-Alaña, Luis A.
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3
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2
Ogbonna, Ahamuefula E.
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1
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1
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1
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1
Bathia, Deven
1
Berisha, Edmond
1
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1
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1
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1
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1
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1
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International journal of finance & economics : IJFE
Applied economics
186
Economic modelling
170
Finance research letters
159
Journal of banking & finance
157
Applied economics letters
153
Journal of econometrics
146
International review of economics & finance : IREF
145
International review of financial analysis
136
Journal of empirical finance
136
Journal of financial economics
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
121
Applied financial economics
109
The North American journal of economics and finance : a journal of financial economics studies
109
NBER working paper series
104
Economics letters
101
CESifo working papers
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Working paper / National Bureau of Economic Research, Inc.
97
International journal of forecasting
94
Journal of international financial markets, institutions & money
88
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86
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of international money and finance
75
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74
The European journal of finance
72
Discussion paper / Tinbergen Institute
71
Pacific-Basin finance journal
69
Review of quantitative finance and accounting
63
Journal of risk and financial management : JRFM
57
International journal of economics and finance
55
Econometric reviews
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Cogent economics & finance
48
International journal of economics and financial issues : IJEFI
46
Journal of economic dynamics & control
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1
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
2
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
3
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
4
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
5
Macroeconomic determinants of households' indebtedness in Portugal : what really matters in the era of financialisation?
Romão, Ana
;
Barradas, Ricardo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 383-401
Persistent link: https://www.econbiz.de/10014469016
Saved in:
6
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
7
Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4037-4054
Persistent link: https://www.econbiz.de/10014429282
Saved in:
8
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
Saved in:
9
Power of moment-based normality tests : empirical analysis on Indian stock market index
Shaik, Muneer
;
Gulhane, Rutvik Digambar
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2989-2997
Persistent link: https://www.econbiz.de/10014327637
Saved in:
10
Banks' holdings of and trading in government bonds
Manna, Michele
;
Nobili, Stefano
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 257-283
Persistent link: https://www.econbiz.de/10014253185
Saved in:
11
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
12
Covid-19 outbreak and stocks return on the West African Economic and Monetary Union's stock market : an empirical analysis of the relationship through the event study approach
Zoungrana, Tibi Didier
;
TanToé, Daouda Lawa
;
Toé, Mamadou
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1404-1422
Persistent link: https://www.econbiz.de/10014253404
Saved in:
13
The euro to dollar exchange rate in the Covid-19 era : evidence from spectral causality and Markov-switching estimation
Konstantakis, Konstantinos N.
;
Melissaropoulos, Ioannis G.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2037-2055
Persistent link: https://www.econbiz.de/10014253649
Saved in:
14
Emerging market debt and the COVID-19 pandemic : a time-frequency analysis of spreads and total returns dynamics
Gubareva, Mariya
;
Umar, Zaghum
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 112-126
Persistent link: https://www.econbiz.de/10014248114
Saved in:
15
Liquidity, time-varying betas and anomalies : is the high trading activity enhancing the validity of the CAPM in the UK equity market?
Rojo-Suárez, Javier
;
Alonso-Conde, Ana Belén
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10012814339
Saved in:
16
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
17
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
18
Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Xuan Vinh Vo
;
Ogbonna, Ahamuefula E.
