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isPartOf:"Applied financial economics"
subject:"Kapitaleinkommen"
~subject:"Australia"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Australia
Zeitreihenanalyse
Estimation
444
Schätzung
444
USA
99
United States
99
Theorie
95
Theory
95
Capital income
87
Börsenkurs
84
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84
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131
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Faff, Robert W.
4
Barkoulas, John T.
3
Alles, Lakshman
2
Baum, Christopher F.
2
Brooks, Robert
2
Chan, Howard Wei-hong
2
Lucey, Brian M.
2
McMillan, David G.
2
Travlos, Nickolaos G.
2
Ajmi, Ahdi Noomen
1
Allen, David E.
1
Ammann, Manuel
1
Andersson, Magnus
1
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1
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1
Ap Gwilym, Owain
1
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1
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1
Ariff, Mohamed
1
Armah, Nii Ayi
1
Artikis, George P.
1
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1
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1
Bai, Ye
1
Basarrate Urízar, Begoña
1
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1
Berg, Lennart
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
Caporale, Guglielmo Maria
1
Chan, Min-lee
1
Chang, Ting-huan
1
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1
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Applied financial economics
Applied economics
229
Finance research letters
183
Economic modelling
179
Applied economics letters
162
Journal of banking & finance
160
International review of economics & finance : IREF
152
International review of financial analysis
148
Journal of econometrics
147
Journal of empirical finance
139
Journal of financial economics
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
127
NBER working paper series
118
The North American journal of economics and finance : a journal of financial economics studies
109
Working paper / National Bureau of Economic Research, Inc.
108
Economics letters
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
CESifo working papers
104
Energy economics
103
Working paper
99
International journal of forecasting
97
NBER Working Paper
97
Discussion paper series / IZA
96
Journal of international financial markets, institutions & money
95
Research in international business and finance
83
Pacific-Basin finance journal
81
The economic record : er
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
Journal of international money and finance
79
Journal of forecasting
76
The European journal of finance
75
Discussion paper / Tinbergen Institute
73
International journal of finance & economics : IJFE
68
Review of quantitative finance and accounting
63
Journal of risk and financial management : JRFM
57
Econometric reviews
56
International journal of economics and finance
56
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Melbourne Institute working paper series
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
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ECONIS (ZBW)
131
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1
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
2
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
3
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
4
Smaller portfolio returns and the risk-return trade-off for the whole market
Dorfman, Jeffrey H.
;
Park, Myung D.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 853-869
Persistent link: https://www.econbiz.de/10010405234
Saved in:
5
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
6
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
7
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
8
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
9
High-yield versus investment-grade bonds : less risk and greater returns?
Li, Hsi-cheng
;
McCarthy, Joseph
;
Pantalone, Coleen C.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1303-1312
Persistent link: https://www.econbiz.de/10010460175
Saved in:
10
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
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