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subject:"Zeitreihenanalyse"
subject:"Forecasting model"
~subject:"Großbritannien"
~isPartOf:"Journal of international financial markets, institutions & money"
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Zeitreihenanalyse
Forecasting model
Großbritannien
Estimation
246
Schätzung
246
Capital income
78
Kapitaleinkommen
78
Börsenkurs
72
Share price
72
Volatility
68
Volatilität
68
Aktienmarkt
61
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61
Welt
47
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38
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Risk premium
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Prognoseverfahren
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CAPM
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Kointegration
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English
48
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Narayan, Paresh Kumar
7
Sharma, Susan Sunila
3
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Grossmann, Axel
2
Westerlund, Joakim
2
Zaremba, Adam
2
Aloui, Chaker
1
Antonakakis, Nikolaos
1
Borochin, Paul
1
Bouri, Elie
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Bu, Ruijun
1
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Chiah, Mardy
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Chkili, Walid
1
Chowdhury, Khorshed
1
Degiannakisa, Stavros
1
Dimitriou, Dimitrios
1
Dong, Liang
1
Filis, George
1
Finta, Marinela Adriana
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Floros, Christos
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Foglia, Matteo
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Fong, Tom
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Fu, Xi
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Gong, Jue
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Gong, Yuting
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He, Zhongzhi
1
Ho, Ho Cheung
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Inci, Ahmet Can
1
Jawadi, Fredj
1
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1
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Journal of international financial markets, institutions & money
Applied economics
262
Discussion paper series / IZA
247
Economic modelling
168
Discussion paper / Centre for Economic Policy Research
164
International journal of forecasting
163
Journal of econometrics
159
Applied economics letters
149
CESifo working papers
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
Working paper / National Bureau of Economic Research, Inc.
127
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
Economics letters
120
Working paper
119
Journal of forecasting
118
NBER working paper series
117
NBER Working Paper
116
Finance research letters
111
Journal of banking & finance
106
International review of economics & finance : IREF
98
Discussion paper / Tinbergen Institute
94
Energy economics
94
IZA Discussion Paper
94
Applied financial economics
93
Journal of empirical finance
92
Discussion paper
85
International review of financial analysis
80
Journal of international money and finance
80
Journal of applied econometrics
78
The North American journal of economics and finance : a journal of financial economics studies
76
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
Journal of financial economics
69
Oxford bulletin of economics and statistics
60
Discussion papers / Deutsches Institut für Wirtschaftsforschung
59
International journal of finance & economics : IJFE
57
The European journal of finance
57
Econometric reviews
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Discussion papers in economics
55
Journal of economic dynamics & control
49
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ECONIS (ZBW)
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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
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
Saved in:
7
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:
8
Co-skewness and expected return : evidence from international stock markets
Dong, Liang
;
Kot, Hung Wan
;
Lam, Keith
;
Liu, Ming
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013412790
Saved in:
9
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:
10
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:
11
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:
12
Causal and frequency analyses of purchasing power parity
Nagayasu, Jun
- In:
Journal of international financial markets, …
71
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012800602
Saved in:
13
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:
14
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:
15
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:
16
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:
17
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:
18
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:
19
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:
20
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:
21
Determinants of equity mutual fund flows : evidence from the fund flow dynamics between Hong Kong and global markets
Fong, Tom
;
Sze, Kin Wan
;
Ho, Ho Cheung
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 231-247
Persistent link: https://www.econbiz.de/10012127630
Saved in:
22
Fiscal sustainability in EMU countries : a continued fiscal commitment?
Paniagua, Jordi
;
Sapena, Juan
;
Tamarit Escalona, Cecilio R.
- In:
Journal of international financial markets, …
50
(
2017
),
pp. 85-97
Persistent link: https://www.econbiz.de/10011896262
Saved in:
23
Predicting risk premium under changes in the conditional distribution of stock returns
Sousa, João
;
Sousa, Ricardo M.
- In:
Journal of international financial markets, …
50
(
2017
),
pp. 204-218
Persistent link: https://www.econbiz.de/10011896275
Saved in:
24
The association between earnings forecast in IPOs prospectuses and earnings management : an empirical analysis
Buchner, Axel
;
Mohamed, Abdulkadir
;
Saadouni, Brahim
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 92-105
Persistent link: https://www.econbiz.de/10011896291
Saved in:
25
Volatility of commodity futures prices and market-implied inflation expectations
Orłowski, Lucjan T.
