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subject:"Estimation"
subject:"Forecasting model"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of forecasting"
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Journal of international financial markets, institutions & money
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248
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ECONIS (ZBW)
95
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1
Risk-neutral moments and return predictability : international evidence
Zhang, Junyu
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1086-1111
Persistent link: https://www.econbiz.de/10014338814
Saved in:
2
Portfolio optimization based on forecasting models using vine copulas : an empirical assessment for global financial crises
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2139-2166
Persistent link: https://www.econbiz.de/10014432866
Saved in:
3
Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model
Dhifaoui, Zouhaier
;
Jabeur, Sami Ben
;
Khalfaoui, Rabeh
; …
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2292-2306
Persistent link: https://www.econbiz.de/10014432894
Saved in:
4
Macro-financial effects of monetary policy easing
Apostolakis, George N.
;
Giannellis, Nikolaos
; …
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 715-738
Persistent link: https://www.econbiz.de/10014292226
Saved in:
5
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:
6
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
7
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:
8
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
9
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
10
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
11
Forecasting global solar radiation using a robust regularization approach with mixture kernels
Jiang, He
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1989-2010
Persistent link: https://www.econbiz.de/10014432828
Saved in:
12
The benefit of the Covid-19 pandemic on global temperature projections
Rostan, Pierre
;
Rostan, Alexandra
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2079-2098
Persistent link: https://www.econbiz.de/10014432850
Saved in:
13
Forecasting base metal prices with exchange rate expectations
Pincheira, Pablo
;
Hardy, Nicolás
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2341-2362
Persistent link: https://www.econbiz.de/10014432904
Saved in:
14
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:
15
Alarming contagion effects : the dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets
Wei, Yu
;
Wang, Yizhi
;
Vigne, Samuel A.
;
Ma, Zhenyu
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014482920
Saved in:
16
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
17
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
18
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
19
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
20
Geopolitical risk and global financial cycle : some forecasting experiments
Salisu, Afees A.
;
Omoke, Philip Chimobi
;
Sikiru, …
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 3-16
Persistent link: https://www.econbiz.de/10013465757
Saved in:
21
Special issue title: advances in forecasting in macroeconomics and financial markets
Banerjee, Anindya
(
ed.
);
Hall, Stephen G.
(
ed.
); …
-
2023
Persistent link: https://www.econbiz.de/10014292218
Saved in:
22
Uncertainty-driven oil volatility risk premium and international stock market volatility forecasting
Fang, Tong
;
Miao, Deyu
;
Su, Zhi
;
Yin, Libo
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 872-904
Persistent link: https://www.econbiz.de/10014292840
Saved in:
23
A review of scenario planning for emissions in environmental assessments
Samanaseh, Venmathy
;
Zainon Noor, Zainura
;
Norasyiqin, Siti
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 924-936
Persistent link: https://www.econbiz.de/10014292873
Saved in:
24
A retrospective analysis of Journal of Forecasting : from 1982 to 2019
Yu, Dejian
;
Sheng, Libo
;
Shi, Shunshun
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 1008-1035
Persistent link: https://www.econbiz.de/10014292895
Saved in:
25
Mixed-frequency forecasting of crude oil volatility based on the information content of global economic conditions
Salisu, Afees A.
;
Gupta, Rangan
;
Bouri, Elie
;
Ji, Qiang
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 134-157
Persistent link: https://www.econbiz.de/10012796279
Saved in:
26
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
27
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
28
What matters when developing oil price volatility forecasting frameworks?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Filis, George
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 361-382
Persistent link: https://www.econbiz.de/10012817777
Saved in:
29
Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.
;
Ji, Qiang
;
Luo, Jiawen
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
Saved in:
30
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
31
Evaluating the predictive power of intraday technical trading in China's crude oil market
Jin, Xiaoye
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1416-1432
Persistent link: https://www.econbiz.de/10013465702
Saved in:
32
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
33
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:
34
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:
35
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Mensi, Walid
;
Yousaf, Imran
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013412815
Saved in:
36
The influence of policy uncertainty on exchange rate forecasting
Smales, Lee A.
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10013287895
Saved in:
37
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
38
The determinants of cross-border bond risk premia
Ge, Futing
;
Zhang, Weiguo
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533410
Saved in:
39
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:
40
International tests of the ZCAPM asset pricing model
Kolari, James W.
;
Huang, Jianhua Z.
;
Butt, Hilal Anwar
; …
- In:
Journal of international financial markets, …
79
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013358733
Saved in:
41
The predictive content of oil price and volatility : new evidence on exchange rate forecasting
Breen, John David
;
Hu, Liang
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820836
Saved in:
42
The pricing of global temperature shocks in the cost of equity capital
Gregory, Richard P.
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012800702
Saved in:
43
International tail risk connectedness : network and determinants
Linh Hoang Nguyen
;
Lambe, Brenda John
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012801485
Saved in:
44
Can overnight return really serve as a proxy for firm-specific investor sentiment? : cross-country evidence
Xiong, Xiong
;
Meng, Yongqiang
;
Li, Xiao
;
Shen, Dehua
- In:
Journal of international financial markets, …
64
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012495692
Saved in:
45
Examining stress in Asian currencies : a perspective offered by high frequency financial market data
Dungey, Mardi H.
;
Matei, Marius
;
Sirimon Treepongkaruna
- In:
Journal of international financial markets, …
67
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012495857
Saved in:
46
Distribution, outward FDI, and productivity heterogeneity : China and cross-countries’ evidence
Tian, Wei
;
Yu, Miaojie
- In:
Journal of international financial markets, …
67
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012495866
Saved in:
47
Distant or close cousins : connectedness between cryptocurrencies and traditional currencies volatilities
Andrada Félix, Julián
;
Fernandez-Perez, Adrian
; …
- In:
Journal of international financial markets, …
67
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012495868
Saved in:
48
The nexus of judicial efficiency, social burden and default risk : cross-country evidence
Zhu, Xiaoquan
;
Peng, Hongfeng
;
Zhang, Zijian
- In:
Journal of international financial markets, …
68
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012495893
Saved in:
49
Credit rating, banks' capital structure and speed of adjustment : a cross-country analysis
Wojewodzki, Michal
;
Boateng, Agyenim
;
Brahma, Sanjukta
- In:
Journal of international financial markets, …
69
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012495939
Saved in:
50
Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis
;
Susai, Masayuki
- In:
Journal of international financial markets, …
59
(
2019
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
Saved in:
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