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subject:"Prognoseverfahren"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Geldpolitik"
~subject:"Volatility"
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Prognoseverfahren
Geldpolitik
Volatility
Estimation
741
Schätzung
740
Capital income
228
Kapitaleinkommen
228
Börsenkurs
180
Share price
180
Theorie
179
Theory
179
Volatilität
179
Forecasting model
125
Aktienmarkt
103
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103
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98
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USA
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United States
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Welt
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World
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Risikoprämie
79
Risk premium
79
CAPM
70
ARCH model
67
ARCH-Modell
67
Anlageverhalten
66
Behavioural finance
66
Time series analysis
59
Zeitreihenanalyse
59
Exchange rate
54
Wechselkurs
54
Yield curve
52
Zinsstruktur
52
Cointegration
51
Kointegration
51
Risk
51
Bank
49
Risiko
49
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297
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Gupta, Rangan
9
Zhu, Huiming
6
Hau, Liya
5
Pierdzioch, Christian
5
Dai, Zhifeng
4
Kang, Sang Hoon
4
Mensi, Walid
4
Prokopczuk, Marcel
4
Zaremba, Adam
4
Belke, Ansgar
3
Guo, Hui
3
Li, Junye
3
Nonejad, Nima
3
Wese Simen, Chardin
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Akdeniz, Levent
2
Al-Yahyaee, Khamis Hamed
2
Altay-Salih, Aslihan
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Chiang, Thomas C.
2
Christiansen, Charlotte
2
Hamori, Shigeyuki
2
Hautsch, Nikolaus
2
Ho, Kin-Yip
2
Huang, Tao
2
Ji, Qiang
2
Jung, Hojin
2
Kamada, Koichiro
2
Kim, Dong H.
2
Kim, Jong-Min
2
León Valle, Ángel Manuel
2
Lien, Da-hsiang Donald
2
Liu, Qiang
2
Liu, Xiaochun
2
Liu, Zhi
2
Maio, Paulo
2
McAleer, Michael
2
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Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
249
Economic modelling
237
Finance research letters
190
Working paper / National Bureau of Economic Research, Inc.
178
NBER working paper series
177
Energy economics
175
NBER Working Paper
167
International review of economics & finance : IREF
164
Working paper
156
International journal of forecasting
155
Applied economics letters
154
Discussion paper / Centre for Economic Policy Research
153
Journal of international money and finance
153
International review of financial analysis
149
CESifo working papers
146
Journal of econometrics
144
Economics letters
132
Journal of empirical finance
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Discussion papers / CEPR
98
Journal of international financial markets, institutions & money
98
Applied financial economics
97
Research in international business and finance
91
Discussion paper / Tinbergen Institute
87
Working paper series / European Central Bank
87
Journal of financial economics
86
Journal of macroeconomics
86
Discussion paper
85
Journal of economic dynamics & control
81
Journal of risk and financial management : JRFM
74
The journal of futures markets
73
Finance and economics discussion series
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
The European journal of finance
71
International journal of finance & economics : IJFE
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
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ECONIS (ZBW)
297
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1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
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2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
3
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
Saved in:
4
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
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5
The risk spillover between China's economic policy uncertainty and commodity markets : evidence from frequency spillover and quantile connectedness approaches
Jiang, Yonghong
;
Ao, Zhiming
;
Mo, Bin
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483627
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6
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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7
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
Saved in:
8
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
9
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
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10
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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