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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Großbritannien"
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Forecasting model
Stock market
Großbritannien
Estimation
246
Schätzung
246
Capital income
78
Kapitaleinkommen
78
Börsenkurs
72
Share price
72
Volatility
68
Volatilität
68
Aktienmarkt
61
Welt
47
World
47
Theorie
38
Theory
38
Exchange rate
37
Wechselkurs
37
ARCH model
36
ARCH-Modell
36
Risikoprämie
33
Risk premium
33
Prognoseverfahren
30
CAPM
28
Financial crisis
24
Finanzkrise
24
USA
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United States
24
Portfolio selection
22
Portfolio-Management
22
EU countries
21
EU-Staaten
21
Spillover effect
21
Spillover-Effekt
21
Cointegration
20
Kointegration
20
Financial market
17
Finanzmarkt
17
Risk
17
Time series analysis
17
Zeitreihenanalyse
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Article
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English
88
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Narayan, Paresh Kumar
7
Sharma, Susan Sunila
3
Bouri, Elie
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Kenourgios, Dimitris
2
MacDonald, Ronald
2
Morelli, David
2
Westerlund, Joakim
2
Zaremba, Adam
2
Al-Khazali, Osamah
1
Alaoui, Abdelkader O. el
1
Aloui, Chaker
1
Antonakakis, Nikolaos
1
Apostolakis, George N.
1
Ariff, Mohamed
1
Assefa, Tibebe Abebe
1
Azad, A. S. M. Sohel
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Bley, Jorg
1
Borochin, Paul
1
Broadstock, David C.
1
Bu, Ruijun
1
Buchner, Axel
1
Buncic, Daniel
1
Bénassy-Quéré, Agnès
1
Cakici, Nusret
1
Celov, Dmitrij
1
Chakraborty, Sandip
1
Chang, Chiao-yi
1
Chatzivgeri, Eleni
1
Chen, Chien-Fu
1
Cheng, Su-Yin
1
Chi, Xie
1
Chi, Yeguang
1
Chiah, Mardy
1
Chiang, Shu-hen
1
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Journal of international financial markets, institutions & money
Applied economics
249
Discussion paper series / IZA
234
Discussion paper / Centre for Economic Policy Research
174
Finance research letters
165
Working paper / National Bureau of Economic Research, Inc.
162
Economic modelling
160
International journal of forecasting
154
NBER working paper series
152
Applied economics letters
150
NBER Working Paper
143
International review of financial analysis
140
International review of economics & finance : IREF
132
Applied financial economics
121
Journal of banking & finance
113
CESifo working papers
110
Journal of forecasting
110
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of empirical finance
102
Working paper
95
IZA Discussion Paper
91
Energy economics
90
Research in international business and finance
89
Discussion paper
84
The European journal of finance
84
Journal of international money and finance
83
Economics letters
80
Journal of financial economics
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of econometrics
76
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
International journal of finance & economics : IJFE
67
Pacific-Basin finance journal
61
Journal of risk and financial management : JRFM
57
Discussion papers in economics
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Journal of applied econometrics
54
Oxford bulletin of economics and statistics
50
International journal of economics and finance
46
Working papers / Bank of England
46
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ECONIS (ZBW)
88
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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
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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6
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:
7
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:
8
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:
9
Spreading of cross-market volatility information : evidence from multiplex network analysis of volatility spillovers
Gong, Jue
;
Wang, Gang-Jin
;
Zhou, Yang
;
Zhu, You
;
Chi, Xie
; …
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014306328
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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