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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Panel study"
~type:"article"
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Prognoseverfahren
Panel study
Estimation
555
Schätzung
555
Capital income
216
Kapitaleinkommen
216
Börsenkurs
144
Share price
144
Theorie
144
Theory
144
Volatility
133
Volatilität
133
Forecasting model
106
CAPM
100
Risikoprämie
94
Risk premium
94
USA
92
United States
92
Aktienmarkt
87
Stock market
87
Portfolio selection
77
Portfolio-Management
77
Welt
62
World
62
Risk
50
Risiko
48
Anlageverhalten
47
Behavioural finance
47
ARCH model
46
ARCH-Modell
46
Time series analysis
46
Yield curve
46
Zeitreihenanalyse
46
Zinsstruktur
46
Exchange rate
44
Wechselkurs
44
Spillover effect
36
Spillover-Effekt
36
Geldpolitik
35
Monetary policy
35
Cointegration
34
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122
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122
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English
122
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Gupta, Rangan
5
Dai, Zhifeng
4
Bali, Turan G.
3
Bollerslev, Tim
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Todorov, Viktor
3
Bandi, Federico M.
2
Brown, Stephen J.
2
Huang, Shiyang
2
Kelly, Bryan T.
2
Lin, Tse-Chun
2
Moskowitz, Tobias J.
2
Nagel, Stefan
2
Paye, Bradley S.
2
Salisu, Afees A.
2
Scaillet, Olivier
2
Tamoni, Andrea
2
Valkanov, Rossen I.
2
Wohar, Mark E.
2
Xiang, Hong
2
Zhou, Guofu
2
Adediran, Idris A.
1
Ahmad, Nasir
1
Albuquerque, Rui
1
Alemany, Nuria
1
Amaya, Diego
1
Andersen, Torben
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
Avdis, Efstathios
1
Bai, Jennie
1
Bajgrowicz, Pierre
1
Baltussen, Guido
1
Bao, Jack
1
Barroso, Pedro
1
Bec, Frédérique
1
Bekaert, Geert
1
Bellos, Sotirios K.
1
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Journal of financial economics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
185
Economic modelling
167
Journal of econometrics
155
International journal of forecasting
151
Applied economics letters
143
Economics letters
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Energy economics
113
Finance research letters
108
Journal of forecasting
108
International review of economics & finance : IREF
92
Journal of banking & finance
88
The empirical economics letters : a monthly international journal of economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
International review of financial analysis
72
Journal of empirical finance
70
Journal of applied econometrics
55
Journal of international money and finance
52
International journal of finance & economics : IJFE
48
International Journal of Energy Economics and Policy : IJEEP
41
Journal of risk and financial management : JRFM
41
The European journal of finance
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
Journal of international financial markets, institutions & money
40
International journal of economics and finance
39
Econometric reviews
38
Economies : open access journal
38
Theoretical and applied economics : GAER review
38
Research in international business and finance
36
International journal of economics and financial issues : IJEFI
35
Cogent economics & finance
34
Pacific-Basin finance journal
34
Journal of macroeconomics
33
Applied financial economics
31
The econometrics journal
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
Tourism economics : the business and finance of tourism and recreation
28
Management science : journal of the Institute for Operations Research and the Management Sciences
27
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ECONIS (ZBW)
122
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1
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
2
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
Saved in:
3
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
4
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
5
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
6
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:
7
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
Saved in:
8
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
9
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
10
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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