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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial markets"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The European journal of finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Prognoseverfahren
Estimation
597
Schätzung
597
Capital income
215
Kapitaleinkommen
215
Börsenkurs
177
Share price
177
Theorie
151
Theory
151
Volatility
145
Volatilität
144
Aktienmarkt
129
Stock market
129
Forecasting model
104
USA
71
United States
71
CAPM
68
Portfolio selection
61
Portfolio-Management
61
Risikoprämie
56
Risk premium
56
Risk
53
ARCH model
52
ARCH-Modell
52
Anlageverhalten
52
Behavioural finance
52
Risiko
52
Exchange rate
46
Wechselkurs
46
Welt
41
World
41
Großbritannien
35
United Kingdom
35
China
34
Deutschland
33
Germany
33
Handelsvolumen der Börse
33
Trading volume
33
Time series analysis
32
Zeitreihenanalyse
32
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2
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Article
103
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1
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Article in journal
103
Aufsatz in Zeitschrift
103
Conference paper
1
Konferenzbeitrag
1
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English
104
Author
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Gupta, Rangan
7
Pierdzioch, Christian
5
Long, Huaigang
3
Panopulu, Aikaterinē
3
Dunis, Christian
2
Jiang, Yuexiang
2
Laws, Jason
2
Majumdar, Anandamayee
2
Narayan, Paresh Kumar
2
Salisu, Afees A.
2
Van Eyden, Reneé
2
Zaremba, Adam
2
Aastveit, Knut Are
1
Alexandridis, Antonios K.
1
Andersen, Torben
1
Ang, Tze Chuan
1
Apergis, Iraklis
1
Aramonte, Sirio
1
Argyropoulos, Efthymios
1
Ashour, Samar
1
Avramov, Doron
1
Bahrami, Afsaneh
1
Balcilar, Mehmet
1
Baltas, Nick
1
Bannigidadmath, Deepa
1
Bell, Adrian R.
1
Bernales, Alejandro
1
Binner, Jane M.
1
Bonato, Matteo
1
Bondarenko, Oleg
1
Boughrara, Adel
1
Boulter, Terry
1
Brooks, Chris
1
Cannavan, Damien
1
Cao, Charles Q.
1
Cao, Jia
1
Cendejas Bueno, José Luis
1
Cepni, Oguzhan
1
Chalamandaris, Georgios
1
Chaudhuri, Malika
1
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Journal of financial markets
Pacific-Basin finance journal
The European journal of finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
International journal of forecasting
151
Journal of forecasting
107
Finance research letters
88
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
65
Economic modelling
63
International review of financial analysis
63
Journal of econometrics
63
Journal of financial economics
58
Discussion paper / Centre for Economic Policy Research
56
Applied economics letters
55
Energy economics
53
International review of economics & finance : IREF
53
Working paper
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Working paper / National Bureau of Economic Research, Inc.
49
The North American journal of economics and finance : a journal of financial economics studies
48
NBER Working Paper
45
NBER working paper series
44
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
CESifo working papers
36
Journal of international money and finance
34
Discussion paper / Tinbergen Institute
33
Finance and economics discussion series
31
Journal of applied econometrics
30
Journal of international financial markets, institutions & money
30
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Discussion paper / Deutsche Bundesbank
24
Discussion papers / CEPR
24
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
International journal of finance & economics : IJFE
22
Journal of risk and financial management : JRFM
22
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ECONIS (ZBW)
104
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104
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
Molinas, Luis Antonio
;
Binner, Jane M.
;
Tong, Meng
- In:
The European journal of finance
29
(
2023
)
7
,
pp. 780-799
Persistent link: https://www.econbiz.de/10014322555
Saved in:
3
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
4
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
5
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
6
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
7
Recessions and flattening of the yield curve (1960-2021) : A two-way road under a regime switching approach
Cendejas Bueno, José Luis
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 8-20
Persistent link: https://www.econbiz.de/10014427895
Saved in:
8
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
9
Trade links and return predictability : the Australian evidence
Yu, Miao
;
Hu, Xiaolu
;
Zhong, Angel
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463756
Saved in:
10
Financial stress and returns predictability : fresh evidence from China
Xu, Yongan
;
Liang, Chao
;
Wang, Jianqiong
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463762
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