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accessRights:"restricted"
subject:"Capital income"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of international money and finance"
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Capital income
Estimation
332
Schätzung
331
Forecasting model
128
Prognoseverfahren
128
Theorie
110
Theory
110
Welt
78
World
78
Volatility
73
Volatilität
73
Exchange rate
65
Wechselkurs
65
Kapitaleinkommen
61
Time series analysis
56
Zeitreihenanalyse
56
Geldpolitik
49
Monetary policy
49
VAR model
39
VAR-Modell
38
Schock
34
Shock
34
Risikoprämie
32
Risk premium
32
EU countries
31
EU-Staaten
31
ARCH model
30
ARCH-Modell
30
Risk
29
Börsenkurs
28
Risiko
28
Share price
28
Euro area
27
Eurozone
27
Forecast
27
Bayes-Statistik
26
Bayesian inference
26
Prognose
26
Kaufkraftparität
25
Purchasing power parity
25
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Article
61
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Article in journal
61
Aufsatz in Zeitschrift
61
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English
61
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Ahmed, Shamim
1
Alcock, Jamie
1
Ali, Faek Menla
1
Ames, Matthew
1
Asai, Manabu
1
Atilgan, Yigit
1
Audrino, Francesco
1
Bagnarosa, Guillaume
1
Bali, Turan G.
1
Ballinari, Daniele
1
Bauwens, Luc
1
Berg, Kimberly A.
1
Bergin, Paul R.
1
Bianconi, Marcelo
1
Boucher, Christophe
1
Bu, Ziwen
1
Buncic, Daniel
1
Byrne, Joseph P.
1
Caporale, Guglielmo Maria
1
Catania, Leopoldo
1
Charlot, Philippe
1
Chatelais, Nicolas
1
Chen, Jian
1
Chen, Shu-Hsiu
1
Chevapatrakul, Thanaset
1
Chinn, Menzie David
1
Cho, Dooyeon
1
Chronopoulos, Dimitris K.
1
Clements, Adam
1
Croux, Christophe
1
Darné, Olivier
1
Demirtas, K. Ozgur
1
Dichtl, Hubert
1
Dionne, Georges
1
Djeutem, Edouard
1
Drobetz, Wolfgang
1
Dumas, Bernard
1
Dunbar, Geoffrey R.
1
Ellington, Michael
1
Engsted, Tom
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International journal of forecasting
Journal of international money and finance
Finance research letters
142
International review of economics & finance : IREF
93
International review of financial analysis
93
Journal of banking & finance
84
Journal of financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
78
Journal of empirical finance
74
Applied economics
67
Economic modelling
62
Pacific-Basin finance journal
61
Research in international business and finance
54
Journal of international financial markets, institutions & money
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Journal of econometrics
42
Applied economics letters
41
Management science : journal of the Institute for Operations Research and the Management Sciences
40
Review of quantitative finance and accounting
37
Energy economics
34
The European journal of finance
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of financial markets
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Economics letters
27
Discussion papers / CEPR
25
International journal of finance & economics : IJFE
25
International journal of economics and finance
24
Journal of financial econometrics
22
Quantitative finance
22
Working paper / National Bureau of Economic Research, Inc.
21
Discussion paper / Centre for Economic Policy Research
20
Emerging markets, finance and trade : EMFT
19
Journal of economic dynamics & control
17
Review of finance : journal of the European Finance Association
17
Theoretical economics letters
17
Journal of forecasting
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Global finance journal
15
Financial markets and portfolio management
14
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ECONIS (ZBW)
61
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1
Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe
;
Jasinski, A.
;
Tokpavi, S.
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
Saved in:
2
Local labor market and the cross section of stock returns
Ge, Yao
;
Qiao, Zheng
;
Zheng, Hao
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478202
Saved in:
3
Liquidity shocks and the negative premium of liquidity volatility around the world
Feng, Frank Y.
;
Kang, Wenjin
;
Zhang, Huiping
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478240
Saved in:
4
Which factor model? : a systematic return covariation perspective
Ahmed, Shamim
;
Bu, Ziwen
;
Symeonidis, Lazaros
; …
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014332349
Saved in:
5
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael
;
Fu, Xi
;
Zhu, Yunyi
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 58-72
Persistent link: https://www.econbiz.de/10014462768
Saved in:
6
Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe
;
Simonato, Jean-Guy
;
Dionne, Georges
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
Saved in:
7
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
8
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
9
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
10
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
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