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011896296
Saved in:
26
Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
Saved in:
27
US term structure and international stock market volatility : the role of the expectations factor and the maturity premium
Li, Matthew C.
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011475874
Saved in:
28
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
29
Cointegration, error correction and exchange rate forecasting
Moosa, Imad A.
;
Vaz, John J.
- In:
Journal of international financial markets, …
44
(
2016
),
pp. 21-34
Persistent link: https://www.econbiz.de/10011690363
Saved in:
30
On the estimation and testing of predictive panel regressions
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
45
(
2016
),
pp. 115-125
Persistent link: https://www.econbiz.de/10011690459
Saved in:
31
An analysis of sectoral equity and CDS spreads
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011474484
Saved in:
32
Testing the expectations hypothesis with survey forecasts : the impacts of consumer sentiment and the zero lower bound in an I(2) CVAR
Stillwagon, Josh R.
- In:
Journal of international financial markets, …
35
(
2015
),
pp. 85-101
Persistent link: https://www.econbiz.de/10011474715
Saved in:
33
Forecasting growth and stock performance using government and corporate yield curves : evidence from the European and Asian markets
Saar, Dan
;
Yagil, Yossi
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 27-41
Persistent link: https://www.econbiz.de/10011474971
Saved in:
34
The interactions between China and US stock markets : new perspectives
Ye, George L.
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 331-342
Persistent link: https://www.econbiz.de/10011299310
Saved in:
35
Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
Saved in:
36
The dynamics of exchange rate volatility : a panel VAR approach
Grossmann, Axel
;
Love, Inessa
;
Orlov, Alexei G.
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 1-27
Persistent link: https://www.econbiz.de/10011299874
Saved in:
37
Bond futures, inflation-indexed bonds, and inflation risk premium
Kanas, Angelos
- In:
Journal of international financial markets, …
28
(
2014
),
pp. 82-99
Persistent link: https://www.econbiz.de/10010411577
Saved in:
38
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
39
Trade momentum
Rizova, Savina
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 247-257
Persistent link: https://www.econbiz.de/10009726366
Saved in:
40
Modelling the dynamics, structural breaks and the determinants of the real exchange rate of Australia
Chowdhury, Khorshed
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 343-358
Persistent link: https://www.econbiz.de/10009581697
Saved in:
41
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos
- In:
Journal of international financial markets, …
22
(
2012
)
5
,
pp. 1091-1109
Persistent link: https://www.econbiz.de/10010220182
Saved in:
42
Purchasing power parity and structural instability in the US/UK exchange rate
Karoglou, Michail
;
Morley, Bruce
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 958-972
Persistent link: https://www.econbiz.de/10009582495
Saved in:
43
Markov-switching regimes and the monetary model of exchange rate determination : evidence from the Central and Eastern European markets
Syllignakis, Manolis N.
;
Kouretas, Georgios P.
- In:
Journal of international financial markets, …
21
(
2011
)
5
,
pp. 707-723
Persistent link: https://www.econbiz.de/10009504845
Saved in:
44
Forecasting exchange rates : non-linear adjustment and time-varying equilibrium
Grossmann, Axel
;
McMillan, David G.
- In:
Journal of international financial markets, …
20
(
2010
)
4
,
pp. 436-450
Persistent link: https://www.econbiz.de/10009260246
Saved in:
45
Currency futures-spot basis and risk premium
Inci, Ahmet Can
;
Lu, Biao
- In:
Journal of international financial markets, …
17
(
2007
)
2
,
pp. 180-197
Persistent link: https://www.econbiz.de/10003441631
Saved in:
46
Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès
;
Larribeau, Sophie
;
MacDonald, …
- In:
Journal of international financial markets, …
13
(
2003
)
2
,
pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
Saved in:
47
Modeling asset market volatility in a small market : accounting for non-synchronous trading effects
Lange, Stephen
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001402112
Saved in:
48
Correlation in currency markets : a risk-adjusted perspective
Sheedy, Elizabeth A.
- In:
Journal of international financial markets, …
8
(
1998
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10001246201
Saved in:
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