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subject:"Kapitaleinkommen"
~person:"Kim, Jae H."
~person:"Mittnik, Stefan"
~person:"Nonejad, Nima"
~type_genre:"Aufsatz in Zeitschrift"
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Kapitaleinkommen
Estimation
39
Schätzung
39
Forecasting model
23
Prognoseverfahren
23
Capital income
22
Theorie
14
Theory
14
Volatility
14
Volatilität
14
Oil price
13
Ölpreis
13
Börsenkurs
11
Share price
11
ARCH model
10
ARCH-Modell
10
Welt
10
World
10
Efficient market hypothesis
8
Effizienzmarkthypothese
8
Time series analysis
8
Zeitreihenanalyse
8
Aktienmarkt
7
Risikoprämie
7
Risk premium
7
Stock market
7
Bootstrap approach
5
Bootstrap-Verfahren
5
CAPM
5
Crude oil price
5
Deutschland
4
Germany
4
Market efficiency
4
Nonlinearity
4
Realized volatility
4
Risiko
4
Risk
4
USA
4
United States
4
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3
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Aufsatz in Zeitschrift
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English
22
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Kim, Jae H.
Mittnik, Stefan
Nonejad, Nima
Zaremba, Adam
58
Gupta, Rangan
57
McMillan, David G.
31
Wohar, Mark E.
27
Narayan, Paresh Kumar
20
Pierdzioch, Christian
19
Bollerslev, Tim
18
Cakici, Nusret
18
Tiwari, Aviral Kumar
18
Todorov, Viktor
18
Ma, Feng
17
Wang, Yudong
17
Bali, Turan G.
16
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Sehgal, Sanjay
15
Chiang, Thomas C.
14
Long, Huaigang
14
Zhang, Yaojie
14
Balcilar, Mehmet
13
Bouri, Elie
13
Umutlu, Mehmet
12
Brooks, Robert
11
Caporale, Guglielmo Maria
11
Demirer, Rıza
11
Jareño, Francisco
11
Tauchen, George Eugene
11
Xuan Vinh Vo
11
Apergēs, Nikolaos
10
Bohl, Martin T.
10
Lee, Chien-chiang
10
Li, Bin
10
Yin, Libo
10
Zhou, Guofu
10
Andersen, Torben
9
Chiah, Mardy
9
McAleer, Michael
9
Nitschka, Thomas
9
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International review of financial analysis
5
Energy economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Asia-Pacific financial markets
1
Bulletin of economic research
1
Econometric reviews
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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ECONIS (ZBW)
22
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1
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
2
Stock market anomalies : An extreme bounds analysis
Kim, Jae H.
;
Shamsuddin, Abul
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014469983
Saved in:
3
Stock return predictability : evaluation based on interval forecasts
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Bulletin of economic research
74
(
2022
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
Saved in:
4
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
5
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
Saved in:
6
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
7
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
8
Predicting equity premium by conditioning on macroeconomic variables : a prediction selection strategy using the price of crude oil
Nonejad, Nima
- In:
Finance research letters
41
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013335945
Saved in:
9
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
10
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
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