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
Saved in:
19
The news effects on exchange rate returns and volatility : evidence from Pakistan
Jabeen, Munazza
;
Rashid, Abdul
;
Ihsan, Hajra
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 745-769
Persistent link: https://www.econbiz.de/10012814860
Saved in:
20
Trade policy and return on capital : an empirical analysis based on China's antidumping
Wang, Xiaosong
;
Wu, Huan
;
Li, Le
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 865-892
Persistent link: https://www.econbiz.de/10012814941
Saved in:
21
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
Saved in:
22
Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries
He, Zhifang
;
Chen, Jiaqi
;
Zhou, Fangzhao
;
Zhang, Guoqing
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10012815001
Saved in:
23
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
24
Oil price risk and the cross-section of stock returns in Turkey
Azimli, Asil
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4105-4122
Persistent link: https://www.econbiz.de/10013461311
Saved in:
25
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
26
Can sentiments on macroeconomic news explain stock returns? : evidence form social network data
Xu, Yingying
;
Zhao, Jichang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2073-2088
Persistent link: https://www.econbiz.de/10013184675
Saved in:
27
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
28
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier
;
Cruz Rambaud, Salvador
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1621-1632
Persistent link: https://www.econbiz.de/10013184367
Saved in:
29
Momentum crashes and variations to market liquidity
Butt, Hilal Anwar
;
Virk, Nader Shahzad
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1899-1911
Persistent link: https://www.econbiz.de/10013184407
Saved in:
30
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
31
Impact of bank capital on non-performing loans : new evidence of concave capital from dynamic panel-data and time series analysis in Malaysia
Yaman Hajja
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2921-2948
Persistent link: https://www.econbiz.de/10013329840
Saved in:
32
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
33
A global model of international yield curves : no-arbitrage term structure approach
Kaminska, Iryna
;
Meldrum, Andrew
;
Smith, James
- In:
International journal of finance & economics : IJFE
18
(
2013
)
4
,
pp. 352-374
Persistent link: https://www.econbiz.de/10010355970
Saved in:
34
Equity flows, stock returns and exchange rates
Kanas, Angelos
;
Karkalakos, Sotirios
- In:
International journal of finance & economics : IJFE
22
(
2017
)
2
,
pp. 159-168
Persistent link: https://www.econbiz.de/10011960275
Saved in:
35
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
36
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
37
International sentiment spillovers in equity returns
Bathia, Deven
;
Bredin, Donal
;
Nitzsche, Dirk
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
Saved in:
38
Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
4
,
pp. 362-373
Persistent link: https://www.econbiz.de/10011495564
Saved in:
39
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
40
A panel-regressions investigation of exchange rate volatility
Grossmann, Axel
;
Orlov, Alexei G.
- In:
International journal of finance & economics : IJFE
19
(
2014
)
4
,
pp. 303-326
Persistent link: https://www.econbiz.de/10010471892
Saved in:
41
Is correlation puzzle really puzzling? : reassessing motives of foreign asset holdings by US investors
Inoue, Kenta
- In:
International journal of finance & economics : IJFE
19
(
2014
)
2
,
pp. 160-172
Persistent link: https://www.econbiz.de/10010471960
Saved in:
42
The purchasing power parity hypothesis in the US-China relationship : fractional integration, time variation and data frequency
Gil-Alaña, Luis A.
;
Jiang, Liang
- In:
International journal of finance & economics : IJFE
18
(
2013
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10009721889
Saved in:
43
Nonlinearity, macroeconomic factors and the dollar-sterling real exchange rate
Kim, Hyeyoen
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 337-346
Persistent link: https://www.econbiz.de/10009689481
Saved in:
44
What explains comovement in stock market returns during the 2007 - 2008 crisis?
Didier, Tatiana
;
Love, Inessa
;
Martínez Pería, María …
- In:
International journal of finance & economics : IJFE
17
(
2012
)
2
,
pp. 182-202
Persistent link: https://www.econbiz.de/10009615694
Saved in:
45
Cross-dynamics of exchange rate expectations : a wavelet analysis
Nikkinen, Jussi
;
Pynnönen, Seppo
;
Ranta, Mikko
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
3
,
pp. 205-217
Persistent link: https://www.econbiz.de/10009408606
Saved in:
46
Co-movements between US and UK stock prices : the role of time-varying conditional correlations
Aslanidis, Nektarios
;
Osborn, Denise R.
;
Sensier, Marianne
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 366-380
Persistent link: https://www.econbiz.de/10008811289
Saved in:
47
Stock return predictability and dividend-price ratio : a nonlinear approach
McMillan, David G.
;
Wohar, Mark E.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 351-365
Persistent link: https://www.econbiz.de/10008811291
Saved in:
48
Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.
;
Kouretas, Georgios P.
; …
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
Saved in:
49
Tests of the conditional asset pricing model : further evidence from the cross-section of stock returns
Hyde, Stuart
;
Sherif, Mohamed
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10008702351
Saved in:
50
Causality from real stock returns to real activity : evidence of regime-dependence
Kanas, Angelos
;
Ioannidis, Christos
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 180-197
Persistent link: https://www.econbiz.de/10008702354
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