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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"The European journal of finance"
~type:"article"
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Capital income
Zeitreihenanalyse
Theorie
1,687
Theory
1,687
Estimation
282
Schätzung
282
Exchange rate
228
Wechselkurs
228
Geldpolitik
154
Monetary policy
154
Volatility
133
Volatilität
133
Estimation theory
131
Schätztheorie
131
USA
128
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128
Welt
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75
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Caporale, Guglielmo Maria
3
Cubadda, Gianluca
3
Franses, Philip Hans
3
Charemza, Wojciech
2
Chen, Jing
2
Cheung, Yin-Wong
2
Engle, Robert F.
2
Gil-Alaña, Luis A.
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Granger, C. W. J.
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2
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2
Hwang, Soosung
2
Lai, Kon-sun
2
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2
Loperfido, Nicola
2
Mills, Terence C.
2
Newbold, Paul
2
Osborn, Denise R.
2
Peel, David
2
Pittis, Nikitas
2
Shen, Jian
2
Shields, Kalvinder K.
2
Song, Xiaojing
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Taylor, Robert
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Tippett, Mark
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Urbain, Jean-Pierre
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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
Anderson, Greg
1
Anderson, Robert D. J.
1
Antoniou, Antonios
1
Ap Gwilym, Owain
1
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Journal of international money and finance
Oxford bulletin of economics and statistics
The European journal of finance
Journal of econometrics
359
International journal of forecasting
347
Economics letters
325
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
280
Journal of forecasting
257
Econometric theory
191
Applied economics
154
Journal of banking & finance
151
Econometric reviews
147
Finance research letters
144
Journal of empirical finance
143
Economic modelling
142
Journal of financial economics
134
Journal of economic dynamics & control
117
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Applied economics letters
102
Journal of applied econometrics
101
The journal of finance : the journal of the American Finance Association
96
International review of financial analysis
92
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
89
International review of economics & finance : IREF
86
Computational economics
85
The review of financial studies
80
Management science : journal of the Institute for Operations Research and the Management Sciences
78
European journal of operational research : EJOR
69
Applied financial economics
65
The North American journal of economics and finance : a journal of financial economics studies
64
Energy economics
61
Journal of risk and financial management : JRFM
59
Quantitative finance
53
Journal of financial and quantitative analysis : JFQA
50
Macroeconomic dynamics
50
The review of economics and statistics
50
Econometrics : open access journal
49
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
Journal of monetary economics
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ECONIS (ZBW)
187
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187
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1
Exchange rates and fundamentals : forecasting with long maturity forward rates
Darvas, Zsolt M.
;
Schepp, Zoltán
- In:
Journal of international money and finance
143
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014551354
Saved in:
2
Are financially constrained firms susceptible to a stock price crash?
He, Guanming
;
Ren, Helen Mengbing
- In:
The European journal of finance
29
(
2023
)
6
,
pp. 612-637
Persistent link: https://www.econbiz.de/10014322545
Saved in:
3
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
4
On the statistics of scaling exponents and the multiscaling value at risk
Brandi, Giuseppe
;
Di Matteo, Tiziana
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1361-1382
Persistent link: https://www.econbiz.de/10013532216
Saved in:
5
A reality check on the GARCH-MIDAS volatility models
Virk, Nader Shahzad
;
Javed, Farrukh
;
Awartani, Basel
; …
- In:
The European journal of finance
30
(
2024
)
6
,
pp. 575-596
Persistent link: https://www.econbiz.de/10014547966
Saved in:
6
An enhanced investor sentiment index
Ung, Sze Nie
;
Ge̜bka, Bartosz
;
Anderson, Robert D. J.
- In:
The European journal of finance
30
(
2024
)
8
,
pp. 827-864
Persistent link: https://www.econbiz.de/10014548003
Saved in:
7
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:
8
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
9
In search of pairs using firm fundamentals : is pairs trading profitable?
Hong, Sungju
;
Hwang, Soosung
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 508-526
Persistent link: https://www.econbiz.de/10014322540
Saved in:
10
An investment-based explanation of currency excess returns
Jamali, Ibrahim
;
Yamani, Ehab
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304722
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