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subject:"Capital income"
subject:"Japan"
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Capital income
Japan
Estimation
22,237
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22,067
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2,686
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2,686
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Gupta, Rangan
52
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50
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18
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16
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16
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16
Balcilar, Mehmet
15
McMillan, David G.
15
Long, Huaigang
14
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Pierdzioch, Christian
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Bouri, Elie
12
Cakici, Nusret
11
Sehgal, Sanjay
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Chiang, Thomas C.
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10
Salisu, Afees A.
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Xuan Vinh Vo
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9
Chiah, Mardy
9
Demirer, Rıza
9
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9
Nonejad, Nima
9
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9
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Umutlu, Mehmet
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Jareño, Francisco
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Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
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Research in international business and finance
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Journal of international financial markets, institutions & money
52
Applied economics letters
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43
Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of quantitative finance and accounting
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Discussion paper / Centre for Economic Policy Research
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Energy economics
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The European journal of finance
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of financial markets
29
Economics letters
28
International journal of forecasting
28
Working paper / National Bureau of Economic Research, Inc.
27
Discussion papers / CEPR
25
International journal of economics and finance
25
International journal of finance & economics : IJFE
25
Journal of the Japanese and international economies : an international journal ; JJIE
23
Journal of financial econometrics
22
Quantitative finance
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Emerging markets, finance and trade : EMFT
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Theoretical economics letters
18
Journal of economic dynamics & control
17
Review of finance : journal of the European Finance Association
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Journal of forecasting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
2,876
RePEc
1
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71
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71
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
72
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
73
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
74
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
75
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
76
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
77
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
78
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
79
A closer look at the regime-switching evidence of bull and bear markets
Kirby, Chris
- In:
Finance research letters
52
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472216
Saved in:
80
Real stock market returns and inflation : evidence from uncertainty hypotheses
Chiang, Thomas C.
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472359
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