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subject:"United States"
subject:"Time series analysis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Risiko"
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United States
Time series analysis
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307
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307
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96
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96
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89
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89
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86
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86
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61
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48
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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.
1,503
Discussion paper series / IZA
454
Discussion paper / Centre for Economic Policy Research
415
Applied economics
382
CESifo working papers
243
Applied economics letters
230
NBER working paper series
196
Working paper
187
Economic modelling
183
Journal of econometrics
177
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
The review of economics and statistics
175
Finance and economics discussion series
173
Economics letters
158
The American economic review
151
The journal of finance : the journal of the American Finance Association
150
NBER Working Paper
139
Applied financial economics
128
Journal of applied econometrics
121
International review of economics & finance : IREF
119
Journal of international money and finance
118
Discussion paper / Tinbergen Institute
114
Energy economics
107
Journal of banking & finance
103
Discussion paper
96
Journal of money, credit and banking : JMCB
95
The review of financial studies
93
Finance research letters
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
The journal of futures markets
90
International journal of forecasting
85
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85
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82
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ECONIS (ZBW)
94
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1
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94
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
9
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
10
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
11
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
12
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
Saved in:
13
Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413448
Saved in:
14
Predictability of tail risks of Canada and the U.S. over a century : the role of spillovers and oil tail risks
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413542
Saved in:
15
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
16
Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh
;
Ju, Peijie
;
Liu, Yilei
;
Hsueh, Shao-Chieh
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013449302
Saved in:
17
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
Golitsis, Petros
;
Gkasis, Pavlos
;
Bellos, Sotirios K.
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014225729
Saved in:
18
The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets : evidence from the time-frequency co-movements
Dash, Saumya Ranjan
;
Maitra, Debasish
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013534037
Saved in:
19
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
20
Twitter's daily happiness sentiment, economic policy uncertainty, and stock index fluctuations
Chen, Wen-Yi
;
Chen, Mei-Ping
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013539078
Saved in:
21
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
22
Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun
;
Xiao, Binuo
;
Huang, Yilong
;
Zhou, Li
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
Saved in:
23
House price synchronization across the US states : the role of structural oil shocks
Sheng, Xin
;
Marfatia, Hardik A.
;
Gupta, Rangan
;
Ji, Qiang
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012821423
Saved in:
24
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:
25
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
26
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
27
Oil price shocks and credit spread : structural effect and dynamic spillover
Jiang, Yong
;
Liu, Cenjie
;
Xie, Rui
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013186472
Saved in:
28
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:
29
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:
30
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:
31
Tail risk and investors' concerns : evidence from Brazil
Freire, Gustavo
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013187641
Saved in:
32
Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng
;
Chang, Xiaoming
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
Saved in:
33
Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment
Cepni, Oguzhan
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013188349
Saved in:
34
Does going public in the U.S. facilitate corporate innovation of foreign firms?
Cai, Nianyun
;
Zhu, Hui
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012656836
Saved in:
35
Stock prices, dividends, and structural changes in the long-term : the case of U.S.
Esteve García, Vicente
;
Navarro Ibáñez, Manuel
; …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012656930
Saved in:
36
Bank fee-based shocks and the U.S. business cycle
Calmès, Christian
;
Théoret, Raymond
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012658783
Saved in:
37
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data
Ji, Qiang
;
Liu, Bing-Yue
;
Cuñado Eizaguirre, Juncal
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012658792
Saved in:
38
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:
39
U.S. uncertainty and Asian stock prices : evidence from the asymmetric NARDL model
Liang, Chin Chia
;
Troy, Carol
;
Rouyer, Ellen
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012659104
Saved in:
40
Is inflation driven by survey-based, VAR-based or myopic expectations? : an empirical assessment from US real-time data
Bec, Frédérique
;
Kanda, Patrick
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012659117
Saved in:
41
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:
42
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:
43
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
44
Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets : an Empirical Study in China and the U.S.
Wang, Peiwan
;
Zong, Lu
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012665486
Saved in:
45
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:
46
Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, Jimmy J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012654833
Saved in:
47
Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao
;
Qian, Huanhuan
;
Pérez Rodríguez, Jorge V.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012654918
Saved in:
48
Do U.S. factors impact the Brazilian yield curve? : evidence from a dynamic factor model
Stona, Filipe
;
Caldeira, João F.
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 76-89
Persistent link: https://www.econbiz.de/10012120210
Saved in:
49
The time-frequency co-movement of Asian effective exchange rates : a wavelet approach with daily data
Meng, Xiangcai
;
Huang, Chia-Hsing
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 131-148
Persistent link: https://www.econbiz.de/10012120219
Saved in:
50
Do stock markets lead or lag macroeconomic variables? : evidence from select European countries
Camilleri, Silvio John
;
Scicluna, Nicolanne
;
Bai, Ye
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 170-186
Persistent link: https://www.econbiz.de/10012120227
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