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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Shock"
~subject:"Theory"
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Forecasting model
Stock market
Shock
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Estimation
1,663
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1,663
USA
416
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415
Theorie
395
Welt
250
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250
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192
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Marcellino, Massimiliano
17
Forni, Mario
8
Kilian, Lutz
8
Favero, Carlo A.
7
Massa, Massimo
7
Narayan, Paresh Kumar
7
Gambetti, Luca
6
Rose, Andrew
6
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5
Gylfi Zoega
5
Jappelli, Tullio
5
Redding, Stephen
5
Timmermann, Allan
5
Bianchi, Francesco
4
Eickmeier, Sandra
4
Gerlach, Stefan
4
Guiso, Luigi
4
Lettau, Martin
4
Minford, Patrick
4
Rossi, Barbara
4
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4
Sala, Luca
4
Smets, Frank
4
Taylor, Mark P.
4
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3
Alesina, Alberto
3
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3
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3
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3
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3
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3
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3
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3
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3
Galí, Jordi
3
Gertler, Mark
3
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3
Hardouvelis, Gikas A.
3
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3
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3
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Discussion paper / Centre for Economic Policy Research
Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
683
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585
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546
Applied economics
476
Economic modelling
339
CESifo working papers
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228
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ECONIS (ZBW)
575
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575
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
Saved in:
5
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
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6
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
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7
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
8
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
Saved in:
9
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
10
Asset pricing in bull and bear markets
Sampan Nettayanun
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014306379
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