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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Research in international business and finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Kointegration"
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Capital income
Kointegration
Estimation
610
Schätzung
610
Kapitaleinkommen
176
Börsenkurs
175
Share price
175
Volatility
133
Volatilität
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Bohl, Martin T.
14
Gil-Alaña, Luis A.
9
Gupta, Rangan
8
Caporale, Guglielmo Maria
7
Siklos, Pierre L.
4
Balcilar, Mehmet
3
Ge̜bka, Bartosz
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Henke, Harald
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McMillan, David G.
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Tiwari, Aviral Kumar
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Yang, Liyan
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Zhou, Guofu
3
Abakah, Emmanuel Joel Aikins
2
Abedin, Mohammad Zoynul
2
Bahmani-Oskooee, Mohsen
2
Bali, Turan G.
2
Bouteska, Ahmed
2
Cen, Ling
2
Chiang, Thomas C.
2
Da, Zhi
2
Foglia, Matteo
2
Hadj Amor, Thouraya
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Hasler, Michael
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Li, Youwei
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Massa, Massimo
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Naka, Atsuyuki
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Nazlıoğlu, Şaban
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Noman, Abdullah
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Nouira, Ridha
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Tang, Yi
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Tu, Jun
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Wei, K. C. John
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Zaremba, Adam
2
Zheng, Yao
2
Aboura, Sofiane
1
Agarwal, Ashish
1
Agarwal, Sumit
1
Agarwal, Vineet
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Management science : journal of the Institute for Operations Research and the Management Sciences
Research in international business and finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
221
Economic modelling
190
Applied economics letters
176
Finance research letters
162
International review of economics & finance : IREF
162
Journal of banking & finance
155
International review of financial analysis
138
Journal of empirical finance
129
Journal of financial economics
127
The North American journal of economics and finance : a journal of financial economics studies
120
International journal of economics and financial issues : IJEFI
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Applied financial economics
103
International journal of economics and finance
100
International Journal of Energy Economics and Policy : IJEEP
99
NBER working paper series
98
CESifo working papers
97
Energy economics
97
Journal of international financial markets, institutions & money
96
Working paper / National Bureau of Economic Research, Inc.
89
The empirical economics letters : a monthly international journal of economics
88
Cogent economics & finance
81
NBER Working Paper
74
Journal of international money and finance
73
Journal of econometrics
71
The European journal of finance
70
Pacific-Basin finance journal
67
International journal of finance & economics : IJFE
66
Economics letters
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Review of quantitative finance and accounting
65
Working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Journal of risk and financial management : JRFM
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Theoretical and applied economics : GAER review
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
45
Journal of financial markets
41
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ECONIS (ZBW)
222
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The term structure of yield curve and connectedness among ESG investments
Iqbal, Najaf
;
Umar, Zaghum
;
Ruman, Asif M.
;
Jiang, Shaohua
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014451520
Saved in:
3
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
4
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
5
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
6
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
Saved in:
7
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
Saved in:
8
Countercyclical and time-varying reward to risk and the equity premium
Antell, Jan
;
Vaihekoski, Mika
- In:
Research in international business and finance
66
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460255
Saved in:
9
Decomposing the yield curve with linear regressions and survey information
Halberstadt, Arne
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 25-39
Persistent link: https://www.econbiz.de/10014461532
Saved in:
10
Revisiting overconfidence in investment decision-making : further evidence from the U.S. market
Bouteska, Ahmed
;
Harasheh, Murad
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
66
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463384
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